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    How to use "Machine Learning" to build trading system?

    nowadays I am studying 'Machine Learning' after got some tutorial course about it; but until now I don't know exactly how to use it for trading stock or future. Now I want to learn how to use "machine learning" on trading, so shall I get some tutorial courses about it, especially by Matlab and...
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    What if a strategy runs well for most stocks but not well for others?

    Thanks for everybody's advice; These days I am detecting my strategy and analysizing when it run well and when not; This strategy is a short term one, which means open order today and close it tomorrow; and I have tested it on about 2000 stocks, 80% of which is profitable. I find it runs well on...
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    Does anybody use MT4 to trade?

    Ok, thank you for your reminding.
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    What if a strategy runs well for most stocks but not well for others?

    What you said sound very nice; Best practice is to keep things relatively simple, but it needs to be adjusted, readjusted because of new nuances; does it will become more and more complex because of new nuances' readjusted? or 'readjusted' only means add some thing and reduce other things at...
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    What if a strategy runs well for most stocks but not well for others?

    I have used MT4 about 2 years, but now I have make code to test strategy on Matlab about more than 1 year.
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    What if a strategy runs well for most stocks but not well for others?

    Thank you for sharing your good idea which show a clear and pratical logic and method for confirm a strategy. Back-testing is just a feasible tool; good thing alse has bad aspect and vice verse; yes much logic errors/bugs would be covered by programming language; debug must be.
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    What if a strategy runs well for most stocks but not well for others?

    I am not autotrader too, I test strategy just because I want to know some trading logic is Ok or not and how. Yes your idea is very clear; letting "these all come into play" is more closely to real result; So the path: 1, test strategy by back-test;2, if 1 is Ok, trade a little on market by...
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    What if a strategy runs well for most stocks but not well for others?

    Thank your for the ideas and explanations; The key point is that the strategy should be confirmed which situation it is skilled on , which not and why?; after that the situation selected items should be added into the strategy; so the strategy should fit well almost all of stocks; for this...
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    What if a strategy runs well for most stocks but not well for others?

    I have make a strategy and do its back tests. I find that for most stocks, it runs well; but a little not well; How shall I do? Maybe I should selected all 'well' stocks and only trade them for this strategy? or I should do more works? Thank you!
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    how to confirm which capital curve of strategies is better?

    Ok, thank you! I will have a try.
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    how to confirm which capital curve of strategies is better?

    Hi Metamega, it is a long reply. I think it must waste your much time, so thank you for your sincerity , and what you say is very important for me. Yes, the two figures are come from my strategy which I have tested it on many stock by Matlab codes. Most of them are nice, at least get much...
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    how to confirm which capital curve of strategies is better?

    I have get two capital curves from two strategies on the same stock as below pictures: note: the red numbers on the left-up of the pictures is total orders and win ratio. Now how shall I confirm which one is better, such as comparing their final profit, biggest backward, win ratio and so on...
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    How shall I evaluate the hedge test performance curve of hedge test for many pairs of stocks?

    Thank you for your reply and expalanation; Do you mean we should not try buy one stock and sell the other at the same time?
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    How shall I evaluate the hedge test performance curve of hedge test for many pairs of stocks?

    3 stocks: A, B, C and 3 pairs of them: A vs B, A vs C,B vs C; Now I test each pair of them (one of stock’s change percent minus the other’ s, or saying: buy one and sell the other simultaneous) ,then 3 curves as below picture. how shall I know which pair is better for trading ?
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    Strategy Tester: Shall I get some advice about building a strategy tester by Matlab?

    Thank you. I have download the code and learn to use it.
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    Strategy Tester: Shall I get some advice about building a strategy tester by Matlab?

    Thank you for you reply; I have got much information for it.
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    How shall I confirm the significance of week days' Up-Downs for some stock?

    I survey on the ups and downs of one stock in the past 3000 trading days and sort them by week day: Monday (ups53%, 0.53-0.5=0.03), Tuesday(ups55%, 0.55-0.5=0.05),... like this; Then I get a picture which is in the attached files: Then how shall I confirm the difference between week days is...
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