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Monte Carlo retest methods

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

Monte Carlo retest methods

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This is another type of Monte Carlo simulations, in this case it simulates random changes in properties that require the …

Retest on additional markets

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

Retest on additional markets

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This test for robustness is quite though – it means testing the same strategy on different markets – it means …

Monte Carlo trades manipulation

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

Monte Carlo trades manipulation

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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

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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

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StrategyQuant X allows you to use cross checks (robustness tests) during the strategy build, or when retesting the strategies. There …

Cross checks – strategy robustness tests

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

Cross checks – strategy robustness tests

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

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 …

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 …

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 …

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 …