Tutorials
DocumentationPage 2
Add new

Monte Carlo trades manipulation

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

Monte Carlo trades manipulation

0
1 Star2 Stars3 Stars4 Stars5 Stars (1 votes, average: 5.00 out of 5)
Loading...

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

0
1 Star2 Stars3 Stars4 Stars5 Stars (1 votes, average: 5.00 out of 5)
Loading...

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

0
1 Star2 Stars3 Stars4 Stars5 Stars (2 votes, average: 3.50 out of 5)
Loading...

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

0
1 Star2 Stars3 Stars4 Stars5 Stars (1 votes, average: 5.00 out of 5)
Loading...

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

Genetic options

StrategyQuant > Program screens > Settings

Genetic options

0
1 Star2 Stars3 Stars4 Stars5 Stars (1 votes, average: 5.00 out of 5)
Loading...

when you set Build mode to Genetic evolution in What to build -> Build Mode, a new tab Genetic options …

Ranking options

StrategyQuant > Program screens > Settings

Ranking options

0
1 Star2 Stars3 Stars4 Stars5 Stars (No Ratings Yet)
Loading...

When the strategies are generated, every new strategy is backtested on a history data and the results of the backtest …

Cross checks (robustness tests)

StrategyQuant > Program screens > Settings

Cross checks (robustness tests)

0
1 Star2 Stars3 Stars4 Stars5 Stars (No Ratings Yet)
Loading...

Cross check tests are additional tests that can be applied to your strategy. The idea behind robustness testing is to …

Money management

StrategyQuant > Program screens > Settings

Money management

1
1 Star2 Stars3 Stars4 Stars5 Stars (3 votes, average: 2.33 out of 5)
Loading...

Money management (or position sizing) specifies how many lots or shares are traded on each trade. StrategyQuant contains flexible money …

Build mode

StrategyQuant > Program screens > Settings

Build mode

0
1 Star2 Stars3 Stars4 Stars5 Stars (No Ratings Yet)
Loading...

Settings that affect how strategies are generated. You can choose from two options – genetic evolution or random generation.  For …

Building blocks

StrategyQuant > Program screens > Settings

Building blocks

0
1 Star2 Stars3 Stars4 Stars5 Stars (No Ratings Yet)
Loading...

Building blocks are the core components that are combined to create rules and actions for every trading strategy. There are …