Cross Market (multi-symbol) OPTIMIZATIONS and WFO (and other cross checks)

Please allow multi-symbol optimizations (including WFO and maybe even other crosschecks) which include more than one simultaneous market/symbol (based onĀ  portfolio based fitness) similar to the way we can already build multi-symbol in builder.

Currently, I can build multi-symbol strats in builder but then in order to do the WFO and MC, I must recode each strategy in MT5 using the MQL code to make it multi-symbol and then do a manual WFO and MC in MT5 the old fashioned way in a spreadsheet. Very time consuming and tedious!!!


Thank you for your consideration,
Bentra
https://bentra.ca/sug-history/

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  • Votes +6
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

b
#1

bentra

21.12.2022 05:25

Task created

b
#2

bentra

21.12.2022 05:25
Voted for this task.
b
#3

bentra

21.12.2022 16:46

Attachment Screenshot_438.png added

Screenshot_438.png
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OPTIMIZATIONS with crosschecks and ability to use portfolio based fitness or Monte Carlo based fitness.
E
#4

Emmanuel

22.12.2022 06:13
Voted for this task.
g
#5

geektrader

18.01.2023 19:05
Voted for this task.
A
#6

Asoea

11.04.2024 17:00
Voted for this task.
m
#7

mabi

11.04.2024 22:04
Voted for this task.
CG
#8

Chris G

12.04.2024 21:19
Voted for this task.

Votes: +6

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