I created a thread on automated system creation last week but it was promptly moved to the commercial section although I had absolutely no intention to sell anything -- I guess because we mentioned the programs people sell that can do this (you can look at my threads if you want to follow that one as well). No problemo, I fully understand that but I want to have a proper "trading discussion" thread about the theory of this as well.
Soooooo, to get things on the right track this is what I want on this thread:
- Talk about the theory of automated trading system generation (things like data mining bias, look ahead bias, etc)
- Talk about features that might be useful or not useful in an implementation (without mentioning anything commercial)
- Talk about freely available (non-commercial) software for this purpose
As you nice folk may already know I am heavily involved with machine learning (http://www.forexfactory.com/showthread.php?t=516785) and this is how I have created all the systems that I currently use live. However there are many other venues for algo trading system generation. I hope we can go through them on this thread and give some worthwhile discussion to the merits and problems that each may have.
I am a busy guy so this thread will advance in "bursts" (as the one on ML has up til now) in whatever time my kids and trading business allow for,