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Forums>Quant Analyzer (formerly named EA Analyzer)>General Discussion>Only extract “pass” simple strategies from Walk Forward Matrix Portfolios

  • #259393 |
    Insanity82007
    Customer
    28 Posts

    When I load an SQX file into QA that has WFM components in it, I can use the “Split to single strategies” option under the portfolio databank menu to split each WFM run into it’s own simple strategy e.g. with a grid that has 2 to 7 runs (step 1) and 10% to 50% out of sample (step 5%) I get a grid with 54 results that will split into 54 single strategies + the original strategy for a total of 55 simple strategies.

    Is there a way to split out ONLY the simple strategies that have passed the criteria for WFM testing e.g. in the image attached I only want to split out 25 of the 54 that have passed the criteria?

    Thanks :)

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    #259433
    tomas262
    Administrator
    1823 Posts

    Hello,

    there is not a way do this now. You can simply extract all and delete those that did not pass

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