Automating strategy optimization for different markets - futures io
futures io



Automating strategy optimization for different markets


Discussion in EasyLanguage Programming

Updated
      Top Posters
    1. looks_one EzPz with 3 posts (2 thanks)
    2. looks_two FastNCurious with 3 posts (2 thanks)
    3. looks_3 TraderDoc2 with 1 posts (0 thanks)
    4. looks_4 userque with 1 posts (0 thanks)
    1. trending_up 3,878 views
    2. thumb_up 8 thanks given
    3. group 5 followers
    1. forum 8 posts
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 150,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Automating strategy optimization for different markets

(login for full post details)
  #1 (permalink)
EzPz
Puyallup
 
 
Posts: 7 since Oct 2020
Thanks: 2 given, 4 received

I have a futures trading strategy that I would like to automate optimization for using Easy Language. What would be nice is, if there was a way to go through the entire process of optimization for all symbols in a list that I have chosen, e.g. FV, TY, BP, EC, JY, etc...

Currently, I am having to create a chart add my strategy to it and optimize it for all the different markets I want to test it in. I find myself doing this sort of thing often when trying to determine the best market(s) to trade an optimized strategy in. It would be really nice if I could automate this entire process and then just let my PC churn through all the symbols in my list.

Is there a way to automate this? I am a retired software engineer and fluent in many different languages, e.g. Easy Language, C#, C++, Rust, Python, etc.

Oh, If it cannot be done using the TradeStation platform are there any platforms out there that will allow you to do this, MultiCharts, NinjaTrader?

Reply With Quote
The following user says Thank You to EzPz for this post:

Can you help answer these questions
from other members on futures io?
in depth understanding of last, bid, and ask volume in c …
NinjaTrader
NT8 Order Management Strategy
The Elite Circle
How to pay for market data with Dorman LLC
NinjaTrader
Market on Close data within IB
Platforms and Indicators
help with take profit several targets
TradeStation
 
Best Threads (Most Thanked)
in the last 7 days on futures io
Is anyone actually making money?
88 thanks
An embarrassing, honest confession
25 thanks
Sierra vs. Ninja : why I chose .....
8 thanks
ApexTraderFunding.com experience and review
8 thanks
Want your NinjaTrader indicator created, free?
7 thanks
 
(login for full post details)
  #2 (permalink)
 FastNCurious 
saint louis MO
 
Experience: Intermediate
Platform: TradeStation
Trading: NQ, ES, YM, CL, GC
 
FastNCurious's Avatar
 
Posts: 149 since Oct 2017
Thanks: 95 given, 177 received


EzPz View Post
I have a futures trading strategy that I would like to automate optimization for using Easy Language. What would be nice is, if there was a way to go through the entire process of optimization for all symbols in a list that I have chosen, e.g. FV, TY, BP, EC, JY, etc...

Currently, I am having to create a chart add my strategy to it and optimize it for all the different markets I want to test it in. I find myself doing this sort of thing often when trying to determine the best market(s) to trade an optimized strategy in. It would be really nice if I could automate this entire process and then just let my PC churn through all the symbols in my list.

Is there a way to automate this? I am a retired software engineer and fluent in many different languages, e.g. Easy Language, C#, C++, Rust, Python, etc.

Oh, If it cannot be done using the TradeStation platform are there any platforms out there that will allow you to do this, MultiCharts, NinjaTrader?

Yes there is a way to do this and I would refer you to DM @kevinkdog for info regarding this.

Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #3 (permalink)
userque
Chicago IL
 
 
Posts: 180 since Apr 2016
Thanks: 573 given, 128 received



EzPz View Post
I have a futures trading strategy that I would like to automate optimization for using Easy Language. What would be nice is, if there was a way to go through the entire process of optimization for all symbols in a list that I have chosen, e.g. FV, TY, BP, EC, JY, etc...

Currently, I am having to create a chart add my strategy to it and optimize it for all the different markets I want to test it in. I find myself doing this sort of thing often when trying to determine the best market(s) to trade an optimized strategy in. It would be really nice if I could automate this entire process and then just let my PC churn through all the symbols in my list.

Is there a way to automate this? I am a retired software engineer and fluent in many different languages, e.g. Easy Language, C#, C++, Rust, Python, etc.

Oh, If it cannot be done using the TradeStation platform are there any platforms out there that will allow you to do this, MultiCharts, NinjaTrader?

NinjaTrader can do this.

Reply With Quote
 
(login for full post details)
  #4 (permalink)
EzPz
Puyallup
 
 
Posts: 7 since Oct 2020
Thanks: 2 given, 4 received


FastNCurious View Post
Yes there is a way to do this and I would refer you to DM @kevinkdog for info regarding this.

