Strategy Performance Metrics

Since I had a lot of computational time over the night, I setup the optimizer to optimize my strategy exhaustively over the longest period of historical data that I could (01/01/2010 – 01/06/2013) in hope that I could find some way to create an algorithm that would perform well in the loss period identified above […]

Stop Loss / Take Profit

Today I did some optimizations on Stop loss and Take Profit with the Omar_MACD strat. Obviously the trending strategy will close out its own positions when the market turns against it, so strictly speaking a stop loss may not be necessary. However, in the case of flash crashes or perhaps network problems, I would feel […]