Multi-Markets & Multi-TFs Strategy Optimization (Standard Optimization, SPP, SeqOpt, WF, WFM) Including CrossChecks*

Multi-Markets & Multi-TFs Strategy Optimization (Standard Optimization, SPP, SeqOpt, WF, WFM) Including CrossChecks*


This idea has been taken from Mr. Kevin Davey's course,
They got a tool (TradeStation 10 App) that runs your strategy across a list of markets and time-frames of your choice,
it runs a random optimization (could be better with an optional % range and steps selection :)) across all of those selected markets and time-frames,
and checks if the strategy got some potential across all of those selected markets and time-frames via a criteria "Number of all performed iterations are profitable then X%",
which it really reminds and mimics what SPP does (FYI Mr. Bob Pardo does it as well..)

And thats how we can check if our strategy got any edge on different markets and time-frames,

other than Multi markets and time-frames SPP, they can also perform multi markets and time-frames WF and WFM,

this is super cool, i wish we would be able to perform such things in SQX,

i know we can perform a multi market crosscheck but thats only to check the current parameters of 1 strategy out of 1 specific market and 1 specific time-frame,

it would have been cool to even use SeqOpt or any other optimization method to check for stable parameter sets across different markets and time-frames,

in simple words: Make the optimizations we got more flexible! ^_^, i got many feature suggestions for WF and other Optimizations please check out my tasks, thanks.


Resources:






Webinar Discussion with Kevin and Dave:
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  • Votes +11
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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15.06.2022 22:51

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