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Automated Strategy Development - add-in product for Ninjatrader
Hey guys, just wondering, is there an add-in product for Ninjatrader that will allow you to automatically change a strategy and test it until you get something that passes out of sample? I heard about this.
Can you help answer these questions from other members on NexusFi?
Actually no i have an optimizer and know how to use it thats not it, im actually looking for a system that will create its own strategies and test them out of sample.
To make strategies from scratch there is Adaptrade Builder and Strategy Quant. I have been trying to get an active discussion on these two. But a lot of people poo pooh, them for data mining bias. Additionally, most systems will fail eventually, the key may be doing regular re-optimizations.
My opinion is that if the strategy works on various time frames or multiple un correlated products, then it should be robust.
Would like to hear from our bmt readers on this! Even Big Mike himself.
Has this worked for you? I have tried two in the past but the results were curve-fitted and systems failed almost immediately. I am now trying Price Action Lab. One plus with thsi one is that if I fail to find a system I can use it as a scanner and it has a good portoflio backtesting feature for the signals you get. If I do not get anythign with this one too I am done with systems and will go fully manual.
Ive been playing around with Strategy Quant this past week and its an amazing tool. Aside from In-sample/Out of Sample testing it also has monte carlo and other robustness tests that I haven't seen in any other app. Im just using the 2 week free trial as it has no limits, I'll see how the strategies it created playout before buying
