Glossary


Astab . Anchored parameter stability in a walk forward test. >=40 is preferred. Also see Rstab

GA - Genetic Algorithm

GSB – Generic System Builder

GUI Graphical user interface

OOS – Out of Sample

IS – In the Sample

TS – TradeStation

MC - MultiCharts

MOC – “Market-on-close” order is a market order that will be executed at or just before the market  close

Pearsons - This is the Pearson's correlation to a straight line. The x axis is normally the trade number, but can also be date. The perfect correlation score would be 1.

Rstab. Rolling parameter stability in a walk forward test. >=62 is preferred. See also Astab.

VIP – Very important

WF- Walk-forward

Walk forward efficiency. This is the annualized rates of return for the out-of-sample results divided by the in-sample results.


Params- Parameters

Fav – Favorite

SF SEcondary filter.

Dts – Trading Dates Mode

VS – Verification Score

VSS Verification statistics summary

WFS – Walk-Forward Status

F-F – Fitness-Full period

NP-F – Net Profit (in $)- Full Period

DD-F – Draw-down (Closed Trades) Full period

AT-F – Average Trade (in $) – Full period