5. Attaching predictor to chart
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Open new chart
Chart analysis
Expert Adviser
Algorithm list
• Forecast line appears on the chart
• Only one forecast allowed at any moment
• Select “None” to remove forecast
6. Example of forecast on chart
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7. Exclusive trading strategies
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• Signals derived from market forecasts
• Selectable forecasting algorithm
• Tailored for automatic optimization
• Universal for all markets and time frames
• Simple technical rules
• Easy statistical interpretation
8. Selecting trading strategy
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Open new chart
Chart analysis
Expert Adviser
Strategy list
• Trading advises appear on the chart
• Only one strategy allowed at any moment
• Select “None” to cleanup advises
9. Example of strategy on chart
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10. Symbols for trading signals
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• Trading signals depicted as triangles
• Color indicates signal type
Buy (Green)
Sell short (Red)
Exit short (Blue)
Exit long (Gray)
• Only one signal is allowed per bar
11. Forecast driven strategies
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• Direct forecast – directly trade on
forecasted price expectation
• Exact forecast change – filter our direct
forecast trades with trading commissions
• Exact forecast threshold – filter our direct
forecast trades with entry and exit
thresholds (equal to point size in case of
futures)
12. Forecast and trend hybrid strategies
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• Exact price change – combined forecast
and price correlation trading with
commissions and thresholds
• Safe balance – enter on forecasted price
against current price and exit on the
actual price trend observed
• Safe exit – combined forecast and price
correlation trend over several bars with
commissions and thresholds
13. Intrinsic and custom strategies
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• Two types of trading strategies
Forecast driven built-in strategies
Trading script custom strategies
• Standard strategies
on top of the list
Forecast required
• Custom strategies
on bottom of the list
15. Backtesting engine
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• All standard trading statistics
• Separate analysis of long and short trades
• Full list of trade executions
• Profit / loss evaluation per trade
• Profitability chart of capital evolution
• Account for entry / exit commissions
• Fixed capital and capitalization tests
16. Creating backtest report
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• Create or open a chart
• Select forecasting algorithm
• Select trading strategy or script
• User charting ribbon:
Chart analysis (ribbon tab)
View (ribbon group)
Performance (button)
18. Backtesting parameters
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• Account: Number of shares to trade
• Commission / trade : Trading commissions
on entry and exit from the trade
• Minimum change: Minimum price
change to trigger trading signal. This
should be equal to point value, if any
20. Expert strategy scanner
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• Universal strategy expert scanner
• Scans for optimal combination of:
Trading strategy
Forecasting algorithm
• Winner selection based on a number of
advanced trading statistics
• Intelligent randomized scan
21. Expert strategy scanner
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Watch progress
bar while expert
system scans
strategies to find
an optimal one
Open new chart
Chart analysis
Expert Adviser
Expert Adviser
22. Expert strategy scanner results
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• On scan completion appears message
with optimal strategy and algorithm
• Confirm to apply expert selection to chart
23. Expert strategy on chart
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26. Portfolio optimizer
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• Summary view of all symbols in portfolio
• Forecasted price and change per symbol
• Expert advise on trade execution
• Distinctive coloring of signals
27. Open portfolio optimizer
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Home & Basics
Analysis (group)
Radar (button)
Add symbols to portfolio:
1. Home & Basics > Symbol > Add to Favorites
2. Data manager > Add selected to portfolio
28. Batch expert scan
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Batch expert scan on
all symbols in portfolio
for the best predictor
and strategy
combination
Open new chart
Chart analysis
Expert Adviser
Expert Adviser
29. Portfolio affinity matrix
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• Powerful tool for portfolio optimization
• Exclude closely correlated symbols
• Correlated symbols similarly behave on
market changes
• It decreases stability of portfolio
• Keep portfolio of less correlated symbols
• Increase probability of some symbols
growing while others downtrend
30. Multiple affinity measures
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• Correlation radius
• Kendall rank correlation
• Normal absolute difference
• Kruskal-Wallis test
• Friedman test
• Hurst coefficient
• H parameter
• Correlation
• Asymmetry
• Excess
32. Lag relation analysis
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• Discovery of symbol dependencies
• Calculates cross correlation of selected
symbol with other symbols in portfolio
over a range of time lags
• If strong correlation exists, then correlated
symbol can serve as a predictor in
multiple regression model
• Multiple classical and nonparametric
proximity measures
33. Lag relation analysis example
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35. Trading script
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• Easy scripting of your trading strategies
• Scripting language for auto-trading
• Non-procedural scientific language
• Vector programming language
• Designed specifically for developing of
trading systems
• Large collection of built-in vector
operations and technical indicators
36. Trading script components
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• Every strategy consists of four scripts:
Buy script
Sell script
Exit long script
Exit short script
• All strategy scripts are optional
• At least one entry and exit script should
be filled for the strategy to execute
37. Trading script editor
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• Centralized management of scripts
• Persistent script storage
• Trading strategy script library
• Editing of buy/sell and entry/exit in four
side-by-side windows
• Side bar script function guide with
immediate insertion capability
• Script validation with error reporting
39. New trading script creation
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• Strategy library > Add
• Give a name to new strategy
• Fill script code for buy/sell and enter/exit
• Validate and save
the strategy
• Strategy appears
in strategy list
40. Selector of trading script
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• Scripts appear on bottom of strategy list
Scripts are below “Trading Script” item
• Scripts do not need forecasting algorithm
Algorithm field can be left empty
• Scripts appear in the list when added to
trading script library
• Scripts disappear from the list when
removed from trading script library