NT - automated strategy creation

Hey guys, just wondering, is there an add-in product for Ninjatrader that will allow you to automatically change a strategy and test it until you get something that passes out of sample? I heard about this.
 
Hey guys, just wondering, is there an add-in product for Ninjatrader that will allow you to automatically change a strategy and test it until you get something that passes out of sample? I heard about this.

This generates out of sample data snooping with high probability of spurious correlation generation.

See these interesting articles

http://eranraviv.com/sample-data-snooping/
http://www.priceactionlab.com/Blog/...learning-applied-to-trading-algo-development/

Problem and remedies

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2345489
 
Hey guys, just wondering, is there an add-in product for Ninjatrader that will allow you to automatically change a strategy and test it until you get something that passes out of sample? I heard about this.

This generates out of sample data snooping with high probability of spurious correlation generation.

See these interesting articles

http://eranraviv.com/sample-data-snooping/
http://www.priceactionlab.com/Blog/...learning-applied-to-trading-algo-development/

Problem and remedies

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2345489
 
yes, its called "find the holy grail in 30 seconds completely free of charge and beat the rest of the market & demonstrate the stupidity of all those who put in many hours each day working on designing, testing, implementing, and running algorithmic strategies". The package costs a measly $4.99. Its on the App store, you don't even need Ninja Trader, the Terminator App is fully sufficient to run this fantastic app. PM me for details.

Hey guys, just wondering, is there an add-in product for Ninjatrader that will allow you to automatically change a strategy and test it until you get something that passes out of sample? I heard about this.
 
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