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Automating strategy optimization for different markets
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?
I would say Tradestation can’t do this without running a 3rd party application within Tradestation. I’m not a programmer so I don’t know how or if it can all be done within TSDE
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.
