Meyers

Analytics

Analytics

Advanced Mathematical Trading Strategies & Walk Forward/Out-Of-Sample Analysis

applied to algorithmic trading of stocks, futures & forex

Info: (312) 280-1687 support@meyersanalytics.com

applied to algorithmic trading of stocks, futures & forex

Info: (312) 280-1687 support@meyersanalytics.com

Order Online
Power Walk Forward

Optimizer Walk Forward

Performance Explorer Walk Forward

Metric Explorer Walk Forward

Surface Explorer Key Daily & Intraday

Trading Strategies Robust Velocity Strategy The Acceleration Strategy The Velocity Strategy Next Bar Forecast Strategy Polychrom Mtm Strategy MaxLikelihoodRng Strategy NoiseChanBrkout I&II 2-P NB Forecast Strategy

Nth Order Fixed Memory

Polynomial Strategy Nth Order Fading Memory

Polynomial Strategy End Point Fast Fourier

Transform Strategy Goertzel DFT

Strategy Five Parameter

Parabolic Strategy Dennis Meyers

Working Papers

Optimizer Walk Forward

Performance Explorer Walk Forward

Metric Explorer Walk Forward

Surface Explorer Key Daily & Intraday

Trading Strategies Robust Velocity Strategy The Acceleration Strategy The Velocity Strategy Next Bar Forecast Strategy Polychrom Mtm Strategy MaxLikelihoodRng Strategy NoiseChanBrkout I&II 2-P NB Forecast Strategy

Nth Order Fixed Memory

Polynomial Strategy Nth Order Fading Memory

Polynomial Strategy End Point Fast Fourier

Transform Strategy Goertzel DFT

Strategy Five Parameter

Parabolic Strategy Dennis Meyers

Working Papers

**The n ^{th} Order Fixed Memory Adaptive Polynomial System.**

Using fast advanced mathematical rocket science algorithms that use discrete orthogonal polynomials, the price series is modeled using an nth order polynomial of the form:

These fast and efficient algorithms use discrete orthogonal polynomials which avoid ill-conditioned matrix inversion and floating point overflow errors associated with the slow matrix inversion algorithms currently used by many to calculate the polynomial coefficients. The polynomial coefficients are computed at each new price bar and give the polynomial's * 1 bar ahead* prediction for the

These type of polynomial systems are best illustrated in the following working papers that are available on the * Working Papers page*.

**Walk Forward Analysis Using The Acceleration System on E-Mini 1min Bars**27 pages**The British Pound Cubed - Daily Bars.**31 pages**IBM Cubed - Daily Bars.**22 pages**4**11 pages^{th}Order Polynomial System on SP500 5min Bar Futures.**Trading The Least Squares Curve On IBM 5min Bars.**10 pages**The Polynomial Velocity System Applied To E-Mini 1min Bars**Sep/2005 12 pages,**The Polynomial Velocity System Applied To Japanese Yen FX 1min Bars**Dec/2005 12 pages**The n**June/2006 11 pages^{th}Order Adaptive Polynomial Acceleration System Applied To Japanese Yen 1min Bars**Out Of Sample Analysis Applied To The n**April/2008 16 pages^{th}Order Adaptive Polynomial Velocity Strategy and Eurodollor Futures

Although a 2

**Product Description **

All systems are orientated to short term trading in all bar ranges from 1 tic, to 1 min bars to daily bars. These systems can even be used on P&F charts. All of the systems have been walk forward tested either on daily data or intraday data.

For **TradeStation and MultiCharts** all of the EasyLanguage™ strategy and indicator codes are directly importable into your choice of TS or MC and are ** fully disclosed.** There are

For **NeuroShell Trader/DayTrader Pro,** the Trading Strategies and Indicators are directly imported into NeuroShell via a special setup exe file and are fully disclosed in the Manual, Indicator wizard "MA_FixmXVAn" category and in the Trading Strategy Wizard "MA_FixmXVAn" directory. The C++ DLL code is not disclosed. The Input parameters to the strategies and indicators are changeable and optimizable so that the user can develop his own parameter set on his price series and time frame of interest. Although the strategy results will give parameters for the intraday or daily futures the strategy was tested on, the user can easily use this system on any tradeable or on any time frame.

The ** accompanying manual** consists of:

**A short tutorial on the details of performing walk forward optimization with out-of-sample testing using TradeStation and how I look for the "best" parameters in a TS combinatorial optimization run (available in the TS Manual only).****A complete description of each system, it's derivation and it's input parameters.****The walk forward optimization method used and a table of the walk forward results for each system.****The input parameter test ranges****How to setup a chart using the Strategies and Indicators in TradeStation or NeuroShell**.**An EasyLanguage Strategy and Indicator code printout (TradeStation only)****A chart printout with the Strategy & it's associated Indicator with all the system buy and sell signals displayed on the chart.****Performance Summaries for the test period and the out-of sample period segments.**

In addition each system has its exact duplicate in indicator form which is displayable on the price chart and in the charts printout, so that the user can visually see how the buy and sell signals occur.

For **TradeStation and MultiCharts** The ** n^{th} Order Fixed Memory Adaptive Polynomial System v2** package consists of a manual with tutorial as described above, Strategies, and Indicators in an ELD file, and a DLL file. This product is being offered through

For **NeuroShell Trader/DayTrader Pro,** The ** n^{th} Order Fixed Memory Adaptive Polynomial System v2** package consists of a manual as described above and a special setup exe file that installs all the Trading Strategies, Indicators, and DLL into NeuroShell. This product is being offered through

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Thank you for your Interest....Dennis Meyers