Recommended optimization parameters

StrategyQuant > Advanced functionality > Optimization

Recommended optimization parameters

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What parameters make sense to be optimized

Simple Optimization

StrategyQuant > Advanced functionality > Optimization

Simple Optimization

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The idea behind an optimization is simple. First you must have a trading system, this may be a simple moving …

Monte Carlo retest methods

StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

Monte Carlo retest methods

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This is another type of Monte Carlo simulations, in this case it simulates random changes in properties that require the …

Retest on additional markets

StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

Retest on additional markets

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This test for robustness is quite though – it means testing the same strategy on different markets – it means …

Monte Carlo trades manipulation

StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

Monte Carlo trades manipulation

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This cross check run simulations where in each simulation it manipulates the existing trades – shuffles them, misses some and …

Retest with higher precision

StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

Retest with higher precision

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This test is simple – it backtests the strategy again on the same data, but with higher precision. It is …

Use Cross checks build in Builder and Retester

StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

Use Cross checks build in Builder and Retester

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StrategyQuant X allows you to use cross checks (robustness tests) during the strategy build, or when retesting the strategies. There …

Cross checks – robustness tests and analysis

StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

Cross checks – robustness tests and analysis

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Cross checks – robustness tests and analysis Overfitting or curve-fitting strategy to the historical data on which it was build …

Description of advanced Walk-Forward values that can be used in filters / databank

StrategyQuant > Advanced functionality > Optimization

Description of advanced Walk-Forward values that can be used in filters / databank

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There are some special stats computed during Walk-Forward optimization that you can use in filters or display in databank. Standard values computed for Walk-Forward optimization These are all standard stats like Net profit, Number of trades, Sharpe ratio, etc. but computed from Walk-Forward optimization equity, not from main backtest. You can get these values when

Optimization Profile and System Parameter Permutation in StrategyQuant

StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

Optimization Profile and System Parameter Permutation in StrategyQuant

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This article will be about two important new features that were added to StrategyQuant X Build 114. They are related …