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save WHAT IF

what for we can use WHAITF - for example on CHF pairs, we could have big trades in 2015 so the EQ curve of system is distorted

so i want to remove this big trades from my backtest - i will run what if - so far so good, but i cant save the WHAT IF version of backtest

why the whaif works only as some MC test - we need to save results from what if to make sense for CHF strats

Attachments

Votes +3
Project StrategyQuant X
Type Feature
Status New
Priority Normal

History

hankeys

08.02.2021 09:49

Task created

hankeys

08.02.2021 09:50

Voted for this task.

kainc301

10.02.2021 16:58

Either this or put them into templates so we can modify them with strategies.

https://roadmap.strategyquant.com/tasks/sq4_5967

hankeys

17.02.2021 21:56

any news? - without this feature all CHF pairs are out of borders and we need to save strats without the spikes in 2015

kbtech

04.09.2022 08:43

Voted for this task.

kbtech

04.09.2022 08:45

Good feature for all whatif tests. Would me nice to force a whatif backtest to become a main test. Though for stuff like MC paramters I don't see it working (/being an easy solution)

kbtech

04.09.2022 08:48

Attachment image-0.png added

image-0.png

(122.50 KiB)

@Hankeys though if u wanted to avoid CHF spikes. I suggest you add the no trade to your builder. Or just remove that date from the symbol entirely.
This solution would work easy for all robustness tests

Hans

14.09.2022 23:43

Voted for this task.

Votes: +3