Creating EA strategy based on historic trades

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Hi,

 

is there a way to create a EA strategy based on historic trades recorded, there are some 10 000 trades done over a three year

period and I would like to formulate the algorithm behind those trades. Is that possible?

 

Best regards, Arnold 

 
aandersson:

Hi,

 

is there a way to create a EA strategy based on historic trades recorded, there are some 10 000 trades done over a three year

period and I would like to formulate the algorithm behind those trades. Is that possible?

It depends on how simple or complex the strategy that created the trades was . . .  if it's using Technical Indicator you may be able to determine it.  What have you tried ?  you might want to start with a script that will plot the trades on a chart.  
 

Hi again,

 

all I have right now is the tradelog for a period of 2 years. I was hoping that there was an analyze tool

that I could feed that data to and then in combination with my theory that it's a Matingale algoritm that

is used, would get suggestions for how the algorithm was defined. When I hade a candidate I would

proceed to back-test it on the same historic data and then expecting to reproduce the same trades.

 

Best regards, Arnold 

 
aandersson:

Hi again,

 

all I have right now is the tradelog for a period of 2 years. I was hoping that there was an analyze tool

that I could feed that data to and then in combination with my theory that it's a Matingale algoritm that

is used, would get suggestions for how the algorithm was defined. When I hade a candidate I would

proceed to back-test it on the same historic data and then expecting to reproduce the same trades.

Is that all . . .  why didn't you say. 
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