Recent content by Darwin-FX

New August key can be found on the website & new version has some bug fixes, mostly regarding gnuplot. Please make sure to use the exact gnuplot version from my manual, however! -Darwin

Hello fellow traders :) Today I can finally release my algorithmic trading framework. I have been working on this for many months, and now its time to share it. Its an algotrading framework, which builds on top of Metatrader4 and MQL Expert Advisors, and it is meant to analyse, optimise and...

Its like arguing with a child.. so ok, however, you are for sure the coolest kid around. Go play somewhere else, come back when you have something intelligent to say. -Darwin

How about some reasons, punctuation, spelling and grammar? And if you have that fixed, we can begin why you clearly seem to have not the smallest clue what you are talking about. Also, i did release a FREE Walk Forward Analyzer here on the forum... And last but not least, my whole thread is...

Algotrading == Algorithmic Trading :) You should read about WFA (I have an article written about this, its here on the forum), because the problem in algotrading (here it is the most important problem) and in automated trading (here it is also very important) is the need to verify your trading...

I see you know nothing about algotrading. So no, WFA is way better than backtesting (tough far from perfect). Let me make this more clear: Nobody, that knows at least a bit about algotrading, got an opinion on this topic? :) -Darwin

Come on guys, nobody an opinion on this? There were some pretty cool arguments on my other threads in this forum, so come on :P -Darwin

It does not matter how long you backtest your system, you will never be able to tell if your results are due to overfitting, luck or because of a solid edge. WFA makes this a bit better, but if you did read the article you should know that it is still very unreliable. If you want to use WFA...

Hello, I am Darwin and today I want to talk about the limitations that walk forward analysis suffers from. This is my 3rd article, so if you do not know how WFA works, please read the other 2 (you can find them here on the forum). The target audience of this article is everybody that deals...

He can not tell you because he does not know because WFA is flawed. Well, I am currently writing a new article which should clarify this point, but at the moment know that WFA tries to judge a system that has a parameterspace in the billions (actually most of them have) by taking like 100...

Hi meanreversion, I would not say it is _just_ an attempt to prevent overfitting, it also generates a different type of data. Backtesting generates data about a system's performance, WFA generates data about the correlation of a system's performance in the (know) past and the (unknown)...

Thats wrong. First of all, it's not about finding one positive correlation, its about looking at all the samples. Second, and this is the important part, WFA is a crossvalidation-method. Crossvalidation is a wide spread method to evaluate computer models, not just in trading, but in all...

It's released in 0.1 alpha version, feel free to test it and then ask me again :) -Darwin

Hello :) What is this? A tool that effectively replaces the Metatrader4 Backtester, which means it can be used to analyse and optimise the performance of your Expert Advisors - with over 100x the accuracy of a backtest. Why do I need it? How does it work? To make it short: Because you want...

First of all, I do not come from a trading-background, but from a coding-background, and started AI-programming before I even knew what forex is. So I might have had a different point of view from the beginning :) This said, the crossvalidation of computer-models ("walk forward analysis" in the...