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EXPORT WFM TRADES REPORT FOR BUILD PORTFOLIO

3 replies

FILIPE BONALDO ACERBI

Customer, bbp_participant, community, 27 replies.

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6 years ago #217784

Hello,

I was testing the better way to build with portofolio. I built using EAs with the original parameters and with the optimized parameters and I found that use original parameters is better to built a portfolio. I think that the optimized parameters improve only a specific period since the optimization has a period of validity, and after expired this validity, we have to optimize again, so, is better use EAs with the original parameters because these parameters are suitable for every period.

Now I want test how could be a portfolio that uses the trades report directly from WFM and I think that could be the best scenario. This WFM report contains trades using the updated optimized parameters for each specific period. So, I think is better load this WFM report to QA and build a portofolio, because the master portfolio will select the best behavior of these strategies that was continuous optimized each period of time. And this scenario is what we use in real world, because we are constantly optimizing the EAs after a period of time according the WFM test.

I found only a way to export WFM trades in CSV and I will have a lot of work to load to QA. Is there a way to export in file report supported by QA?

Thanks.

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tomas262

Administrator, sq-ultimate, 2 replies.

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6 years ago #217789

Hello,

the WFM result can be also loaded into QA using the OWF format saved file from StrategyQuant

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FILIPE BONALDO ACERBI

Customer, bbp_participant, community, 27 replies.

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6 years ago #217799

I thought that only str files could be loaded in QA. It´s helped a lot. Thanks Tomas.

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mabi

Customer, bbp_participant, community, 261 replies.

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6 years ago #232510

would be nice if this WFM strategy formate could also be loaded in to Montecarlo retest to verify the chosen settings. This would mean that all periods settings should be saved to the strategy code so that you can randomize the parameters for each period etc.

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