/biz/ - Business & Finance

>>54340798
Mind you,Python is good for quickly prototyping shit and C# is good for a decent implementation; some firms, hfts and quants use C++ for it's raw performance but this is fine for the autists ITT

>>54340795
I saw a neat indicator on TView that used some kind of neural net (basically just a bunch of weights applied to a dozen regular indicators with whatever their settings happen to be) and thought it was a neat idea.
I hardcoded a very barebones and buggy backtester to do some monte carlo with a given set of inputs to see how it would perform during a 2 year period with a random start date. So in the future what I want to do is have it then analyze these results and figure out the best and worst results from a given input/indicator set, record it, and then adjust it, keeping the best ones.
Along the way, I can also see what markets work for certain trading systems. I don't expect it to be chartable, but if I can shit it out into a spreadsheet I can go from there