Building Automated Trading Strategies October 2018 | Page 47
❖ Using randomness to test a strategy in any market conditions
❖ Ideal re-optimizations process (includes two separate modules for the
job)
❖ Robustness testing (evaluate the best strategies on any timeframe)
❖ Supports MetaTrader, TradeStation, and NinjaTrader platforms
Additional Features
❖ Use of Monte Carlo testing to test quality of the strategies (Monte Carlo
testing allows you to find out if a trading strategy has potential for a
stable profit when trading real money)
❖ Build a strategy and re-test it for a different market or timeframe (add
other conditions and optimize it)
❖ Wide options for filtering strategies (determine what you expect from
the strategy. How much it should earn, what the maximum risk is,
profit factor and other indicators)
❖ Built-in walk-forward optimizer and cluster analysis tools (This tool
allows you to find out what results the strategy has when optimized
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