StrategyQuant

Community

Contents

Introduction

Introduction – What is StrategyQuant
What’s new in StrategyQuant X?
How does StrategyQuant work?
System requirements
Installation
Backtesting engines – MetaTrader 4,MetaTrader 5, Tradestation

Quick start

Program layout
Builder layout
Databanks and files
Different build modes
Strategy style
Cross checks – automated strategy robustness tests
Recommended workflows for building strategies
Fit strategy to existing portfolio

Program screens

Builder
Databanks
Progress – project logs, performance stats and charts
Settings – What to build
Full settings
Settings – Parts to improve
Settings – Genetic options
Settings – Data
Settings – Trading options
Settings – Building blocks
Settings – ATM
Settings – Money management
Settings – Cross checks
Settings – Ranking
Settings – Notes
Results – Overview
Results – Strategy analysis metrics
Results – List of trades
Results – Equity chart
Results – Trade analysis
Results – Strategy correlation
Results – Trades on chart
Results – Strategy config
Results – Source code

Cross checks - robustness tests

Retest with higher precision
Monte Carlo trades manipulation
Retest on additional markets
Monte Carlo retest methods
Use Cross checks build in Builder and Retester
What If simulations
Optimization Profile and System Parameter Permutation in StrategyQuant

Optimization

Description of advanced Walk-Forward values that can be used in filters / databank
Simple Optimization
Recommended optimization parameters
Walk-Forward Optimization
Walk-Forward Matrix

Strategy templates, custom blocks and indicators

Strategy templates
Custom blocks
Random groups
External indicators
Configuring parameter ranges for standard and custom blocks

Custom projects and tasks

Introduction to custom projects
Main concepts
Build strategies task
Retest strategies task
Automatic retest task
Automatic retest – Data setting
Optimize strategies task
Stop & Start task
Filter strategies task
Go To Task
Notification task
Create portfolio task
Clear databanks task
Load from files task
Save to files task
Call external script task
Delete a file
Wait for user/file
Update data task
Log databank contents

Reliable backtesting

The strategy tried to place stop/limit order at incorrect price
Reliable backtesting in MetaTrader
Reliable backtesting in Tradestation / MultiCharts
Not supported for engine
Comparing and using the same backtest settings

How to...

How to run the Metatrader in portable mode and what it is good for?
How to load and save build config
Manually configure internal web server port
Merge / Split Portfolio
Export strategy from StrategyQuant and test or trade it in MetaTrader
How to install Strategy Quant indicators to Metatrader 4/5
How to downgrade
Use OppositeBlocks configuration to control the negation
Multiple orders to the same direction
Troubleshooting
Documentation > StrategyQuant

Filter strategies task

Author: Mark Fric

May 11th, 2020

Rating:
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a special task that can delete, copy or move strategies from one databank to another – you can optionally set a filter to apply the operation only on strategies that fulfill the specific conditions:

Filter strategies custom project task

< Previous: Stop & Start taskNext: Go To Task >

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