Description
This program is to incredible improving of TradeStation abilities of design, testing and optimization of trading strategies.
We can offer the add-on for TradeStation (TradeStation Group, Inc.) which realizes the advanced optimization methods based on Genetic Algorithms
The main advantages of TS Genetic Optimizer for TradeStation:
- Speeding-up of optimization, fast convergence to optimal solution;
- Unlimited number of optimized parameters (up to 100 in the current version);
- Unlimited calculation of parameter’s accuracy;
- Usage of any complex optimization criteria (written in Easy Language), for example, considered maximal drawdown, equity line shape, etc.;
- It is possible to give any constraints in optimization problem. For example, to reject strategies which have too many trades or few trades or exceeds the given threshold for maximal drawdown;
- Structural optimization ability that is building of complex strategy, automatically switched to different assets and timeframes;
- Visualization of strategy testing results in sample (optimization data) and out of sample (testing data) simultaneously.
- Ability to get a set of Trading Systems which are close to optimal (last population). They can be composed as the trading system portfolio.
