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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 […]

New DebugConsole for Snippets

New DebugConsole for Snippets

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DebugConsole was added in version 4.10 to allow for easier debugging/logging during Snippets development. It is very simple to use and allows you to see what’s going on “behind the scene” when your snippet is executed. Debug console is available from the toolbar: This displays debug/log console that displays both normal program logs and a […]

Displaying max open loss (MAE) and max open profit (MFE) on a trade

Displaying max open loss (MAE) and max open profit (MFE) on a trade

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This functionality was added in version 4.10. It allows you to display maximum open loss (MAE) and maximum open profit (MFE) for every trade. It works only with data that are loaded either from StrategyQuant or using special loaders, because standard backtest or trading history reports don’t contain this information. To display MAE/MFE on a chart […]

Special trade history exporters for MetaTrader and Tradestation

Special trade history exporters for MetaTrader and Tradestation

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Special trade exporters for MetaTrader and Tradestation were added in version 4.10. They have two advantages: they allow for “automatic” export of trades to a predefined CSV data file, without the need of saving report file manually MAE (max open loss) and MFE (max open profit) is recorded for every trade. This is possible only […]

Portfolio correlation explained

Portfolio correlation explained

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QuantAnalyzer has a new feature that can compute a correlation of strategies in the portfolio. This can be used in Analyze tab, or in Portfolio Master, where correlation settings can be used to filter out portfolios with too big correlation. Here we’ll describe all the possible options of computing correlations. Correlation by (period) is simply […]

Starting Quant Analyzer with more memory

Starting Quant Analyzer with more memory

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The maximum memory used by Quant Analyzer is 8 GB, which should be enough for anything. But if you want to run QA with more memory you can change the setting in QuantAnalyzer4.config file in the QA folder. Just change the line: option -Xmx8g to something else, for example: option -Xmx16g  <- for 16 GB    […]

Predict & Verify strategy performance using Monte Carlo simulation

Predict & Verify strategy performance using Monte Carlo simulation

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Predict & Verify is a new feature (tab) in Monte Carlo simulation engine that allows you to predict or verify strategy performance. Verify is especially useful in helping you to decide f you should stop the strategy or continue trading it when your strategy is not running as expected. How to use it? Predict & Verify […]