Automated Market Analysis Platform: StrataSearch - p.3

The Ultimate: One-Click Search

While AutoSearch, Strategies, and Multi-Systems each offer very powerful capabilities in their own right, StrataSearch aims for an even higher goal - searching, discovering, evaluating, scoring, and finally choosing and presenting a fully-vetted multi-strategy, multi-sector trading system completely under computer control.  This is known as a One-Click Search.

The OneClick processing is the most advanced level of search within StrataSearch. OneClick incorporates the basic elements of an AutoSearch, but adds scoring, detailed filtering, automated build and enhancement of a Multi-System, integrated optimization, and more.

To begin, a OneClick search first builds and evaluates individual combinations using the AutoSearch as its foundation. Combinations can be accepted or rejected based on any value available in StrataSearch's Detailed Analysis. The combinations that are accepted are scored and combined into a self-improving Multi-System, which is also scored according to unique configurations.

The combinations in a OneClick Multi-System will also go through two phases of optimization. First, parameters within the existing Trading Rules will be revised and tested. If increased scoring is found, the running Multi-System will incorporate the new parameter sets. In the second phase of optimization, entirely new Trading Rules will be added to the combinations to see if they enhance the scoring. If so, they also will be incorporated into the combinations within the running Multi-System. Over time, your Multi-System will adapt to reflect the highest score possible based on the configurations you've set.

The Heart of It: Your Score

The Scoring in StrataSearch is extremely comprehensive, offering dozens of metrics, so many that they have to be arranged in separate classes:

You choose the metrics of importance to you, and then you assign both weights and absolute boundaries to those metrics:

In this way you create your own personal definition of what the performance of an acceptable strategy looks like. 

Using all the power of the processes so-far described, a One-Click Search will then apply your computer to the job, working around-the-clock, even for weeks or months if you wish, constantly searching and updating to give you the single best Multi-System found so far.

Any One-Click Search can be interrupted and resumed at will, always continuing to search for a result better than the one already found.

Walk It Forward

One of the configurable options for a One-Click Search (OCS) is to define a walk-forward test (anchored or rolling) as part of the overall OCS evaluation.  In StrataSearch, the walk-forward feature is referred to as 'Dynamic Trading Strategies'. 

The Dynamic Trading Strategies option allows you to backtest the process of automatically enhancing your Multi-System at regular intervals so that it adapts to the most recent market conditions. You can, for example, have your backtest automatically identify a new Multi-System for each month in your evaluation period, and then generate simulated trades for the following walk-forward month. The trades for each of the walk-forward periods are then combined into a single analysis, allowing you to see the combined results of your dynamic system. Dynamic Trading Strategies are an optional feature, and a powerful way of testing a Multi-System that changes over time according to the most recent market conditions.                    

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