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Question about sqx feature

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Moonkrit

Subscriber, bbp_participant, 3 replies.

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2 years ago #275283

Hello,
I have been using trial version.there are some features I doubt.

1. The result from doing optimization. How do we know which strategy with stable parameters in their range? Can SQX do?

2. I found the filter named “worst parameter stability..” . I didn’t see its definition in the document. Could you explain this value?

3. What is different between In-sample-traing and In-sample-validation? If you don’t mind please give me an example.

Thank you very much

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tomas262

Administrator, sq-ultimate, 2 replies.

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2 years ago #275314

Hello,

1) check our tutorials and articles on optimization and how to choose results https://strategyquant.com/?s=optimization&filter=documentation

2) WorstParametersStability is computed in WalkForwardParametersStability class. It represents biggest parameters differences compared to optimization range.

3) In Sample Validation (ISV) – a new part in SQ X that is used to determine if strategy performance in IST part holds also in ISV part. In machine learning it is used to determine if models trained on Training set (IST) holds also in Validation set. In SQ X it can be used to restart genetic evolution when fitness stagnates in this part.

 

 

 

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Moonkrit

Subscriber, bbp_participant, 3 replies.

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2 years ago #275342

I have tried on sequential optimization. In the parameter setting, I chose “trading option” to optimize. But “time range from/to trading” is not optimized. Is it bug?

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