Trading strategy performance analysis




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Excellent answer

Trading strategy performance analysisTechnical Analysis versus Statistical Modeling

There are many ways you can think about finding patterns. Some people like to do this visually. However, this generally doesn't lead to good codeable algorithms. Perhaps the industry standard for some time has been technical analysis . People do use this successfully. Very loosely speaking, technical analysis is a system for looking at price history plots (charts) and using them to decide when to enter and exit trades. While this is a perfectly reasonable thing to do, and many people do this successfully, I avoid this approach because I have a strong preference (because of my background) for statistical modeling. I use a mixture of regression and time series analysis, along with a few of my own custom tools, to analyze prices and develop strategies. Interestingly, the results are not always different. There are many cases where the signals generated by regression models are approximately aligned with signals that could be obtained using methods from technical analysis.

The key difference between the two approaches is the following. While technical analysis looks for patterns that will tell you if the price is about to go up or down, statistical models make statements about the probability distributions of price movements. In other words, technical analysis tells you when to go long or short, but it doesnt make any statement beyond that. Statistical modeling has at least two advantages:

it provides tools for evaluating model goodness-of-fit, i. e. assessing how appropriate a certain description of price data may be, and

it generates probabilistic statements about the future, which can be balanced against transaction costs to decide how to enter/exit positions.

Statistical modeling also has a disadvantage that is worth noting. That is,

statistical model-fitting algorithms are typically limited to simple linear Gaussian models.

There are many nonlinearities apparent in markets. I wont explain the ones I use (trade secrets). But to summarize, technical analysis indirectly provides ways of using important nonlinearities, while the common statistical models are not well-suited to capture these nonlinearities.

Ideally, one would aim for the best of both worlds - that is to have good nonlinear statistical models that capture some of the things that technical analysis makes use of.

On a side note, the lack of probabilistic content in technical analysis is recognized. The book Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals. by David Aronson, appears to be a nice effort to address this problem.

D o you want to improve the performance of your entry signals, exit signals, profit targets and know when a big price move is about to occur along with a better understanding of the price action (market context) you're trading via learning more about price action volatility analysis (no technical indicators).

Of course you do and that's why we want to give you a free copy of our WRB Analysis Tutorial chapters 1, 2 and 3 study guide so that you can improve your trading performance to help you determine the merits of purchasing the advance tutorial chapters 4 - 12 .

WRB Analysis is applicable to bar charts, candlestick charts, continuous tick charts and other types of charts. You can use WRB Analysis for day trading, swing trading or position trading. To get your free copy of the study guide. click here.

Also, after you've learned the free study guide. you're then ready to learn the Advance WRB Analysis Tutorial Chapters 4 - 12 and associated trade signal strategies. To learn more information about the WRB Analysis Tutorial advance tutorial chapters 4 - 12. we invite you to continue reading below if you're interested in improving your trading results along the road to profits.

The WRB Analysis Advance Tutorial Chapter 4 is only stored and viewed at the website but you're allowed to copy and print the education information.

Advance tutorial chapter 4 will give you a stronger and advance understanding of the price action (market context) to help you identify key changes in supply/demand so that you can exploit these key changes for profits via whatever trade signal strategy you're using. Also, the objective rules of the price action definitions in advance tutorial chapter 4 are clear along with about 28 chart examples to help ensure you understand the objective rules. In addition, there are lots of chart examples from other clients via their demonstration of knowledge (DOK) of their trading instruments as day traders, swing traders and position traders.

Additional Resources:

F VB Basic Trade Signal Strategy

Advance WRB Analysis Trade Management File

P rivate forum thread for you to get support in merging WRB Analysis into your current trade methodology

Further, to ensure that your knowledge and identification of the price action you're trading continues improving, we have a private WRB discussion forum that allows you to get answers that makes a difference instead of what's typically discussed at most public trading forums. In addition, you'll have access to questions answers sessions between us and other clients so that you can learn about the price action in ways that's beyond the education information in tutorial chapter 4. Also, you can schedule private real-time learning sessions with us via IRC or Skype for real-time discussions while you're trading or when the markets are closed. Simply, we're giving you the tools to succeed and you need to take advantage of this opportunity. However, you must be aware that we too will use this collaboration as more eyes on the markets to prevent ourselves from missing trade opportunities that could have occurred via trading alone.

