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After having suffered in the past the volatility of market openings, or the bother generated by a multitude of ongoing operations at the same time; from CFD AutoTrading we opt for robots that operate outside the market openings in which they work (and usually also outside the opening of the US markets) and that generally perform a few operations.
We try to only enter the market when conditions allow it and the statistics further support it, and prepare algos for any market conditions. Our algos are developed with three main rules:
– Try to do not overfit (the most complex of all! you can find hundreds of algos with great stats, that will fail continuously in real)
– Prepare algos for all market conditions: no matter uptrend, downtrend or choppy market, the algo have to do it’s best in changing conditions. But that’s anyway is compatible with versioning and adaptations of the algos for enhance the current and expected market conditions.
– The BackTest is important to give an idea of what to expect, but not have to be the goal. Out Of Sample is the most important.
What you see is what you get: Updated and verifiable results, no short periods shown, no make up the DD, no results showing quarter bars. Any result table always show Out Of Sample period.
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Vendor Biography
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Base criteria of our strategies
After having suffered in the past the volatility of market openings, or the bother generated by a multitude of ongoing operations at the same time; from CFD AutoTrading we opt for robots that operate outside the market openings in which they work (and usually also outside the opening of the US markets) and that generally perform a few operations.
We try to only enter the market when conditions allow it and the statistics further support it, and prepare algos for any market conditions. Our algos are developed with three main rules:
– Try to do not overfit (the most complex of all! you can find hundreds of algos with great stats, that will fail continuously in real)
– Prepare algos for all market conditions: no matter uptrend, downtrend or choppy market, the algo have to do it’s best in changing conditions. But that’s anyway is compatible with versioning and adaptations of the algos for enhance the current and expected market conditions.
– The BackTest is important to give an idea of what to expect, but not have to be the goal. Out Of Sample is the most important.
What you see is what you get: Updated and verifiable results, no short periods shown, no make up the DD, no results showing quarter bars. Any result table always show Out Of Sample period.