Using Scripter like a KING

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clonex / Ivan Hudec

Customer, bbp_participant, community, sq-ultimate, contributor, author, editor, 271 replies.

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6 years ago #197864

Hi,

in QA ther is a Scripter which should be able to ” Do you want to make a Monte Carlo simulation? You can do it using Scripter, defining all the parameters and storing the result into databank or displaying the key values in the output field.”

Ok my question :

it is possible to do something like this . I open 50 strategies i load them to databank. Then in scripter i looop through them and in case of every strategy i set for example new MM method , or different IS/OS period and then i save threm somwhere? ( and after that i manually load them to databank again )

Thanks ,

CLNX

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mabi

Customer, bbp_participant, community, 261 replies.

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6 years ago #201387

One other thing would be to be able to build portfolios that have as small stagnation and drawdown as possible by sizing them correctly as per their correlation this since actually QA is very bad in analyzing correlation. I tried this by simply retesting and save individual strategies at  0.01 -0.1 and load them all in Portfolio analyzer the result was very good but it would be impossible to retest say 2000 strategies 10 times  save them and later load  now 20000 strategies since this will be way many for QA to handle. By doing this sizing automatically wile building a portfolio you might be able to even remove most losing months historically anyway. The test I have done showed  really nice results.

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