Trading Strategy applied to a Stock
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Trading Strategy applied to a list of Stocks
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The Strategy Backtest results are shown in the graph with Equity curve, opening and closing position signals, Maximum
DrawDown. All or part of these data can be acually displayed according to the set up done in the the Preferences menu.
Use of colors allows to distinguish openings, closings, stops, long and short positions.
With this graphical method to show backtesting results, the User can easily and precisely study on the graph
relevant Strategy results.
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With this backtesting mode, the user can compare on a graph results of a strategy applied to a list of stocks
(unlimited number). The comparison of Equity curve values is carried out in relative variation percentages.
Other backtesting modes are available to simultaneouly apply several strategies to the same Stock or to apply
a strategy with step by step variable parameters to a stock.
Generally, strategy results greatly depend the type of stock (Cyclic, small or great volatility, ...).
Then Axial Finance allows to easily find the right strategy optimization for the stocks considered.
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DrawDown Analysis
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Detailed Trading Strategy results
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The Equity and Maximum DrawDown curves can be drawn in separate graphs.
As a matter of fact, it is essential to analyse DrawDown variations to estimate the risks of potential losses.
The DrawDown can be drawn according to the two methodologies : "Close Position to Close Position" and "Peak to Valley".
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Detailed strategy numerical results are available in tables showing the main ratios, the details of each opened
position, the Equity curve value at each bar and the summary of the strategy setting up.
Theses results can be recorded in the axial database for latter restoring and analysis.
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Summary of Strategy results
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Programming a Trading Strategy
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This summary table shows the main ratios resulting for all strategies applied.
Then, when applying a strategy to a list of stocks, the User can immediately get the overall comparison results
and classify strategies according to a specific ratio.
This table supplements the graphical way of showing results.
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Strategy programming is easily done with Axial Finance visual programming solution. Using the "Drag and Drop"
facility, the user put together into a logical tree signals previously created in the software library.
For each Position opening and closing rule (long and short) the relevant signal parameters are if necessary
customized or modified.
This visual programming to set up strategies allows to easily create complexe strategies without
necessitating specific knowledge in programming language.
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Programming an Indicator
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Programming a Signal
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A library of pre-programmed technical indicators (about one hundred) is available in Axial Finance, including
the most popular indicators generally used.
In addition, the User can program personal Indicators by using the universal JavaScript language.
The user can specify the way to have these personal indicator drawn on graph.
Personal indicators can be exchanged between users (Import and Export facility).
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A library of pre-programmed signals is available in Axial Finance, including the most usuals.
As for Technical Indicators, the User can program personal Signals by using the universal JavaScript language.
Before adding a new signal into the library, the user can test it on a graph.
Personal signals can be exchanged between users (Import and Export facility).
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Set up Order conditions of Strategy
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The user has the facility to customize the conditions to execute buying and selling orders and eventually
the conditions to close a Position with a stop order.
The user can specify to apply a Trading Strategy with a fixed initial invested capital, a fixed amount at each
new order, or a fixed quantity of stocks or contracts per order.
Commissions and slippage can also be cutomized.
In case of a strategy applied to intraday bars, position closing at end of day can be set up.
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