In Easy Language? I am not so much looking for someone to do this for me but general steps on how it can be done.

Reply With Quote
 
(login for full post details)
  #5 (permalink)
 FastNCurious 
saint louis MO
 
Experience: Intermediate
Platform: TradeStation
Trading: NQ, ES, YM, CL, GC
 
FastNCurious's Avatar
 
Posts: 149 since Oct 2017
Thanks: 95 given, 177 received

I would say Tradestation canít do this without running a 3rd party application within Tradestation. Iím not a programmer so I donít know how or if it can all be done within TSDE

Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #6 (permalink)
 TraderDoc2 
Plainview
 
Experience: Intermediate
Platform: TradeStation
Broker: TradeStation
Trading: Futures
 
Posts: 19 since Mar 2012
Thanks: 1 given, 15 received

I'm not certain, but you might be able to do this using TradeStation's Portfolio Maestro App.

Follow me on Twitter Reply With Quote
 
(login for full post details)
  #7 (permalink)
 FastNCurious 
saint louis MO
 
Experience: Intermediate
Platform: TradeStation
Trading: NQ, ES, YM, CL, GC
 
FastNCurious's Avatar
 
Posts: 149 since Oct 2017
Thanks: 95 given, 177 received

I have an application that is only available to Strategy Factory Students.....it takes any strategy that you create and test as many markets as you like, on several different timeframes that you hand pick, and also several different in/out of sample periods. This application allows you to literally do thousands of optimizations in a matter of minutes to a couple of hours.

This kind of data mining would take you literally a lifetime to complete but this automation tool, specifically created to follow the strategy factory methodology, is truly amazing.

I don't think this software is available to the public though. However, after taking his course and applying his principals to my trading and purchasing the software that works with tradestation I can honestly tell you that the software and course more than pay for themselves with the strategies you get in return.

If you haven't heard of Kevin Davey I would highly recommend checking him out on youtube or just search his posts here on futures.io and ask him questions yourself. He's been doing this for a long time and really know his stuff.

Visit my futures io Trade Journal Reply With Quote
The following 2 users say Thank You to FastNCurious for this post:
 
(login for full post details)
  #8 (permalink)
EzPz
Puyallup
 
 
Posts: 7 since Oct 2020
Thanks: 2 given, 4 received


FastNCurious View Post
I have an application that is only available to Strategy Factory Students.....it takes any strategy that you create and test as many markets as you like, on several different timeframes that you hand pick, and also several different in/out of sample periods. This application allows you to literally do thousands of optimizations in a matter of minutes to a couple of hours.

This kind of data mining would take you literally a lifetime to complete but this automation tool, specifically created to follow the strategy factory methodology, is truly amazing.

I don't think this software is available to the public though. However, after taking his course and applying his principals to my trading and purchasing the software that works with tradestation I can honestly tell you that the software and course more than pay for themselves with the strategies you get in return.

If you haven't heard of Kevin Davey I would highly recommend checking him out on youtube or just search his posts here on futures.io and ask him questions yourself. He's been doing this for a long time and really know his stuff.

Yes I have heard of Kevin Davey, I have one of his books. I have steered away from many furu's (not saying he is one) just not sure about anyone. I have a tool called Build Alpha that does data mining just not in that way.

Reply With Quote
The following user says Thank You to EzPz for this post:
 
(login for full post details)
  #9 (permalink)
 ABCTG   is a Vendor
 
 
Posts: 2,361 since Apr 2013
Thanks: 426 given, 1,579 received

EzPz,

take a look at Tradestation's Optimization API. This allows you to automate what you have in mind.

Regards,

ABCTG


EzPz View Post
I have a futures trading strategy that I would like to automate optimization for using Easy Language. What would be nice is, if there was a way to go through the entire process of optimization for all symbols in a list that I have chosen, e.g. FV, TY, BP, EC, JY, etc...

Currently, I am having to create a chart add my strategy to it and optimize it for all the different markets I want to test it in. I find myself doing this sort of thing often when trying to determine the best market(s) to trade an optimized strategy in. It would be really nice if I could automate this entire process and then just let my PC churn through all the symbols in my list.

Is there a way to automate this? I am a retired software engineer and fluent in many different languages, e.g. Easy Language, C#, C++, Rust, Python, etc.

Oh, If it cannot be done using the TradeStation platform are there any platforms out there that will allow you to do this, MultiCharts, NinjaTrader?


Follow me on Twitter Reply With Quote
The following 4 users say Thank You to ABCTG for this post:


futures io Trading Community Platforms and Indicators EasyLanguage Programming > Automating strategy optimization for different markets


Last Updated on March 9, 2021


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
     



Copyright © 2023 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts