iksak Posted June 14, 2013 Report Share Posted June 14, 2013 I think this could be very useful for statistics Quote Link to comment Share on other sites More sharing options...
Sixer Posted June 14, 2013 Report Share Posted June 14, 2013 iksak, check the website to get more information: http://priceactionlab.com/ Sixer Quote Link to comment Share on other sites More sharing options...
⭐ kesk Posted June 14, 2013 Report Share Posted June 14, 2013 Any luck so far? I have THE DEMO ......The price for this fully functional program is $8,000 ....wow .........Now I do have access to Nava patterns which this program was made and its in dos version...no longer working and in someone else's possession, Im trying to get it now but I think with a little work it can be brought back to life with the right programmer...... I'll try to get it Quote Link to comment Share on other sites More sharing options...
ellipsis Posted June 14, 2013 Report Share Posted June 14, 2013 is the demo educated? Quote Link to comment Share on other sites More sharing options...
⭐ topstep Posted June 14, 2013 Report Share Posted June 14, 2013 is the demo educated? No demo is not educated....... I have no experience in that but I will post it, see what u can get done with it Quote Link to comment Share on other sites More sharing options...
timo Posted June 14, 2013 Author Report Share Posted June 14, 2013 Are u posting demo? Quote Link to comment Share on other sites More sharing options...
ellipsis Posted June 16, 2013 Report Share Posted June 16, 2013 No demo is not educated....... I have no experience in that but I will post it, see what u can get done with it Pls post so we can take a look. Quote Link to comment Share on other sites More sharing options...
ellipsis Posted June 19, 2013 Report Share Posted June 19, 2013 (edited) Attention! Nasty virus inside. This guy topstep should get a fracture and be kicked out for ruining my laptop. Stay away! Edited June 19, 2013 by ellipsis tryitagainmf and iksak 2 Quote Link to comment Share on other sites More sharing options...
⭐ kesk Posted June 19, 2013 Report Share Posted June 19, 2013 This is a demo crippled version. Even if the number of runs or max continous hrs of 40 can be extended, the problem still would be the actual code or the strategies. I ran on 2 securities, but no patterns can be found. Also, it runs for hrs even for a single security. Quote Link to comment Share on other sites More sharing options...
ellipsis Posted June 19, 2013 Report Share Posted June 19, 2013 This is a demo crippled version. Even if the number of runs or max continous hrs of 40 can be extended, the problem still would be the actual code or the strategies. I ran on 2 securities, but no patterns can be found. Also, it runs for hrs even for a single security. Did your anti-virus get the nasty banking spyware? If not you are in trouble. I think this demo may have expired. I get all sorts of memory violations and my laptop is gone. Quote Link to comment Share on other sites More sharing options...
ellipsis Posted June 19, 2013 Report Share Posted June 19, 2013 Update: after installing this file from topstep my ruined laptop is trying to communicate with a number of websites to deliver info. Stay away! Quote Link to comment Share on other sites More sharing options...
⭐ kesk Posted June 19, 2013 Report Share Posted June 19, 2013 Update: after installing this file from topstep my ruined laptop is trying to communicate with a number of websites to deliver info. Stay away! How is that the ruined laptop is trying to communicate with a lot of websites! Quote Link to comment Share on other sites More sharing options...
Neowave Posted June 19, 2013 Report Share Posted June 19, 2013 Next time do a google search to analyze the files you download. Free online file virus scanner. Basically the medicine files. This a**hol*´s data downloader contains some viruses. hxxp://www.volumedigger.com/Softwares.aspx Best Regards. Quote Link to comment Share on other sites More sharing options...
⭐ topstep Posted June 20, 2013 Report Share Posted June 20, 2013 First of all this demo came directly from the site ...It was not put up here to run the program , it was put up here to be EDUCATED , it needs to be looked at by a programmer not a*@hole who does not know what he is doing , if you are not a programmer who can look into the program and see what can be done to 1.) stop the time clock 2.) enable the rest of the program so it works properly . DONT RUN IT ***** EDUCATE IT IT RUNS ON MY COMPUTER JUST FINE....................................... Quote Link to comment Share on other sites More sharing options...
⭐ kesk Posted June 20, 2013 Report Share Posted June 20, 2013 (edited) Just ignore Ellipsis. I tried to look at the way the program runs. After about 8 hrs of continuous run, it found only 2 rules worthy and win percent of 53%. Anything above, it doesnt find any rules. This is for about 400 days of data. Looking at the generated code, ofcourse not a full code, it generates some thing like IF LOW OF * BARS AGO > CLOSE OF * BARS AGO AND CLOSE OF * BARS AGO > HIGH OF * BARS AGO AND HIGH OF * BARS AGO > LOW OF * BARS AGO AND LOW OF * BARS AGO > LOW OF * BARS AGO AND LOW OF * BARS AGO > HIGH OF * BARS AGO AND HIGH OF * BARS AGO > HIGH OF * BARS AGO THEN BUY NEXT BAR ON THE OPEN WITH The secret lies in the *, the actual number of the day. If the program only uses OHLC data, then we dont even have to go the route of PAL. There is a freeware program called 'Genetic Pattern Finder' which does a fanstastic job of the same and whats more its free. Look here at www.foretrade.com and from there go to downloads. Edited June 20, 2013 by kesk data ellipsis 1 Quote Link to comment Share on other sites More sharing options...
