What trading strategies does Adaptive Modeler support?
Adaptive Modeler gives trading signals for entering and exiting Long and/or Short positions based on the direction of bar-to-bar forecasts. (Short positions are optional. The “Cash” signal indicates exiting any Long or Short position). The Trading Simulator uses these signals to enter Long/Short positions for 100% of total equity (wealth). Positions are held until the next signal is given. Some parameters are available to specify how forecasts are translated into signals such as Allow Short Positions, Significant Forecast Range and FDA filter. These can be found on the Trading System tab of the Model parameters dialog. To use Adaptive Modeler’s forecasts and signals for other specific trading strategies, forecasts and signals (and other data) can be exported for further processing by other applications.
