whats a different about ‘Simple’ and ‘Walk-forward matrix’ in Optimizer?
In StrategyQuant’s Optimizer, the Simple and Walk-Forward Matrix optimizations serve different purposes and offer distinct methodologies for
Lets get an ideas for more another trading style instead of major!
Here’s an updated version of unique trading styles using three or more signals from your list. This
Can i use another like/same Fibonacci Retracement
Yes, you can incorporate Fibonacci Retracement in your strategy development within StrategyQuant X (SQX), but it will
Count and listing used indicators passed strategies.
To match your available signals to the 12 strategies, let’s review and count which indicators would be
Portfolio Creation IS/OOS.
For filtering strategies in In-Sample (IS) and Out-of-Sample (OOS) phases, here’s how you should approach it to ensure long-term stability:
What should I filter and rank Priority?
In phase 1, which says to create 4-6 portfolios, in this part, what should I filter and
Portfolio Master comparison.
Compare with my last step. Now I have more than 500 strategies ready to enter [Portfolio Master]
IS and OOS.
Added ability to filter by IS and OOS in each topic to see which IS/OOS should be
Profitable ranking/filter.
Do you know all the filters / ranking (like profit factor, cagr/dd%, return/dd, ..) to mean profitable
If i dont want to use ADX MACD RSI ATR.
If you prefer not to use ADX, MACD, RSI, or ATR, we can build the strategy using other signals from your
Simple Trend Momentum Grid Strategy..
Let’s simplify things by using the signals you already have in your system. Here’s a strategy you
Random uniqe and exotic trading style.
By merging these trading strategies with your specifications, you’ll create a highly adaptable system that should perform
Out-Of-Sample (OOS) performance.
OOS Testing: More importantly, assess the performance during out-of-sample testing to ensure the strategy is robust in
300 ea in Portfolio
To filter and select the best strategies from your 300+ strategies in Portfolio Master, follow a systematic approach that
Is possible to found my setup?
Yes, it is possible to find or build a strategy that meets these criteria, but it will
I need confirm stability for long term running?
When focusing on long-term stability for your strategy, aside from CAGR/Max DD% and Sharpe Ratio, the most critical metric to