What are Dynamic Trading Strategies?

General information on StrataSearch, including Frequently Asked Questions.

What are Dynamic Trading Strategies?

Postby JoeUser » Thu Feb 23, 2006 2:20 pm

What are Dynamic Trading Strategies?
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Postby Avarin » Thu Feb 23, 2006 2:49 pm

Dynamic Trading Strategies are used in a trading system that changes over time according to the most recent conditions. StrataSearch contains a powerful feature that allows you to test the use of dynamic trading strategies. In short, your evaluation period is broken up into small segments of time, such as months. The OneClick Search automatically identifies a multi-system for each month, based on the price data leading up to that month. The multi-system is then tested against the roll-forward month, and the results from all the combined months are combined to give you a complete analysis of dynamic strategies being used in their respective out-of-sample, roll-forward periods.

The objective of dynamic trading strategies is not to find a specific system, but to identify a search technique (i.e. a OneClick search configuration) that effectively and consistently identifies strong trades based on the most recent data.

Dynamic Trading Strategies are configured through the Dynamic Strategies tab of the OneClick Setup. Click the Help button on that dialog for more information on setting up and running Dynamic Trading Strategies.
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