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Forums>StrategyQuant>General Discussion>Choose different period

  • #113420 |
    Participant
    3 Posts

    Hi. I’m new to SQ and love it so far. So much better than standard MT4 Strategy tester.

     

    My question is: Is it possible to change period for strategies and portfolios. So I can look at stats for given period of time, for example, last 3 years, last 5 years etc. 

    I see a Period window that says in sample and out of sample, but not  really sure what they mean. 

     

    Thanks

    #129144
    Customer
    247 Posts

    Hi Ivolux,

    you can change all period data.

    I will give you an example:

    Period H1

    IS: 1.1.2005-1.1.2009

    OSS: 1.1.2009-1.1.2010

     

    You generate IS and check if OSS have the same behavior.

     

    After generation you can change the perioddata for additional tests.

     

    IS: 1.1.2002-1.1.2009

     

    and look how the equity curve looks.

     

    You can find more information at the homepage.

    for example:

    https://strategyquant.com/articles/strategy%20building%20process%20emini

     

    thomas

    https://monitortool.jimdofree.com/

    #129170
    Participant
    3 Posts

    Sorry, I got mixed up with all the products. I was actually using EA Analyser not SQ. 

    #129176
    Mark Fric
    Administrator
    1182 Posts

    as I already replied:

    this is possible in the new EAA 4 (currently in Beta version). You can set Out of sample period in Analyzer -> Settings

    Mark
    StrategyQuant architect

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