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Validating Algorithmic Trade Systems with NinjaTrader
Rating: 4.0 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
English [Auto],

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

    Explore how to validate algorithmic trade systems with NinjaTrader, assessing drawdown, net profit, and losing streaks. Use optimization, Monte Carlo, and walk-forward testing with no-code checks and CMC contracts examples.

  • Optimisation & Curve Fitting6:25

    Explore optimization and curve fitting in algorithmic trading, showing how multiple parameters can lead to over optimizing historical tests and how simpler, parameter-light rules enhance robustness.

  • Trade System for the Course7:06

    Explore a day-trading system that enters on level breaks and exits at day’s end, using ema-based levels with a volume moving-average filter and four tunable parameters.

  • Trade System Course Version (Extra Info)3:27

    Explore the NinjaTrader trade system validation in version 1, enabling the EMV 30-minute timeframe with US equities regular trading hours and breakout level displays to mirror video results.

  • Trade System Installation Informaton1:01

    Install the downloaded strategy by closing Ninja Trader, running the installer with no changes, then start Ninja Trader to place it inside the ninja coding folder strategy validation example.

  • Optimization Fitness Parameters17:36

    Learn how to optimize NinjaTrader trade systems by comparing exhaustive and genetic algorithms, selecting appropriate fitness functions like profit factor and equity highs, and evaluating the number of trades.

  • Stable Parameters13:19

    Perform quick validation to screen parameters and use exhaustive optimization to locate stable parameter zones where multiple combinations yield similar net profit with acceptable drawdown.

  • Multi Market Validation8:42

    Learn to validate algorithmic trade systems across multiple markets and timeframes, using statistical pass/fail testing, symbol and timeframe tables, and cross-market checks to ensure robust performance.

  • In Sample Out of Sample Results Comparison28:11

    Compare in-sample and out-of-sample results to validate a trading system, using forward testing, simulated time shifts, and equity curves to assess drawdowns and robustness.

  • Walk Forward Analysis17:57

    Walk forward analysis validates trading systems by running multiple in-sample and out-of-sample tests in NinjaTrader to simulate evolving market conditions and assess robustness and drawdown.

  • 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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