The first peek at the simulated trading system performance results, obtained in the multi-market mode of operation, reveals some exciting early results but also highlights the amount of work ahead. These results are obtained with the forecasting algorithm handling the different markets jointly, attempting to learn and use cross-market patterns. The main question is: what do we gain from the combined multi-market analysis? Theoretically, the benefits are to be expected in the area of pattern recognition (where new classes of patterns, those involving different markets, may appear and be detected) as well as in the area of money management (cf. asset diversification along the lines of the modern portfolio theory). We are not ready to address this question, as it turns out that having switched to the combination of the markets, we have landed in the trading regime which is different from that seen for the nominally equivalent parameter values within any single market. The next task will be to sort out the trivial and not-so-trivial differences.
First peek at the simulated trading results in the simultaneous multi-market mode.
Source: www.forexautomaton.com
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