How To Use StrategyQuant's Walk-forward Matrix

Рет қаралды 3,036

Күн бұрын

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Your test settings can make or break your walk-forward optimization. StrategyQuant’s walk-forward matrix can help you select optimal settings.
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⏰ Chapters:
0:00 Introduction
0:32 Walk-forward Optimization Overview
2:07 What's a Walk-forward Matrix
3:51 Setting Up a Walk-forward Matrix
5:41 Walk-forward Matrix Results
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Пікірлер: 22

@TradingTact 4 ай бұрын

My recommended broker: globalprime.com/?refcode=82309 Highest rated broker on FPA! shorturl.at/efpE6

@tonatiuh2395 Жыл бұрын

Amazing as always!!! Keep going brother❤

@TradingTact Жыл бұрын

thanks brother, much appreciated.

@digitaldreamer495 7 ай бұрын

Amazing video, thank's !

@TradingTact 7 ай бұрын

welcome, happy to help

@uiop5898 Жыл бұрын

Thank you !

@TradingTact Жыл бұрын

welcome

@Bruets Жыл бұрын

Another great video Wayne! 👍 I'd be really interested in a video on how you set up your custom projects, and your workflow for vetting potential strategies.

@TradingTact Жыл бұрын

Thank you Bruets, I will add that to my list if time permits.

@TradingTact Жыл бұрын

If my content brings value to you, please consider donating $1 to keep the channel going: www.buymeacoffee.com/tradingtact

@schranztradingasset 6 ай бұрын

Nice video, but the most important question is final open, do you use the last row of the resuls view the "Apply params to strategy" for you strategy? Which row do you select?

@TradingTact 6 ай бұрын

Hello, if you backtest with updated data, you will apply the most recent parameters. For example, if you backtest until December 2023, the last row in the parameter table will be until 2024/2025 (depending on WFO settings). You apply that final row.

@mohammadsadeghi1636 Жыл бұрын

Hello, nice work!!. When the re optimization is needed, how would you do it?

@TradingTact Жыл бұрын

Hi, rerun the WFO using the latest in-sample portion, and apply the optimal parameters

@mfg330 Жыл бұрын

Hi Wayne, thanks for this great video! I'm seriously considering getting SQX, but I'm not sure which version makes the most sense. Do you own the Ultimate version or do you know which additional "premium modules" the user gets in the Ultimate version? Do you have a recommendation? Thanks and best regards!

@TradingTact Жыл бұрын

Hello, the ultimate version is great if you want to trade futures, or sell your EAs on the MQL5 marketplace. Otherwise the pro version will suffice. There's a black friday sale going on now, and you can get a further 15% sale with coupon TACT, so you'll get less than half price. strategyquant.sjv.io/c/2571450/1643110/8548

@lmpaske 10 ай бұрын

These are not good settings. There are way too many runs. The number of OOS trades are too low to be statistically significant. Also the high number of runs means that adjacent runs are very similar, which again, reduces significance. The number of criteria is IMO too few. Better to use 5 or 7. And not including drawdown or other risk focused metrics is fail.

@TradingTact 10 ай бұрын

thanks for the feedback. Tradeoffs had to be made.