You can purchase advance tutorial chapter 4 via payment of $15 33 (discount savings of $11). The advance tutorial chapter 4 will also give you unlimited access with support to basic WRB Analysis Tutorial chapters 1 - 3 instead of being limited to 30 day's support. In addition, if you decide to purchase advance tutorial chapters 5 - 12 at a later date. we'll reimburse you the cost of advance tutorial chapter 4 .

If you cannot see the above payment image info. click here . In addition, wire transfer is available as a payment option for Advance Tutorial Chapter 4. click here to send us an email to request the wire transfer instructions. Also, we provide you access to free resources prior to purchase of our education content for you to due diligence . More information via our no refund policy thestrategylab/RefundPolicy. htm

After payment . you must register/join the private Advance WRB forum via the registration instructions thestrategylab/registrationwrb. htm because the WRB Analysis Advance Tutorial Chapters resources are only stored at the private Advance WRB forum.

You can only purchase advance tutorial chapters 4 - 12 as a package (not per chapter). The payment is $237 and you'll get access to the bonus trade signal strategies associated with advance tutorial chapters 11 12, soon to be release additional advance tutorial chapters and advance trade management to better manage risk (loss) and profit (reward).

Additional Resources:

FVB Basic Trade Signal Strategy

Advance WRB Analysis Trade Management File

Directional Creeper Movement (DCM) Analysis and Trade Signal Strategy

Private real-time chat room called ##WRB_Analysis

P rivate forum thread for you to get support in merging WRB Analysis into your current trade methodology

In addition, having access to all twelve tutorial chapters at the same time allows for faster adaptation to market conditions whenever trading environment changes or whenever you change trading instruments. Simply, you'll quickly learn that different tutorial chapters are more suitable for exploiting a particular type of price action. Thus, it's to your benefit to have all the tools for success at the same time because you'll be better prepared to trade in any type of market.

Each tutorial chapter contains objective rule-base price actions with lots of chart examples along with access to all discussions with other clients involving every advance tutorial chapter. Further, you'll be able to adapt your trade signal strategies in current trading conditions when merged with WRB Analysis regardless if you're trading gaps, breakouts, fading breakouts, double top/bottom, divergence, japanese candlesticks, range, trend, intermarket analysis, VSA, gartley/butterfly, price moving averages, traditional chart patterns et cetera.

If you cannot see the above payment image info. click here . In addition, wire transfer is available as a payment option. click here to send us an email to request the wire transfer instructions. Also, we provide you access to free resources prior to purchase of our education content for you to due diligence . More information via our no refund policy thestrategylab/RefundPolicy. htm

After payment . you must register/join the private Advance WRB forum via the registration instructions thestrategylab/registrationwrb. htm because the WRB Analysis Advance Tutorial Chapters resources are only stored at the private Advance WRB forum .

Upon payment, PayPal will instantly notify us that you've made a payment. Next, we'll immediately began setting up your customized access to the Advance WRB Analysis Tutorial Chapters resources so that you'll have access prior to the schedule that's outlined below.

Further, you don't need a PayPal account because PayPal is able to process credit cards .

Payments sent on the weekends (Saturday and Sunday) are all processed prior to 9am est Monday morning and we'll then send you registration instructions via email for the private forum that stores the education contents by 9am est Monday morning.

Payments sent in the a. m. during the business week (Monday - Friday) are all processed prior to 5pm and we'll then send you registration instructions via email for the private forum that stores the education contents by 5pm est of the same business day.

Payments sent in the p. m. during the business week (Monday - Friday) are all processed prior to 9am est of the next morning and we'll then send you registration instructions via email for the private forum that stores the education contents by 9am est of the next morning.

With that said, it's highly recommended you continue learning the advance tutorial levels beyond tutorial chapters 1, 2 and 3 study guide because market conditions are always changing along with being complex. Thus the advance tutorial chapters will give you the knowledge to understand these complex changing market conditions.

If you have questions about WRB Analysis Tutorials or download/access instructions before payment. please join our Questions Answers TSL Support Forum at the above link that's setup for traders that have questions prior to becoming a fee-based client of TheStrategyLab