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.
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:
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!
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: http://www.themachineus.com/) and other friends. Some of them are now on board with StrategySeeker and already using the built in strategy optimizer.
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.
A new type of StrategySeeker.com 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.
Disclaimer: Strategy Seeker LTD. and or its subsidiaries each alone and together (the “SSK Group”") is not an investment adviser or broker-dealer or advising investment advisory service, nor an entity that recommends which securities customers should buy or sell for themselves. The SSK Group, and all affiliates of the SSK Group assume no responsibility or liability for your trading and investment results. You understand and acknowledge that there is a very high degree of risk involved in trading securities and that all simulated results may be faulty or not accurate. Also back testing and past results of any portfolio/startegy/universe are not indicative of future returns and there may be severe losses due to trades based on such simulations, back test or and other signal generated from the system. The SSK Group strongly recommend that the strategy seeker system will be used by professionals who strongly understand technical analysis and have significant experience. The SSK Group hold no responsibility on any trades done as a result with any strategy or portfolio of the strategy seeker system and the user is using and trading on his/her own risk. Any strategy shared by other users is not recommended by The SSK Group and is subjected a a very large risk. The SSK Group holds no liability or responsibility for any such or other strategy in the strategy seeker system.