Learning TradeStation – Lesson 6: Strategy testing, optimization and automation
09/19/2016

Class Objectives:

  • Build a trading strategy using strategy components
  • Understand the strategy engine and calculation
  • Learn to back-test a strategy and evaluate its performance
  • Optimize a strategy and automate order execution
  • Use advanced tools such as the Walk-Forward Optimizer and Portfolio Maestro

  • Back-test Strategy
  • Format Strategy Inputs
  • Intrabar Order Generation
  • Strategy Performance Report
  • Disable Strategy Components
  • Commission and Slippage
  • Stop Loss and Profit Target
  • Strategy Optimization
  • Max Bars Back Setting
  • Pyramiding – Position Size
  • Back-test Order Fill Assumptions
  • Strategy Automation

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