StrategyQuant – Machine Learning, Fuzzy Logic
The algorithm works for trading the same instrument in different markets. For example, the S&P 500 can be traded as a CFD or as a FUTURES contract with the CME exchange.
The algorithm can be assembled manually in the visual environment or all or part of it can be generated using machine learning. This will ensure a high degree of flexibility in the face of market changes.
Results are matched in the walk-forward matrix, which guarantees a similar profit in the optimized period 2017 – 2019 and in the forward test 2020 – 2021. This proves that the trading algorithm is not over-optimized. The Monte Carlo method can insert randomness into the input data.
Trading S&P 500 on FUTURES market Micro E-mini S&P 500.
An algorithm can be generated for TradeStation, JForex, MT4 and MT5.