Tag: performance
Topic-Based Filter VS. Mixed Criteria Filter #1
Home I apply a topic based filter here, sorting by the best IS, followed by the best
Time and History passed, Just worried
Home In backtesting against 20 years of gold data, if my cost is around $1000, should I
SQX and FTMO setup #2 ranking – parameters
Home To ensure your trading strategy aligns with FTMO guidelines and efficiently trades XAUUSD while managing risk
Use ranking in portfolio maser with Full data not IS, OOS
Home Yes, your approach is valid and makes sense. Here’s why using full data for ranking in
Classify the values that should be in each sections, min – max
Home To classify the values for each metric you mentioned, I’ll provide typical ranges for minimum (min)
If the results exceeds the value you stated
Home If your results exceed the values I recommended, that’s an excellent indication that you have exceptionally
Maximize in possible value of all those ranking
Home Profit factor (IS) > 1.4 Ret/DD ratio (full) > 4 Stability (is) > 0.6 open dd
Can i use filters like above for portfolio making
Home Yes, you can definitely use the filters you listed for building your trading portfolio. Applying these
What i must do after step 3 for final review and compare?
Home After completing Step 3 (the Walk-Forward Matrix with real tick data), the next step for a
Data precision whould be Selected timeframe only , 1 minute data tick or Real tick ?
Home data precision whould be Selected timeframe only , 1 minute data tick or Real tick ?
Profit factor, dd,sharp ratio, cagr/dd% and another must be same to xauusd rank filter right?
Home Yes, when adapting your XAUUSD strategies for AUDUSD, you should use the same ranking and filtering
Should I retest with adjusted parameters?
Home When retesting strategies from XAUUSD on a new pair like AUDUSD, you should first consider retesting
Now i’ve over 3x,000 Strs. from XAUUSD. for best way i need to adapting those tons of Strs to another pairs like AudUsd what ill do by,..
Home To adapt your 30,000 XAUUSD strategies to another currency pair like AUDUSD, here’s a breakdown of
whats a different about ‘Simple’ and ‘Walk-forward matrix’ in Optimizer?
Home In StrategyQuant’s Optimizer, the Simple and Walk-Forward Matrix optimizations serve different purposes and offer distinct methodologies
Portfolio Master comparison.
Home Compare with my last step. Now I have more than 500 strategies ready to enter [Portfolio
Profitable ranking/filter.
Home Do you know all the filters / ranking (like profit factor, cagr/dd%, return/dd, ..) to mean