Analysis PDF Print E-mail
Written by David Durant   
Thursday, 07 June 2007

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The Analysis system of TSD allows for an excellent back/forward testing of a System. It is a multi-phase operation which optimizes a section of data, then applies the results of that optimization to the next section of data in time.

In other words, with the settings of 240 and 120 as shown in the figure above, an optimization will occur for a 240 day window, then the following 120 days will be tested with those optimized values, and the results saved to the grid (and a text file for later viewing). This process will continue from the start date specified until the end of data is reached (or the optimization process is cancelled), sliding the optimization window forward for each test. This should give a good indication of how the System will act in real time.

Clicking on any cell in the grid will load the settings for that test and make the analyzed section of data visible in the Price Display.

Last Updated ( Friday, 08 June 2007 )