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Sobre este libro
Programming a strategy that works on a diverse portfolio is not an easy task. Especially one that trades commodities and futures. TradeStation™ EasyLanguage is a great tool to get your trading ideas into code, but it is difficult to apply your algorithm one chart at a time. Enter the Maestro. This program can test your algorithm over a large portfolio of different markets simultaneously. Have you ever wondered if your bond strategy would work in the grains? With this guide you can build a portfolio of different symbols and then apply as many algorithms as you want. What if your algorithm does not do well initially. Should you throw it out? No - not right off the bat. Maybe you should optimize one or more parameters across the entire portfolio so see if your algorithm just needs a little fine tuning. If you find a set of parameters that works across a large swath of markets, then you might be onto something. I will be the first to admit it. Portfolio Maestro™ is not easy to set up. What is the use of a powerful tool, if you can't figure out how to use it? Enter George. You may be familiar with my Easing Into EasyLanguage series. Where I gently educate on the use of EasyLanguage with videos and complete code snippets. I use the same approach, videos, screenshots, and code to visually get you started on Maestro. Here are the building blocks of Maestro. Portfolio - a combination of strategies and custom symbol lists. Strategy Group 1 - Combination Trend/Swing with Regime Switch. Custom Symbol List 1 - JY EC CL and 20 others Strategy Group 2 - Longer Term Trend Following System using RSI Custom Symbol List 2 20+ Markets Strategy Group 3 - Bollinger Based Tactical Algorithm Custom Symbol List 1 20+ Markets Compliant EasyLanguage Code Create Strategy with optimizable inputs Create Strategy with market-by-market optimizations Create Custom Symbol List (FuturesSMALLPortfolio) Run Backtest Use market-by-market parameter sets Adjust Strategy Settings to allow optimization Analyze Results Run Portfolio with Global Optimization Create Search Space for each Optimizable Input Run Optimization [Genetic Algorithm] Analyze Results Includes over 100 screenshots and free access to George's Maestro video library.