The Grail Forum

General Category => Testimonials => Topic started by: Wouter on December 11, 2009, 07:22:51 am

Title: Testimonials GGO/GWFO/CASB V2.xx
Post by: Wouter on December 11, 2009, 07:22:51 am
Back in 2005 I dreamed of having 10 machines running TS and the Grail to develop deployable strategies in a reasonalbe time.

It has taken a few weeks to sort out the proper way to exactly duplicate results displayed in TS and MC using Forex Range Bars.

Now that I have that sorted ...

In one 24 hour period I did the following and slept 8 hours...

Ran a CASB run on 30 pip GBPUSD range bars from 1-1-2008 to present using MC for the optimization engine.

Chose my top candidate

Exported the EL

Stripped the code down to the core logic

Remodelled my entry filter

Added some additional exit logic based on the core logic of the CASB created strategy

Went back to GGO and prepared the new strategy for GWFO

Ran concurrent rolling WF of 20,000 iterations again using MC for the optimization engine

Evaluated the default 20% x 10 runs

Ran a full cluster analysis

Chose one with > 84% RI

Prepared an OOS strategy in TS: That is one where the inputs are changed to variables, and the vars changed to correspond to the parameters indicated for the date ranges and values in the OOS report.

Evaluated the report and chose to deploy the strategy to trade live in my TS account.

That was all done on one machine with and i7 chip.

I have 2.

I am one happy camper!!  8)

Thanks Wouter and MC!!