Articles

F6 with new features

The trading system F6 has been published in April has encountered great interest. Now we are expanding its capabilities with some new features apllied to the System F6. With the new possibilities of Investox 6 the tresholds for the classification of the output variable are automatically caluclated an optimized by ADMG. Thus, two parameter-setting in the earlier trading system can be omitted and handling of ADMG becomes easier with enhanced optimization. Now the thresholds for bilding the classes of the target value are automatically determined and adjusted to the training period. The new trading system ClassF6 will be published in july. Our customers can try the new features and use them for their own trading systems. At the same time we retrained the system with the new optimization period from April 4 to June 20. The search for the optimal parameter-setting was much faster and smoother by automatically adjusting the class boundaries. The result is shown in the chart. We get a lot of trades and very uniform development of the profitcurve without any major drawdowns. Currently the system is running in our Paper Trade. The results are very encouraging.

• Next >