<- Back to Tasks

Enable export of compiled walk forward optimization historical parameter in source code

The features of WF optimization and WF matrix in SQX have potential to create robust strategies.

Unfortunate current version SQX  could not export source code that include  the walk forward optimization parameter of every OOS run to create the compiled equity of the OOS data in trading plat form like Tradestation and  Multiplcharts  

Please consider Enable export of compiled walk forward optimization historical parameter in source code 

The attached files are to clarify  my request of this feature.


In addition it would be even better to add several future OOS periods to remind the date need for re-optimization in the future 

Attachments
Original source code .txt
Original source code .txt
(2.32 KiB)
WFH parameter added to Original code.txt
WFH parameter added to Original code.txt
(6.08 KiB)
Example to list extra future OOS period for future reoptimization.jpg
Example to list extra future OOS period for future reoptimization.jpg
(57.69 KiB)
Insert WF historical parameter to create compile equity curve of all OOS data.jpg
Insert WF historical parameter to create compile equity curve of all OOS data.jpg
(156.99 KiB)
OOS parameter.png
OOS parameter.png
(78.98 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

LP
#1

hotcabi

26.07.2021 10:57

Task created

LP
#2

hotcabi

01.08.2021 18:11
Voted for this task.
Votes: +1

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please