Validating Algorithmic Trade Systems with NinjaTrader
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.
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
Course content
- Preview02:16
- Preview06:25
- Preview07:06
- 03:27Trade System Course Version (Extra Info)
- 01:01Trade System Installation Informaton
- 17:36Optimization Fitness Parameters
- 13:19Stable Parameters
- 08:42Multi Market Validation
- 28:11In Sample Out of Sample Results Comparison
- 17:57Walk Forward Analysis
- 17:15Monte Carlo Analysis
Instructor
![Yuri Zolotarev](data:image/svg+xml,%3Csvg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 64 64"%3E%3C/svg%3E){kind=avatar}
- 4.0 Instructor Rating
- 987 Reviews
- 7,439 Students
- 10 Courses
Yuri Zolotarev has extensive experience in programming in C# especially for the financial industry. He has written over a thousand trading strategies for Wealth Lab and NinjaTrader as well as worked on development of major quantitative financial systems.
Yuri's stack is based upon C# .NET, Angular and Xamarin. He has also been valuably involved in development of enterprise products for various business automation processes creating web application, standalone solutions and mobile apps.
He has been a video instructor for many
years now and has recorded a wide range of training materials for private
clients as well as for public availability.
Outside the professional world Yuri enjoys jazz guitar and training his Labrador named Harley.
Юрий Золотарев - программист, остановивший свой выбор на полноценном познании С#.
"На сегодняшний день существует множество технологий но я выбрал С# не просто так. Я искал что-то универсальное, то, на чем можно будет писать подо все".
Сейчас с помощью С# ASP.NET Core я пишу web приложения, которые могут запускаться на любых оперативных системах, использую Xamarin для кросс платформенной мобильной разработки и Angular для "фронтэнда".
На мой взгляд это универсальный стек и все что я делаю на Udemy ведет именно к тому чтобы полноценно передать свои знания как fullstack инженера способного понимать все особенности разработки.