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Validating Algorithmic Trade Systems with NinjaTrader
Rating: 4.1 out of 5(42 ratings)
470 students

Validating Algorithmic Trade Systems with NinjaTrader

Practical Approach to Estimating Potential Profits of Automated Trading Strategies
Created byYuri Zolotarev
Last updated 8/2019
English

What you'll learn

  • After this course you will understand what methods and techniques you can use to estimate trade system performance.
  • You will find out about optimization, montecarlo and walk forward analysis.
  • You will get authors practical ideas and tips that have been tested in real life for years.
  • You will understand very quickly and visually how to judge whether a trade system can potentially make profit.
  • You will get a trade system for NinjaTrader that we analyze throughout the course.
  • You will get access to unique software.

Course content

2 sections • 12 lectures • 2h 29m total length

  • Introduction2:16
  • Optimisation & Curve Fitting6:25
  • Trade System for the Course7:06
  • Trade System Course Version (Extra Info)3:27
  • Trade System Installation Informaton1:01
  • Optimization Fitness Parameters17:36
  • Stable Parameters13:19
  • Multi Market Validation8:42
  • In Sample Out of Sample Results Comparison28:11
  • Walk Forward Analysis17:57
  • Monte Carlo Analysis17:15

    Apply Monte Carlo analysis to reshuffle trade sequences and quantify drawdowns, confidence levels, and out-of-sample risk in algorithmic trading.

Requirements

  • None

Description

Welcome to my course on trade system validation! I have been planning it for years and finally I put all my ideas and experience together to share with you the most essential parts of them that can be widely used in your own trading and investing.

Everything that you will hear about in this course I personally use myself for trade system validation. In this course I will be using NinjaTrader but the information I provide is applicable to use with any trading platforms and is not dependent upon the platform.

The course explores my approach on how to estimate what to expect from a trade system that you are about to put into the live market. We look into optimization techniques and methods, montecarlo analysis, walf forward tests and much more in great and practical way.

The course focuses on a practical view of things and does not require any knowledge of high mathematics, computer science or programming. The course is designed to better understand the underlying risks of a trade system and its potential gains.

I really hope you find this course usefull in your own trading. Feel free to explore the syllabus and use the forum for questions. Thank you and good luck!


Who this course is for:

  • Traders, investors, any one interested in algorithmic trading or investing into automatic trade systems

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