Blog archive

Simple support-resistance trading system tutorial for EA Wizard

In this article we are going to show you how to build a simple semi-automatic trading system based on support and resistance levels (S/R levels). The system will have following characteristics: prices for S/R levels will be defined by user through using input parameters. If not the EA will automatically place them on the chart […]

Islands evolution in StrategyQuant 4

In StrategyQuant 4 we introduced new genetic feature – islands evolution model. Islands evolution in genetic engine is a duplication of a real-world phenomenon to a programming world. In the natural world, populations of organisms are usually separated by geography. Left to evolve in relative isolation over many generations, vastly different species could occur in […]

Do you want to know how to become a profitable trader? .. an interview

What follows is an interview with a customer who successfully uses StrategyQuant for his trading, plus a little surprise. The customer name is Thomas. He started using this program in 2014. He was coached by my colleague  Zdenek Zanka who provides trading courses for traders in central Europe.In a short time Thomas created his first portfolio of […]

Portfolio correlation explained

QuantAnalyzer has a new feature that can compute a correlation of strategies in the portfolio. This can be used in Analyze tab, or in Portfolio Master, where correlation settings can be used to filter out portfolios with too big correlation. Here we’ll describe all the possible options of computing correlations. Correlation by (period) is simply […]

Success story – a "perfect" forex portfolio

This article will be about a StrategyQuant success story. The title is a little exaggeration, of course there is no such thing as perfect portfolio, but in this article I’ll present one that is close 🙂 I was contacted recently by two traders who have very good results building and live trading portfolio of strategies […]

Strategy Building Process (E-mini S&P 500 Futures)

Building a profitable emini strategy for ES / TF / EMD by Mark FricIn this article I’ll explain the complete step-by-step process of building a profitable, robust strategy for ES (E-mini S&P 500 Futures), including multiple steps of different robustness tests. This is a variation of my older article about Strategy Building Process for forex. […]

Range bar strategies step-by-step

In this article I’ll explain the step-by-step process of building a strategy for range or renko charts on MetaTrader4. The example below will use range bars, but the same process can be applied also to renko charts. What are Range or Renko charts? They are alternative charts that don’t display data in blocks grouped by […]

Walk-Forward Matrix

Walk-Forward Matrix is a powerful, unique feature in StrategyQuant platform. It can help you with two things: Verify strategy robustnessif the strategy passes Walk-Forwad Matrix test it means that with the help of parameter reoptimization it is adaptable to a big range of market conditions Find the optimal period for strategy reoptimizationit will help you […]

Walk-Forward Optimization

What is optimization? The idea behind an optimization is simple. First you have to have a trading system – for example a simple moving average crossover: If EMA(10) crosses above EMA(20) go long, otherwise go short. In almost every trading system there are some parameters (indicator periods, constants to compare, etc.) that influence the system […]

Strategy Building Process (forex)

Building a profitable EURUSD strategy by Mark FricIn this article I’ll explain the complete step-by-step process of building a profitable, robust strategy for EURUSD, including multiple steps of different robustness tests. There is also another variation of this article about Strategy Building Process for E-Mini S & P 500 Futures. When using machine learning techniques […]