Reply

Choose different period

3 replies

ivolux

Subscriber, bbp_participant, community, 5 replies.

Visit profile

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

0

tnickel

Customer, bbp_participant, community, sq-ultimate, 488 replies.

Visit profile

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/

0

ivolux

Subscriber, bbp_participant, community, 5 replies.

Visit profile

9 years ago #129170

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

0

Mark Fric

Administrator, sq-ultimate, 2 replies.

Visit profile

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

0

Viewing 3 replies - 1 through 3 (of 3 total)