Optimized variable systems

[J2L]

Hi,
I am just discovering TradeSim and I've not bought it for the moment.
For a long time I'he been looking for a soft which can help me to backtest optimized variable systems.
that means :
- go Y years in the past
- optimise your system variables on M months period (for ex. M=3)
- enter in if during the next month period there is a buy signal. if not, optimise again at M+1, always on M months period, and so on until last data.
- don't do anything until sell signal apears, even after 1 month.
- on exit signal, reoptimise the system (always on M months). Exit if exit signal have been trigered, or stay in if conditions have changed and the exit signal is not still there.
That's what I do manually, but it is very fastidious !
can TraSim help me ?

regards, J2L

[David Samborsky]

There are two ways of optimising your trading system.

These are:-

1/ Optimizing the variables in the trading system ie moving average period etc.

2/ Optimizing the money management strategy. ie optimimum value of risk, or trade size etc.

Most charting packages offer the first method usually on a single security which makes the results invalid for a portfolio. It is possible to do this using TradeSim but you have to create a new trade database for each change of optimization variable and then analyse each database individually to see which yields the optimum results.

Alternatively we don't know of any software that optimizes the money management strategy. We will be looking at adding this to TradeSim Enterprise Edition in the future.