Blog
Artikel, Leitfäden und Einblicke zu algorithmischem Trading, Backtesting-Strategien, quantitativer Analyse und Datenqualität.
109–113 of 113 articles
ENHow to Manage Overfitting in Trading Systems
Overfitting occurs when a trading strategy describes noise instead of the underlying market relationship. Learn the 4-step methodology to validate your Expert Advisor against 30+ years of data and avoid curve-fitting traps.
ENHow to Make Money Without High-Frequency Trading
Good tips for Expert Advisors based on our trading approach. From defining max risk per trade to dynamic position sizing — 5 core principles for profitable systematic trading without HFT.
ENProfit or Loss, This Is the Question!
When backtesting in MetaTrader, a candle touching both stop loss and take profit creates ambiguity — which was hit first? The worst-case scenario methodology solves this problem and tests true strategy robustness.
ENWhat if Trading Would Be Easy? Statistical Trading
Statistical trading is the key according to Larry Williams. We found statistical behaviors in futures markets that form the foundation of a portfolio of trading robots — data-driven, stress-free systematic trading.
ENScalping is a Rip-Off: Why Spread & Slippage Kill HFT Returns
Those exponential equity curves from scalping Expert Advisors online? They almost certainly don't account for spread and slippage — the two hidden costs that turn a 'profitable' backtest into a real-money disaster.