Doing monte carlo using walk forward trade history

こんにちは, 

After using the walk forward matrix and selecting the best strategy parameters, number of runs and OOS%, I want to take the actual walk forward trade history and perform MC testing on them. Is this possible in SQ?

こんにちは,

I am bumping this thread because it has been 8 years without a clear answer, and this functionality is crucial for a robust automated workflow.

Currently, many of us want to perform Monte Carlo testing specifically on the “stitched” Out-of-Sample results generated by a Walk-Forward Analysis (WFA) automatically within a Custom Project.

The goal is to ensure the MC test randomizes trades or parameters based on the actual WFA trade history/logic, rather than reverting to the baseline static parameters of the original strategy.

Could the SQX Team please provide a definitive guide on:

How to pass the WFA “Trading Profile” directly to a Monte Carlo task in Custom Projects without manual intervention.

Which specific “Backtest Engine” settings must be selected in the Retest task to ensure it recognizes the WFA segments.

A clear update or a video tutorial on this would be highly appreciated by the community!

Yeah, I’m stuck with the same issue. Can someone please answer this question?

こんにちは,

SQX Team, can you please confirm how to run Monte Carlo testing on the stitched Out-of-Sample trades from Walk-Forward Analysis (WFA)?

Have you tried selecting the WFM in the MonteCarlo Data Filters?

Where the Conf levels are you can select WFM and OOS, I don’t know if this will help you