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                                                   Rule Analyzer

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Peter
2012-10-01 23:57:08


What is the rule analyzer doing and where can I use the found rules?
Which column is the classification for good rules?



QuantShare
2012-10-02 10:31:16

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Hi Peter,

The rules analyzer allows you to perform quick backtests on individual rules. The backtest will be based on all stocks unlike the simulator who is a true portfolio simulator.
http://www.quantshare.com/sa-42-true-portfolio-simulation-applied-to-trading-systems

More info about the rules analyzer:
http://www.quantshare.com/sa-91-introduction-to-the-trading-rules-analyzer
http://www.quantshare.com/sa-41-optimization-of-trading-rules
http://www.quantshare.com/sa-434-10-masks-to-create-thousands-of-rules-to-use-into-your-trading-system


You can use the best rules in any other tool.
http://www.quantshare.com/sa-289-how-to-turn-any-ordinary-trading-strategy-into-a-very-profitable-one
http://www.quantshare.com/sa-352-how-to-choose-which-technical-indicators-to-use-in-your-trading-system

Which column is the classification for good rules?
It depends on your needs. "Output per bar" is a good measure.



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