ellipsis Posted June 21, 2013 Report Share Posted June 21, 2013 Just finished reformatting my laptop. BY ruined I meant that all http requests in the browser were redirected to various websites. It might have been a virus in the downloader or the program. Quote Link to comment Share on other sites More sharing options...
ellipsis Posted June 21, 2013 Report Share Posted June 21, 2013 (edited) Just ignore Ellipsis. . There is a freeware program called 'Genetic Pattern Finder' which does a fanstastic job of the same and whats more its free. Look here at www.foretrade.com and from there go to downloads. Why ignore me? maybe you are nto aware of the spyware placed on you machine. Someone else also complained but the post has been deleted. Anyway thanks for the genetic pattern finder. This is an excel add-on it appears. BTW isn't 400 days of data too little to get meaningful results with such programs? P.S. I am serious I got a virus that redirected all my outgoing requests to some conspicuous websites. Edited June 21, 2013 by ellipsis Quote Link to comment Share on other sites More sharing options...
⭐ kesk Posted June 23, 2013 Report Share Posted June 23, 2013 on the same line is another software called 'StrategyQuant pro' from http://www.strategyquant.com/ . Looks similar to PAL except that the trial is given for 14 days without any restriction. THe issue is its geared towards forex, but it can be configured for stocks also. The reporting is also good. Running it right now. Again, this requires hrs for analysis and finding the best strategies. It also gives the code in either mq4 or plain text. Checking it now. On a side note, i tried to run a strategy generated by GPF in Neuroshell Trader with the genetic optimization. But for a period of 10 years, only 8 trades are done and 1 being a loss. Two positions were held for 2.5 years! Have to check the same in other platforms. timo 1 Quote Link to comment Share on other sites More sharing options...
timo Posted June 23, 2013 Author Report Share Posted June 23, 2013 This strategy quant was named before genetic builder (http://www.geneticbuilder.com/) but changed name for some reason. I tried it before and all the systems were curve fitted andf failed almost immediately after used. The fact is that genetic system bulding is problematic because it is by nature optimization. PAL claims not to use genetics on the other hand. To be honest I don't know too much about this process details. Quote Link to comment Share on other sites More sharing options...
⭐ kesk Posted June 24, 2013 Report Share Posted June 24, 2013 Yes to the renaming. Genetic optimization is rather an intelligent way of choosing the candidates. enough is written about it. But what i saw in strategyquant is there is a out of sample option too. So you can choose a strategy which is performing well on in-sample and out of sample. Of course, what works for a period of time, need not work in the next month or year. I have ran 3 sets of strategies ( price, rsi&cci, price & break) . Have to see the result in another platform how they perform. Quote Link to comment Share on other sites More sharing options...
timo Posted June 24, 2013 Author Report Share Posted June 24, 2013 (edited) Yes, good points bue also there is a point that data-snooping will be the cause of what you find with genetics. Out of sample is really in sample when testing many rules like in genetics. Beware about that. Only good test is actual test and it costs money htt***://liquidalpha.blogspot.com/2012/05/data-snooping-bias-evil-of-trading.html Maybe it sounds you do not have a lot of experience with these issues but it is OK and normal. Most people do not until they lose a lot of money trading junk. Again, problem with genetics is that out of sample is really like in sample, no difference. I paid a lot of money to learn that, I am not so smart to know before. BTW this strategy quant looks like adaptrade, like the same person did both. Edited June 24, 2013 by timo Quote Link to comment Share on other sites More sharing options...
⭐ kesk Posted June 24, 2013 Report Share Posted June 24, 2013 Timo I agree with you to some extent. When the vendor says out of sample, we believe its really out of sample and no data snooping is done. Right now, i just ran some tests, and got some results, I have to do walk forward analysis and robustness tests. They are also part of the system development. I have to run them now onwards. To produce good results, it takes a lot of time...hrs toghether. I do have good exposure to NN! I have tried NeuroShell Trader and Tradingsolutions. But so far a good trading strategy is not found in them. Also, I do have to say this on one point: No system is going to give you a good result or equity curve on the whole length. Some years the market trends, some years its range bound. So a system working good on trending market wont give result in range bound market. So its not good to expect a system which might work well through out the years. For that we need a system which adapts to the market condition. I will post the walk farward analysis results later. Lets continue the discussion. Quote Link to comment Share on other sites More sharing options...
timo Posted June 24, 2013 Author Report Share Posted June 24, 2013 If system is fitted then all robustenss and monte carlo tests will look good. This is one fact that many do not understand and vendors cheat because of ignorance. Look here htt***://www.fxhackers.com/2012/11/monte-carlo-simulation-for-trading.html for some good analysis by fellow trader who knows his stuff. Quote Link to comment Share on other sites More sharing options...
timo Posted June 11, 2016 Author Report Share Posted June 11, 2016 Any update on results from strategy*quant? Quote Link to comment Share on other sites More sharing options...
⭐ sexgod Posted July 25, 2016 Report Share Posted July 25, 2016 (edited) .............. Edited March 2, 2021 by sexgod Quote Link to comment Share on other sites More sharing options...
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