Back testing and parameters optimization

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:

1. Specified limits of parameters change
2. System status at a given time
3. Incoming data:
   • market data stream
   • user data stream
4. Time scale, some process have fixed or parametric time delay

For high-quality simulation and obtaining a repeatable result, all of the above matters.

The following solutions have been implemented for these items:

1. This is the subject of research and optimization, with identical parameters, the strategy gives the same result
2. Data collection and training sessions start from a zero state. The ability to start from any saved state is being studied
3. • market data -

Limitations

Collect mode

Simulate mode

Visual comparison of session shots

Parameters optimization