Choose different period
3 replies
ivolux
9 years ago #113420
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
tnickel
9 years ago #129144
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/
ivolux
9 years ago #129170
Sorry, I got mixed up with all the products. I was actually using EA Analyser not SQ.
Mark Fric
9 years ago #129176
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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