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 […]

Understanding automatic dismissal rules

Understanding automatic dismissal rules

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StrategyQuant4 can be configured to dismiss strategies with “wrong” properties – it is set to dismiss (throw away) these strategies by default.You can control this behavior in Rankings in Builder by clicking on the link Configure automatic dismissal.When you open this dialog you can see that there are 8 different strategy checks, we’ll explain them […]

Developing strategies using custom strategy templates

Developing strategies using custom strategy templates

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One of the main features of new StrategQuant 4 is ability to generate strategies with your own custom “format”. Standard strategy in SQ3/SQ4 has a fixed “format” consisting of four rules: Long Entry Rule: IF (Conditions) THEN EnterAtMarket/Stop/Limit to Long; Short Entry Rule: IF (Conditions) THEN EnterAtMarket/Stop/Limit to Short; Long Exit Rule (optional): IF (Conditions) THEN Close Long position; Short […]

Strategy Building Process (E-mini S&P 500 Futures)

Strategy Building Process (E-mini S&P 500 Futures)

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Building a profitable emini strategy for ES / TF / EMD by Mark FricIn this article I’ll explain the complete step-by-step process of building a profitable, robust strategy for ES (E-mini S&P 500 Futures), including multiple steps of different robustness tests. This is a variation of my older article about Strategy Building Process for forex. […]

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 […]

Getting started with StrategyQuant – Practical example

Getting started with StrategyQuant – Practical example

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Let’s say we want to develop new trading strategy for EURUSD. Inputs With StrategyQuant we don’t need to define exact trading rules – we can let the program find the best entries and exits.We’ll only define which blocks the strategy should consist of (indicators, price data, operators, etc.) in Step 2. We’ll define the performance […]

Getting started with StrategyQuant

Getting started with StrategyQuant

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StrategyQuant documentation is available in the PDF format or in the program in Help section. You can download StrategyQuant Users Guide here.