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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 is a number of cross checks that can be used, ranging from simple ones to very complex ones, and they are simple to choose – you can just move the slider in the simple settings: […]

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 is the biggest danger of strategies generated using any machine learning process. During or after developing new strategy you should make sure your strategy is robust – which should increase the probability that it will […]

Genetic options

StrategyQuant > Program screens > Settings

Genetic options

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when you set Build mode to Genetic evolution in What to build -> Build Mode, a new tab Genetic options will appear in the settings. There you can set up various properties of genetic evolution. Genetic options Max # of Generations number of generations for which the population will be evolved. Recommended value from 5 […]

Ranking options

StrategyQuant > Program screens > Settings

Ranking options

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When the strategies are generated, every new strategy is backtested on a history data and the results of the backtest are then used to compute the Fitness (rank) of the strategy. Fitness is number from 0 to 1 and it should reflect the “quality” of the strategy according to the given criteria. In this screen […]

Cross checks (robustness tests)

StrategyQuant > Program screens > Settings

Cross checks (robustness tests)

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Cross check tests are additional tests that can be applied to your strategy. The idea behind robustness testing is to verify how well the strategy will behave when there are small changes in inputs, history data or other components of the strategy. This section is described in more detail in the Advanced functionality and Cross […]

Money management

StrategyQuant > Program screens > Settings

Money management

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Money management (or position sizing) specifies how many lots or shares are traded on each trade. StrategyQuant contains flexible money management options that can be used in the program and later also in real trading in MetaTrader. Brief description of different money management types: Fixed size strategy will trade with fixed number of lots. This […]

Build mode

StrategyQuant > Program screens > Settings

Build mode

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Settings that affect how strategies are generated. You can choose from two options – genetic evolution or random generation.  For Random generation you only set when the build should stop. You can run it continually “forever” until it is manually stopped by you, or after databank is full, or after a certain number of strategies […]

Building blocks

StrategyQuant > Program screens > Settings

Building blocks

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Building blocks are the core components that are combined to create rules and actions for every trading strategy. There are three separate panels: Entry Rules Building Blocks Entry building blocks can be divided into several parts: Indicators -RSI, CCI, Momentum, etc. Price ranges – indicaotrs like ATR, Bar Range Price values – simple price values […]

Strategy options

StrategyQuant > Program screens > Settings

Strategy options

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These settings allow you to specify the properties of the generated strategies as well as testing conditions. Some of the options are displayed only for Builder, because they make no sense in Retester. Build options Build options govern some of the aspects of how new strategies are randomly built. They are: Don’t use price range […]

Cross checks – automated strategy robustness tests

StrategyQuant > Quick start

Cross checks – automated strategy robustness tests

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Cross checks are optional additional methods that can be applied to every strategy after it is generated and passes the first filters. They can check strategy robustness from more points of view – by trading it on additional markets, or by using Monte Carlo methods to simulate 100s different equity curves, or even using Walk-Forward […]