This screen shows the parameters the trading strategy will use when calculating trading strategy performance. Among other things, the trading strategy parameters are used to determine the start of trading strategy and evaluation of trading strategy performance, the size of trades, entry commission(s), exit commission(s), and other costs associated with each trade.

This screen may or may not be displayed depending upon the currently selected Trading Strategy Wizard Interface Options. If displayed, the list will show only the parameters whose interface options have been selected. All other parameters are set to their default values and do not appear in the list when the corresponding interface option has not been selected. Press the Options button to change the Trading Strategy Wizard Interface Options. For more information see Trading Strategy Wizard Interface Options.

If you wish to change any of these parameters:

1. Press the Modify Training Strategy Parameters button.

When you are satisfied with the trading strategy parameters press the Next button to proceed to the next wizard screen.
Notes:

• If you are trying to match the trading points of a prediction use the Match date ranges to the out of sample date ranges of prediction(s) used in the trading strategy option on the Trading tab after you select to Modify Trading Strategy Parameters. This option will automatically match up the dates to your out of sample prediction(s) so that all of the trading strategy results will be based on data that the prediction(s) wasn’t trained on.

• It should be understood that trading can result in losses, and that past performance of a trading system is no guarantee of future performance.

Topic of Interest:

What are Trading Strategies?