Visual Guide to Learning Portfolio Maestro(R) (Paperback)

George Preston Pruitt

ISBN 13: 9798857480786

Published by Independently Published, 2023

About this Item

Paperback. Programming a strategy that works on a diverse portfolio is not an easy task. Especially one that trades commodities and futures. TradeStation(TM) EasyLanguage is a great tool to get your trading ideas into code, but it is difficult to apply your algorithm one chart at a time. Enter the Maestro. This program can test your algorithm over a large portfolio of different markets simultaneously. Have you ever wondered if your bond strategy would work in the grains? With this guide you can build a portfolio of different symbols and then apply as many algorithms as you want. What if your algorithm does not do well initially. Should you throw it out? No - not right off the bat. Maybe you should optimize one or more parameters across the entire portfolio so see if your algorithm just needs a little fine tuning. If you find a set of parameters that works across a large swath of markets, then you might be onto something. I will be the first to admit it. Portfolio Maestro(TM) is not easy to set up. What is the use of a powerful tool, if you can't figure out how to use it? Enter George. You may be familiar with my Easing Into EasyLanguage series. Where I gently educate on the use of EasyLanguage with videos and complete code snippets. I use the same approach, videos, screenshots, and code to visually get you started on Maestro. Here are the building blocks of Maestro.Portfolio - a combination of strategies and custom symbol lists.Strategy Group 1 - Combination Trend/Swing with Regime Switch.Custom Symbol List 1 -JYECCL and 20 othersStrategy Group 2 - Longer Term Trend Following System using RSICustom Symbol List 220+ MarketsStrategy Group 3 - Bollinger Based Tactical AlgorithmCustom Symbol List 120+ MarketsCompliant EasyLanguage CodeCreate Strategy with optimizable inputsCreate Strategy with market-by-market optimizationsCreate Custom Symbol List (FuturesSMALLPortfolio)Run BacktestUse market-by-market parameter setsAdjust Strategy Settings to allow optimizationAnalyze ResultsRun Portfolio with Global OptimizationCreate Search Space for each Optimizable InputRun Optimization [Genetic Algorithm]Analyze ResultsIncludes over 100 screenshots and free access to George's Maestro video library. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Seller Inventory # 9798857480786

Bibliographic Details

• Title: Visual Guide to Learning Portfolio Maestro(R) (Paperback)
• Publisher: Independently Published
• Publication Date: 2023
• Language: English
• ISBN 13: 9798857480786
• Binding: Paperback
• Condition: new

About this title

Synopsis

Programming a strategy that works on a diverse portfolio is not an easy task. Especially one that trades commodities and futures. TradeStation™ EasyLanguage is a great tool to get your trading ideas into code, but it is difficult to apply your algorithm one chart at a time. Enter the Maestro. This program can test your algorithm over a large portfolio of different markets simultaneously. Have you ever wondered if your bond strategy would work in the grains? With this guide you can build a portfolio of different symbols and then apply as many algorithms as you want. What if your algorithm does not do well initially. Should you throw it out? No - not right off the bat. Maybe you should optimize one or more parameters across the entire portfolio so see if your algorithm just needs a little fine tuning. If you find a set of parameters that works across a large swath of markets, then you might be onto something.

I will be the first to admit it. Portfolio Maestro™ is not easy to set up. What is the use of a powerful tool, if you can't figure out how to use it? Enter George. You may be familiar with my Easing Into EasyLanguage series. Where I gently educate on the use of EasyLanguage with videos and complete code snippets. I use the same approach, videos, screenshots, and code to visually get you started on Maestro. Here are the building blocks of Maestro.

• Portfolio - a combination of strategies and custom symbol lists.
  • Strategy Group 1 - Combination Trend/Swing with Regime Switch.
    • Custom Symbol List 1 -
      • JY
      • EC
      • CL and 20 others
  • Strategy Group 2 - Longer Term Trend Following System using RSI
    • Custom Symbol List 2
      • 20+ Markets
  • Strategy Group 3 - Bollinger Based Tactical Algorithm
    • Custom Symbol List 1
      • 20+ Markets
• Compliant EasyLanguage Code
• Create Strategy with optimizable inputs
• Create Strategy with market-by-market optimizations
• Create Custom Symbol List (FuturesSMALLPortfolio)
  • Run Backtest
  • Use market-by-market parameter sets
  • Adjust Strategy Settings to allow optimization
• Analyze Results
• Run Portfolio with Global Optimization
  • Create Search Space for each Optimizable Input
  • Run Optimization [Genetic Algorithm]
• Analyze Results

Includes over 100 screenshots and free access to George's Maestro video library.