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Thank you for the feedback. -- About the reverse engineering: It gets harder when you increase the degree of automation by not only generating combination of rules the developer wrote himself, but also generate individual rules. Genetic programming/neural networks produce rules that can not...

Thanks for your comment, though could you rewrite the second sentence or explain it?

Regarding "It the reader supposed to fill in the gaps in the text with assumptions?": -> The purpose of this here is to detect gaps in the text so I can fill them in the thesis. If you have suggestions about what is missing in the text, I would be glad to hear about that so I can fill the gaps...

You have quite a negative view on this. If I thought everything that I can think of has already been tested and exploited by somebody else somewhere hidden, I would not be motivated to try any of my own ideas. And what IF my ideas were in fact innovative and not yet tried? I would have thrown it...

Thank you for your aswer. Though by not reading the thesis you could not recognize that it actually does not focus on one specific trading style only, but also looks at strategies from a more abstract perspective in order to dissect them and define a new approach to developing them. Also I think...

I have added a new chapter "5.1 Categorization" and enhanced chapter "5.2 Benefits" to describe the differentiation among the classical, manual strategy development process, the automated strategy development process of trading system lab using genetic programming and the new approach of this...

Yes, you are right. I stated this as a problem in chapter 2.4.4 and accepted it as a tradeoff. I did not know the correct data was called "Point in Time" version. Thank you for pointing that out, I added a footnote that states this now. :) Do you know more specifics on where to get them and how...

Indeed you could look at it like this. TradingSystemLab is then a sophisticated form of evolutionary/genetic programming/strategy design, which I compare in my thesis. That platform gives the computer the whole responsibility about developing strategies. On the other hand there is the...

Thank you a lot. I have fixed this. The document has been updates (same link as above).

Yes, data quality is quite an issue. The sources I use are MSN Money and Yahoo Finance. They have their own quirks. Another site that uses their data is stock2own.com which I reference in the thesis. My experience is that for the commonly traded companies the data there is of high quality and...

In my experience while doing value investing manually for a few years now, you cannot use value investing without a trading approach. Even buy&hold which is often encouraged in the value investing area is a form of trading, though a risky one. You can improve that by using a breakout entry that...

So you think a backtest of an automated value investing won't be interesting for you to look at? Though I too think value investing only works in a semi-automated fashion, since the subjective criteria play a large role in the strategy. But what if it shows itself to also work in a quantitative...

Hi all, this is my idea, which I have written my master thesis about (which is pretty much print-ready, but not final). I am currently in the process of implementing it and plan to use it primarily on the forex market, sometime later maybe also for stocks. The thesis talks about value...