The CASB suite is marketed as an add-on to the Grail Genetic Optimizer (GGO) and Grail Walk-Forward Optimizer (GWFO). The suite comes standard with a prototyping strategy that allow users to genetically model new strategies. Users are able to use any TS indicator/technique, as long as it can be classified according to criteria as defined in the prototyping strategy. Thus TS users can experiment with an endless number of different combinations of entries and exits using their own indicators or existing TS indicators. Users can also integrate/link their own indicators with the neural hybrid indicator included in the prototyping strategy.
Our hybrid approach combines a non-linear structure with linear technical indicators / trading techniques.
While non-linear functions are better suited to the complexity of market data than linear functions, a hybrid indicator is incorporated into a trading system and a simplified non-linear function is optimized as part of the trading system using a genetic algorithm.
Once a user has modeled a new trading strategy using GGO, he can use GWFO to perform a detailed walk-forward analysis on the strategy, to prove/disprove its robustness. We invite you to try our our demo for GGO/GWFO to explore the exciting capabilities of these products.
