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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 ūüôā 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 […]

Getting started with StrategyQuant – Practical example

Let’s say we want to develop new trading strategy for EURUSD. Inputs With StrategyQuant we don’t need to define exact trading rules – we can let the program find the best entries and exits.We’ll only define which blocks the strategy should consist of (indicators, price data, operators, etc.) in Step 2. We’ll define the performance […]

Robustness Tests and analysis

Curve-fitting strategy to the historical data on which it was build is the biggest danger of strategies generated using any machine learning process.After developing new strategy you should make sure your strategy is robust – which should increase the probability that it will work also in the future. What is robustness?It is simply the property […]

How StrategyQuant works

Manual creation of a trading strategy – the old way Manual development of a new trading strategy is a slow process.It starts with trader using his experience and knowledge to pick up the elements of the trading strategy like technical indicators, price patterns, entry and exit order types and general strategy design. When the prototype […]

Better results with equity control?

Equity control functionality in Quant¬†Analyzer allows you to simulate and test various methods of using equity curve to control trading logic. What does it mean exactly?The strategy can look at its own performance in the past (its equity curve so far) and use it to determine how it should trade in the future. The premise […]