Andrea Unger – Trading System Evaluation

In this course by 4-time Trading World Champion Andrea Unger you’ll learn:

• The most important metrics that define a trading system,
• When a system is no longer working.
• The process of trading system analysis, whether you or someone else developed them, And much more!

This course is especially useful if:

• You are a trader and developer, and want to know if your systems will stand the test of live trading.
• You are NOT a developer, but want to purchase trading systems developed by others.
• Never be fooled again by trading scams!

Curriculum

Introduction

• Preview Welcome (2:28)
• Resources
• MultiCharts and IQFeed discounts

System’s Characteristics

• Characteristics of a usable system – Part I (9:04)
• Characteristics of a usable system – Part II (7:29)
• System stability & parameters changes – Part I (7:26)Sy
• Stem stability & parameters changes – Part II (7:40)
• The influence of time frame – Price dynamics and market dynamics – Part I (9:19)
• The influence of time frame – Price dynamics and market dynamics – Part II (8:07)
• The influence of time frame – Price dynamics and market dynamics – Part III (9:28)
• The influence of time frame – Price dynamics and market dynamics – Part IV (5:53)

Get Andrea Unger – Trading System Evaluation at Sendcourse.com.

Performance Report (Part 1)

• Psychological Analysis of the performance report – Part I (9:38)
• Psychological Analysis of the performance report – Part II (9:30)
• Technical analysis of the performance report – Part I (7:09)
• Technical analysis of the performance report – Part II (5:07)
• Technical analysis of the performance report – Part III (8:58)
• Technical analysis of the performance report – Part IV (8:37)

Performance Report (Part 2)

• Technical analysis of the performance report – Part V (6:33)
• Technical analysis of the performance report – Part VI (10:11)
• Technical analysis of the performance report – Part VII (6:10)
• Technical analysis of the performance report – Part VIII (8:16)
• Technical analysis of the performance report – Part IX (11:07)
• Technical analysis of the performance report – Part X (8:51)

Deep Dive

• MFE and MAE (9:42)
• Further Evaluations – Part I (7:31)
• Further Evaluations – Part II (12:18)
• Further Evaluations – Part III (4:53)
• Further Evaluations – Part IV (5:34)
• In Sample / Out Of Sample Analysis – Part I (9:17)
• In Sample / Out Of Sample Analysis – Part II (6:16)
• In Sample / Out Of Sample Analysis – Part III (9:31)

Equity Curve Trading

• Equity Curve Trading – Part I (5:42)
• Equity Curve Trading – Part II (12:39)
• Equity Curve Trading – Part III (4:14)
• Equity Curve Trading – Part IV (12:27)
• Equity Curve Trading – Part V (7:33)
• Equity Curve Trading – Part VI (5:17)
• When To Stop a Trading System – Part I (9:23)
• When To Stop a Trading System – Part II (13:55)

Conclusions

• Periodical Reoptimization (8:54)
• Introduction to Walk Forward Testing (guest lecturer: Kevin Davey) – Part I (9:19)
• Introduction to Walk Forward Testing (guest lecturer: Kevin Davey) – Part II (10:18)
• Summary (8:30)