Tag Archives: optimize parameters

Important Videos Coming: R source code for SMA system, Manage position size, Optimize parameters, plot performance metric

Hi there,

Due to popular demand, I’m doing a second quant trading video posting featuring crucial R scripts you need in your HFT (and other quant) trading arsenal. Altogether, it’s composed of R sample scripts and the source PDF with a 25 minute video presentation too.

The most recent posting covers portfolios, statistics and strategy creation and execution. This one gets into finer details including how to:

1. Apply a strategy
2. Update a current portfolio
3. Plot moving average crossover performance
4. Manage position size
5. Plot fixed dollar moving average crossover performance
6. Show strategy transactions
7. Plot average crossover with percent equity entries
8. Pass parameters at the time of application
9. Plot an X month simple moving average system
10. Optimize parameters and plot performance metric

It’s all covered in this free video posting. And as before, this is available to the public only once.

Good trading,
Bryan

P.S. The videos recording will be permanently available to Premium Members
only. Ensure your long-term access to all Premium materials now:

==> http://quantlabs.net/dlg/sell.php?prodData=m%2C3 <==

View more Membership benefits here:

==> http://quantlabs.net/quant-member-benefits/ <==

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

R source code for trading script with update portfolio, position size, MA, cross over, SMA, optimize parameters

R source code for trading script with update portfolio, position size, MA, cross over, SMA, optimize parameters

 

This will be a webinar part 2 based on part 1 including the same steps as at:

Webinar with R trading with complete workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,trade signal stats

In addition, I will show:
1.    How to apply a strategy
2.    How to update a current portfolio
3.    Plot moving average crossover performance
4.    Position size
5.    Plot fixed dollar moving average crossover performance
6.    Show strategy transactions
7.    Plot average crossover with percent equity entries
8.    Passing parameters at apply time
9.    Plot an X month simple moving average system
10.    Optimize parameters and plot performance metric

Be on the lookout for this strategy as we will announce the demo date via email to to the public. It will be very limited as it will only be demonstrated once. After that, it will only be available to our Premium Members.
UPDATE: There will be 3 separate webinars for each part to be demoed.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!