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Optimizing day of the week

2 replies

4 years ago #247728

Hi,

Is it possible to make the day of the week an optimizable parameter? For example, test parameters 1-7 in a single backtest, where 1=monday, 2=tuesday and so on.

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4 years ago #247729

my opinion – i dont think so…and even if yes, this will lead to overoptimising

secondly you can see behavior of strategy by the days in “trade analysis” – P/L by weekday

what to optimise?

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4 years ago #247735

hankeys wrote:

my opinion – i dont think so…and even if yes, this will lead to overoptimising secondly you can see behavior of strategy by the days in “trade analysis” – P/L by weekday what to optimise?

I intend to experiment with filtering out 1 day in a trading week, in particular monday/friday for a trend system. To me thats not an over-optimization.

Using the analysis tab in QA is only approximate. You are just removing completed trades from the backtest. The real trade history will be different because you do not consider other trades which could have been entered after a previous one was filtered out.

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