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
Multiple exits generation (scale out, ATM)
Update of folder structure from Build 131

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
Custom analysis

Program screens

Indicators calibration (new in B131)
Builder
Databanks
Progress – project logs, performance stats and charts
Full settings
Settings – What to build
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 on additional markets
Monte Carlo retest methods
Use Cross checks build in Builder and Retester
Retest with higher precision
Monte Carlo trades manipulation
What If simulations
Optimization Profile and System Parameter Permutation in StrategyQuant

Optimization

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

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 & trading

Reliable backtesting in MetaTrader
Reliable backtesting in Tradestation / MultiCharts
The strategy tried to place stop/limit order at incorrect price
Reliable backtesting in JForex
Not supported for engine
Comparing and using the same backtest settings
Best practices for multi-TF strategies backtesting and trading

How to...

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 run the Metatrader in portable mode and what it is good for?
How to load and save build config
How to downgrade
Use OppositeBlocks configuration to control the negation
Multiple orders to the same direction
Troubleshooting
Documentation > StrategyQuant

Progress – project logs, performance stats and charts

Author: Mark Fric

May 21st, 2020

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when the project is running you can see various performance characteristics and logs on the Progress screen:

SQ Builder progress charts

 

Some of the charts are configurable and you can choose what you want to see.

 

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