I’d be grateful if you could try to answer the following questions:
Q1: Is it possible to calculate custom indicators using range bars in SQ?
Q2: is it possible to perform a WFT of a portfolio of instruments as opposed to a single instrument?
Q3: if I perform a WFT using RET/DD as the fitness criteria, for each WFT run does SQ simply select the optimized instance of the original strategy that has the highest RET/DD?
Q4: Regarding robustness testing, when would it be appropriate to use randomize trade order with replacement?
Q1: you compute custom indicators in MT4, so if you are able to run EA on range data then you can also compute custom indicator values
Q2: not right now, we’d like to add it to the future version
Q3: yes, it choses the parameters that have the best performance criteria (in this example Return /DD) in the previous optimization period
Q4: what do you mean exactly by using randomize trade order with replacement?
Regarding Q4: I referred to the monte carlo analysis (robustness testing). One of the methods is to randomize trade order using either the exact or resampling (replacement) method so I wondered what are the advantages of exact vs resampling? When is it appropriate to use the resampling method.
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