Basic Question

Hello. I am new on SQX. I started to develop strategies using the predefined parametrs for Forex 1 hour.

I have created a project which build 15.000 strategies in genetic mode  and retest robustness on: OOS, other markets, MC manipulation, MC methods, and W forward Matrix with fixed MM, and again with % on account MM.

 

Later I export Dukascopy data to MT5 and test strategy directly on it.

 

Finally I import to  Quant analyzer, create uncorrelationed portfolio, reject correlated  and test Montecarlo  and the  Money Management tool, for example the system  have as worst scenario 33 consecutive losses, in consequence my risk would be 0,18% per trade to avoid a draw down bigger than 6%, looking  for a profitatbility around 20% for portfolio and a dd around 6%. More strategies I add  to porflolio lower the risk per trade.

My question is about Walk Forward Matrix.

 

I pretended use WFM as robustness test. But when I import to Quant analyzer strategies I see I may import the simple asset or the differents one created as different runs. So seems is optimized then?

 

Thanks

 

I am a little bit loss, So this means at the same time I execute the Walk Forward Matriz test I am optimizying too?

Thanks