Blog: 2011

Forward testing is improved.

A new version of Forward-testing was added to the 'Lab'. The new Forward-testing generates a performance M:N report including the following information:

Forward-testing is here.

Strategy Lab has a new functionality: forward-testing. You (power user only) can now start doing back-test (many strategies to many universes), continue with optimization and fine tunes, and finish with forward testing to different time periods making sure you get the best result for your selected strategies.
The forward-testing allows you to choose start date and end date, and let the test run during your preferable time frame. This also allows you to see how your strategies perform during different time, so you can avoid data curving and trust your results.
Have fun!

Testing Lab was added.

A new ‘Lab’ section had been added. It is provided for a complete strategy testing using back-testing, optimization and forward-testing functions:
Back-testing: ability to run a strategy starting 1,2,5 and 10 years ago. The test will check every day (for the entire period) if Buy and Sell conditions are met. If so, a Buy and/or Sell signal will be issued. The test includes list of all possible trades and performance report. Back-testing options:

Yes, VXX and XIV are included in StrategySeeker

While Its not yet included in the Symbol lookup (when you spell the symbol it will not auto complete in the Chart menu) along with many ETFs its included and supported by all functions (strategy testing, optimization, Today's signals etc.).
Just write VXX or XIV and have fun!

What is strategy optimization?

I spend the last weekend with a bunch of amazing people and investors in Boca Raton. Once a year the members of Trending Markets Chairmen's Club meet to discuss and research new strategies. I had the honor and pleasure to participate, listen and learn from Larry Connors (together with Cesar Alvarez, they create The Machine: and other friends. Some of them are now on board with StrategySeeker and already using the built in strategy optimizer.

Where to start?

Many new users joined today the beta program (yes, due to the article at The Marker), welcome. Few asked me, 'where do I start?' and 'what is the strategy development language being used here?'

Are these the same signals?

A question from a close friend this morning, made me aware that putting the 'naked' signals on the home page, is not a self explanatory :-)
So, first what are the signals on the home page?

Position sizing is here!

Sooner than expected, I have added position sizing. Where can you find it? first steps go to strategy and check the following fields:

Position sizing

What Does Position Sizing Mean? by Investopedia its:'The dollar value being invested into a particular security by an investor.' Behind this simple definition, there are zillion discussions, researches and theories, seeking and arguing the best position sizing method. The goal of position sizing, is risk management. Is being able to determine how much risk we set in a specific symbol trade, and what is our exposure to volatility, black swan and other undesired market conditions.

Welcome power User.

A new type of user was born! a power user. The different between power user and regular user (both must be registered users in the system) is that power user can run optimization of portfolio (a collection of strategies) over a universe (a collection of symbols). Regular user can run optimization of a single strategy over a single symbol at a time.


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