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Crude Oil Strategy Mining Study (Part 2)

Last time, I detailed specific actions taken with the software. Today I will start with some software suggestions before continuing to discuss my latest study on crude oil.

This backtesting took over 30 hours. For studies like this, implementing some of the following might be huge time savers:

My general approach to this study is very similar to that described in Part 6:

In total, I recorded incubation data for 2 * 34 * 2 * 3 * 2 * 2 = 1,632 strategies in this study: 816 each were long/short, 2-rule/4-rule, best/worst strategies, and OOS beginning/end (each category is itself mutually exclusive, but categories are not mutually exclusive of each other). I enter data with relative speed and accuracy, but mistakes can definitely be made. As another study improvement over the last, I therefore ran some quality control checks:


I will continue next time.

* — This may be difficult because I want only the re-run Results windows—not the
       whole simulation Results window closed. Perhaps this could be offered in Settings.
       I have written elsewhere (paragraphs 4-5 here) about the potential utility of
       retesting strategies on separate time intervals; this might be a widely appreciated
       feature by algo traders.