The main purpose of this project is to backtest the strategy in Tradestation with Walk-Forward-Optimizer.įor each day, for a single financial asset, trading parameters are generated mathematically using a statistical program, and stored in an Excel spreadsheet.
Not sure how straight forward it is to code, but it looks fairly simple if you know how to use objects in EasyLanguage. This is conceptually a very straightforward intraday trading strategy.
A more readable description of the work is here:
