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

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

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 to each other, and they both are trying to answer the most important questions when creating new trading strategy: Does my new strategy have any real edge? Can I expect it to work on unknown data […]

Walk-Forward Matrix

Walk-Forward Matrix

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Walk-Forward Matrix is a powerful, unique feature in StrategyQuant platform. It can help you with two things: Verify strategy robustness if the strategy passes Walk-Forwad Matrix test it means that with the help of parameter reoptimization it is adaptable to a big range of market conditions Find the optimal period for strategy reoptimization it will […]

Walk-Forward Optimization

Walk-Forward Optimization

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What is optimization? The idea behind an optimization is simple. First you have to have a trading system – for example a simple moving average crossover: If EMA(10) crosses above EMA(20) go long, otherwise go short. In almost every trading system there are some parameters (indicator periods, constants to compare, etc.) that influence the system […]