Trading system optimization: Step One analysis update.

Source: www.forexautomaton.com

The historical data for the six major forex markets have been re-processed with the upgraded back-testing code in the Step One mode (fully isolated market analysis and fully isolated portfolio management). This Step One report is useful for a side-by-side comparison with Step Two results representing the next step in the algorithmic sophistication, combining multiple markets in the same portfolio. Both reports will serve for future reference, the current goals being 1) to ensure we do make progress in the trading system development from Step One to Step Two, and 2) understand the changes in the trading style that are necessary to realize the extra benefits of Step Two.


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