Walk Forward Matrix
5 replies
Enric
5 years ago #237088
Hi,
Maybe I’m death wrong but after countless hours and trials, running several optimizations on several strategies in SQ3 and SQX comparing results – that would have been much easier if there was a good documentation by the way. I’m pretty sure SQX doesn’t work well on the WFM Optimization. I’ve reported a bug: https://roadmap.strategyquant.com/tasks/sq4_3621
Daniel
5 years ago #237118
Yes, I am also missing some good documentation that describes this WFM process in detail. Would be great if we can put little bit more attention to the WFM features.
Only really very few strategies passes my 50% WFM Net Profit stability threshold in SQX (maybe only 1 from 100 strategies that passed already every other Monte Carlo Checks). In SQ3 I had more (like 10 from 100).
DP
tomas262
5 years ago #237145
Thanks for adding the detailed information into our roadmap. It will be investigated. Extended documentation is also being prepared together with courses & tutorials. It will soon become available
Daniel
5 years ago #237184
hankeys
5 years ago #237187
no
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Enric
5 years ago #237190
Hey, geffect. At first I had the same intention; “let me save it on SQ3 format and I’ll take it from there to this final test”. I tried but as kankeys said that’s not possible because the STR format (SQ3) just saves the list of trades or at least that’s what you see when you open it from SQ3. You loose all the logic inside the strategy so that’s not an option.
Just wait until this bug was fixed
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