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Kornel Mazur

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Prohlížíte 15 příspěvků - 1 z 15 (celkem z 20)
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  • odpověď na: 15 Summary of robustness tests #41212

    Kornel Mazur
    Správce

    Thank you for sharing your idea Michael. I can confirm that more users are saving results of every robustness test into separate folder for recovery purpose.

  • odpověď na: 01 Robustness tests and the first test #40645

    Kornel Mazur
    Správce

    Hello,

    In the second OOS robustness test we are using for filtering Ranking&Filtering – Custom filters. You can choose if strategies which not pass these conditions will be deleted immediately or you will delete them manually in the databank.


  • Kornel Mazur
    Správce

    Hello,

    Average slippage for ES Futures market is 1.5 tick. For slippage test you can use for example 2 ticks.

  • odpověď na: 14 Walk Forward Matrix Evaluation #40252

    Kornel Mazur
    Správce

    Hello,

    You can use following setting, and based on it select robust strategy. Personally I suggest to use this test as confirmation of robustness rather than source of parameter set.

    Attachments:
    You must be logged in to view attached files.
  • odpověď na: 01 How to export the strategy #40251

    Kornel Mazur
    Správce

    Hello,

    You can install MT4 into separate folders and then connect them to the one account. The only restriction from your broker might be number of simultaneously opened pending orders. Maybe discuss this issue directly with your broker’s support.

  • odpověď na: 02 Data import into the StrategyQuant #39961

    Kornel Mazur
    Správce

    It will be probably GMT2 The best would be to contact Oanda support and ask them which exactly UTC timezone the broker is.

  • odpověď na: 02 Data import into the StrategyQuant #39879

    Kornel Mazur
    Správce

    Hello,

    Which city is located your broker? DataManager allows to clone data including DST shift.

  • odpověď na: 03 How to build a portfolio – part three #39123

    Kornel Mazur
    Správce

    I suggest to use whole data sample which you have available.

  • odpověď na: 02 Data import into the StrategyQuant #38841

    Kornel Mazur
    Správce

    Hello,

    You can check this tutorial about data: https://www.appdemostore.com/demo?id=6129955890003968

    Data Manager in SQ don’t have tick data import. The only way is to export them as CSV from TickDataSuite and then import them into Data Manager.

    Point value change: You can change instrument definition in the DataManager „Instruments“ tab. Point value for non USD symbols is changing over time but this affect only size of profit, Equity, Ret/DD ratio remains the same.

    Here you can find table of current point values for Dukascopy symbols: https://pages.strategyquant.com/strategyquant-data-setting/

    Adding new symbol definition: If you in DataManager click on „Dukascopy Data“ – „Add new symbol“ then you can select the symbol with defined setting.

  • odpověď na: 14 Walk Forward Matrix Evaluation #37809

    Kornel Mazur
    Správce

    Hello,

    there are two groups of users. First group is strictly following suggested parameters and the second one is treating this test as confirmation of robustness. So there is no exact answer for this. I am also adding attachment which discuss how to easily work with this parameters and export them.

    Attachments:
    You must be logged in to view attached files.
  • odpověď na: 04 Mixing trades and resampling test #36698

    Kornel Mazur
    Správce

    Hello,

    You can set this condition in the crosscheck tests and StrategyQuant will filter all strategies for you automatically.
    Please see condition example as attachment.

    Attachments:
    You must be logged in to view attached files.
  • odpověď na: 13 Walk Forward Matrix – settings #36689

    Kornel Mazur
    Správce

    You can add new condition which will involve Net Profit Stability. Please see the attachment.

    Attachments:
    You must be logged in to view attached files.
  • odpověď na: 02 How to build a portfolio – part two #36637

    Kornel Mazur
    Správce

    Could you please send us this error log at email support@strategyquant.com
    We will check it and let you know.


  • Kornel Mazur
    Správce

    1) Generally you could step-by-step try lower values until StrategyQuant start to generate strategies. Good practice is to obtain 20-30 trades per year for H4 timeframe and 5-15 for D1 timeframe.
    2) You could test workflow where you will use less trades for verifying the strategy. Obviously more trades – better.

  • odpověď na: 04 Process of strategy building #35494

    Kornel Mazur
    Správce

    Hello,

    You can use IS/OOS but then you face mentioned problem with low number of trades. To obtain longer OOS you can start using 50% IS and 50% OOS. There is no the only right solution.

    For D1 strategies high importance have test on a different markets. Logic of strategy should be robust enough to work well also on other similar markets. Also you can tray random generation which tends to produce less over-optimized strategies.

Prohlížíte 15 příspěvků - 1 z 15 (celkem z 20)