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Back testing and parameters optimization

Jerry edited this page Jun 9, 2023 · 24 revisions

A great opportunity to quickly and safely check how changing parameters affects the result

Concept

Modified Martingale strategy responds to market signals, constantly adjusting to changing conditions. The system itself is passive - it only responds to an incoming data stream. The reaction depends on:

  • specified limits of parameters change
  • system status at a given time
  • incoming data:
    • market data stream
    • user data stream

Limitations

Collect mode

Simulate mode

Visual comparison of session shots

Parameters optimization