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Are you optimizing a system in TradeStation?
Do you want to periodically adapt you system?
Do you know its possible to use TradeStations optimization capabilities without curve fitting?
Do you want to know what would have happened by changing system inputs based on system performance for a variety of objectives?
Now you can apply walk forward optimization in a seamless environment with TradeStation to minimize the impact of hindsight for more robust system development.
See what would have happened by following your optimization routine on a walk forward basis for realistic simulations.
Create “out of sample” returns while using optimization.
Optimize for criteria other than net profit like Sharpe Ratio, Profit Factor and Average Trade
No other optimization tool offers the degree of integration and automation with TradeStation so that you can walk forward backtest an optimization strategy on a system or even a portfolio.
 You can take a portfolio of markets and systems. Then test what would have happened if you had switched to the system input every 60 days to the parameter that yielded the best Sharpe Ratio over the last 90 days. All performances are then calculated and built into a portfolio report from which you can see all the in depth reporting for which RINA Systems is known.
  The study above is just one example. Fortunately OptiLogix is totally flexible so you can define your optimization tests in a variety of ways, adjusting the frequency of optimization and the period for which you optimize. In addition, you decide the criteria that are the target of the optimization. That way you are not just limited to Net Profit, but can use other criteria that may be more important to you like Profit Factor or the Sharpe Ratio.
OptiLogix lets you easily import and process hundreds or even thousands of parameter trade information into its database. Then all you need to do is input your study parameters into the Windows interface and let it run. When the walk forward study is complete you will be presented with both a quick report and a detailed analysis of the results. Any report can then be saved, printed, or even exported to Excel for additional analysis.
With OptiLogix you don’t need to spend hours in programs like Microsoft Excel trying to analyze multiple windows of performance. We consolidate it all into easy to read reports that represent a continuous walk forward history. OptiLogix also works with almost any system that you can design using TradeStation because we take advantage of TradeStation’s inherent optimization and Easy Language capabilities. Therefore almost any code youhave previously written for system testing can be used.
Stay ahead of the curve. Experience state of the art system and portfolio optimization software.
OpliLogix is now a part of PortfoliStream and is included in the new version of this software.
Click Product Ordering to purchase PortfolioStream 4.5.
Click HERE for information about PortfolioStream - Version 4.5.
Click HERE to download the PortfolioStream Order Form in Adobe Acrobat format.
Call today and see how OptiLogix can revolutionize strategy development and portfolio testing for you.
Call RINA Systems at (513) 469-7462.
Or e-mail us at Sales@RINASystems.com
Existing users please inquire about special pricing. |
