VALYNOXSTRATEGY RESEARCH TECHNOLOGY
AlphaPrimeAlphaPrime
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TRADING RESEARCH CLUB

트레이딩 연구회

선물 전략 글, 지표 백과, 무료 도구를 한곳에서.

인샘플: 적합아웃오브샘플: 검증
영어백테스트와 검증

Walk-forward analysis: why one backtest is not enough

A single backtest tells you how a strategy fit the past.

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inputs: Len(20);vars: Basis(0);Basis = Average(Close, Len);if Close > Basis then Buy next bar at market;
영어전략 생성

GPU vs CPU backtesting: when graphics cards help, and when they don't

Testing one strategy is a sequential job.

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과거: 완벽새 데이터
영어백테스트와 검증

Overfitting in strategy generation: how not to fool yourself

Generate enough strategies and some will look excellent by chance alone.

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비용 반영 전수수료·슬리피지 반영 후
영어거래 비용과 체결

Trading costs in backtests: commission, slippage and the average trade

Many strategies that look good in a backtest have an edge per trade smaller than the cost of taking the trade.

글 읽기 →
inputs: Len(20);vars: Basis(0);Basis = Average(Close, Len);if Close > Basis then Buy next bar at market;
영어MultiCharts와 PowerLanguage

From generated strategy to MultiCharts: a PowerLanguage comparison checklist

After exporting a strategy to PowerLanguage, compare its trades in MultiCharts with the research backtest.

글 읽기 →
inputs: Len(20);vars: Basis(0);Basis = Average(Close, Len);if Close > Basis then Buy next bar at market;
영어전략 생성

How to choose strategy generation software: what to compare

Strategy generators differ in how they search, how they validate, where they export and how they are licensed.

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거래 시간휴일롤오버수수료·세금슬리피지
영어시장과 거래 세션

Backtesting TAIEX futures: five settings to check first

A TAIEX futures backtest that does not match live fills is often not a logic problem.

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ESNQvs
영어시장과 거래 세션

ES and NQ futures backtesting: five things to set first

E-mini S&P 500 (ES) and E-mini Nasdaq-100 (NQ) futures are core markets for systematic traders.

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영어시장과 거래 세션

Market holidays in backtests: gaps, reopenings and calendar changes

A holiday leaves no bars in the data, and the first bar after it often opens with a gap.

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주간08:45–13:45야간15:00–익일 05:000006121824
영어시장과 거래 세션

Night sessions in futures backtests: day-only vs. full-session bars

Major news often lands after the day session closes, so the first reaction happens in the night or overnight session.

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