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 average crossover for example. In almost every system there are some parameters (indicator periods, comparative constants, etc.) that decide how given system behave. The optimization means to test the system with different parameter values to […]

    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

    Walk-Forward Matrix

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

    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

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

    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 […]