Build Better Futures Systems & Become A Better Discretionary Trader
Hi, I'm Curtis and I'm passionate about markets and trading.
My mission is to apply machine learning to build better trading systems and to become a better discretionary trader by applying quantitative and machine learning techniques to solve my greatest trading problems.
I develop trading systems and graybox trading solutions using Tradestation's Easylanguage, Python, C#, and Ninjatrader.
If you want to build better futures trading systems and become a better discretionary trader then click the button below to join my list to receive valuable information that will help you build better futures systems and become a better discretionary trader.
And, welcome to Beyond Backtesting.
Top System Trading Articles
Apply powerful machine learning techniques and other ideas for building better systems.
Improving your system by learning from wins and losses
In Murray A. Ruggiero's "Cybernetic Trading Strategies", a book that I think was ahead of its time, Ruggiero shared the[...]
Better RSI Entries
Mean reversion systems, such as those based on RSI, suffer significant performance degradation when stop losses are applied for risk[...]
Percent Change, Normalization, Standardization, Percent Rank
Data only makes sense, only has meaning, when it is understood in relation to something else. Four common forms of[...]
Discover Best Trading Rules with Perceptron Search
Every system developer has a list of rules or indicators that they want to test out. The problem every developer faces[...]
Finding The Optimal Period
Today's topic is on finding the optimal periodicity for the RSI indicator and the techniques should apply to other sorts[...]
Multi-State Classifiers
One technique for optimizing systems is to create a regime filter. A most common example is a binary classifier that[...]
Top Graybox Trading Articles
Discover ideas for how to apply algos and technology to boost your discretionary trading performance.
My New Market Cognition Loop
One of my goals for 2019 is to create a better synthesis for my discretionary and quantitative trading. Discretionary loop:[...]
A Reader Asks How Backtesting Can Help the Discretionary Trader
John writes, I saw the emphasis on this site and was a bit intrigued. As of late, I have[...]
Simple Graybox Technique: Colorizing Background
A simple but effective technique for building your first graybox is to colorize the background based on whether you should[...]
Simulation: Beyond Backtesting
One problem with traditional backtesting is that it relies on the presupposition that there are repeating predictive patterns in the[...]
How To Graybox
The difficulty of building your graybox is that there's no blue print. But, looking to identify both strengths and weaknesses in[...]
Why Graybox Trading
There are a few good reasons to build graybox systems and some not-to-so good reasons. One not-so-good reason might be if you[...]
Top Trader's Mindset Articles
Boost your productivity and accomplish your trading goals using these life hacks.
Quick technique for achieving your goals
I wanted to share a quick technique that you can use to better achieve your goals. First, keep in mind[...]
Don’t trade in 2019 until you check this list
Can you become more successful in 2019? If you can answer yes to all these questions then I think your[...]
The Triangle of Trading Success
Novice traders often confuse the differentiating factors that can make the difference in success or failure. These traders often spend[...]
You Already Know What To Do
I use a visioning exercise where I imagine how my trading at my best might be different then it is[...]