[Must have in SQ4!] WFA/CWFA just as in TradeStation! MUST LOOK!
Hello, Recently i have stumbled upon a PDF file of one guy that teach’s algorithmic trading via using tradestation,
as i am an MT4 user only, i was curios and downloaded his free PDF ebook to see what is he talking about and what are the features that tradestation provides,
PLEASE CHECK THE NEXT CHAPTERS FOR MORE CLEAR INFORMATION ABOUT THE SUBJECTS: CHAPTER #21~24.
this thing is HUGE for getting rid of over-optimization and curve-fitting!, Mark please share your thoughts about the subject and share what you think about this, i will wait for a comment from you 🙂
others may join the conversation and share your thoughts about it,
personally i think this is a major thing that absolutely must be implemented into SQ4..!
Maybe you should explain more what you want in SQ4. I skimmed the chapters and it talked about functions that are in SQ3: walk forward analysis, walk forward optimization, and walk forward matrix (he called clustering). So maybe be more specific of what you want that tradeststion has, because maybe someone will skim the pdf like I did and miss the functionality that could benefit SQ4.
Sent from my HUAWEI MT7-TL10 using Tapatalk
This is *exactly* Walk Forward Matrix as notch and stearno have said. Its already in SQ.
This can help find strategies that aren’t very robust if used correctly but some professionals believe its just another optimization and more curve fitting if used incorrectly (optimizing of your optimization data segments).
Yea, we already have that:)
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