Creating and Validating a Trading System

Photo by Maxim Hopman on Unsplash

Introduction

In this article, I want to explain how I would test the performance of a trading system, i.e. and algorithm that I can use to trade (or even to do algorithmic training).

Here, I want to focus on a very simple algorithm obtained comparing different moving averages; as my goal is to actually learn how to create my own models through Machine…