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stearno
(@stearno)
Active Member
Joined: 6 months ago
Posts: 11
03/04/2019 6:20 am  

Here is my first strategy that passed the default coensio workflow and default WFM.  What do you think?  Any suggestions, thoughts, or insights?


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coensio
(@coensio)
Member Admin
Joined: 9 months ago
Posts: 167
03/04/2019 7:47 am  

@stearno:

It looks OK at first sight...however I would not trade RetDD of 5 unless it has been proven to be a super robust system, for example here are the steps you could do to verify it even more:

1. Run a full historical backtest with A. real ticks+real spread+commissions+added slippage and B. real ticks+'higher' custom spread+commissions+added slippage and see how it looks

2. Run through exhaustive 'MC test random trades' (to see the max expected DD at 98% confidence), 'MC test ATR' and 'MC test parameters' to verify visually resulting 'cloud' = spread of outcomes.

3. Analyze resulting Optimization profile and SPP graphs (from your Walk Forward Matrix)

Please always post your resulting pictures here so we can see it 🙂

 

P.s.: Did you also verify your broker allows trading on Sunday?

Gr

Chris

 

 


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munchie
(@munchie)
Active Member
Joined: 7 months ago
Posts: 12
17/04/2019 12:33 am  

Hi Chis,

I have a problem with my workflow, I dont know is there any wrong with my setting ,when I build ed strategies it all came out $20.00 or less ,more little    .Please help me to go through with my setting ,please see below my attachment .Thanks some reason I can not attach more than one so I will send couple time then .Thank again

Sincerely,

Munchie


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munchie
(@munchie)
Active Member
Joined: 7 months ago
Posts: 12
17/04/2019 12:34 am  

Hi Chirs,

Here is the other.Thanks


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munchie
(@munchie)
Active Member
Joined: 7 months ago
Posts: 12
17/04/2019 12:35 am  

Hi Chris,

Please see the attachment.Thanks


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munchie
(@munchie)
Active Member
Joined: 7 months ago
Posts: 12
17/04/2019 12:36 am  

Hi Chris,

Please see the attachment.Thanks


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munchie
(@munchie)
Active Member
Joined: 7 months ago
Posts: 12
17/04/2019 12:37 am  

Hi Chris,

Please see the attachment.Thanks


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munchie
(@munchie)
Active Member
Joined: 7 months ago
Posts: 12
17/04/2019 12:40 am  

Hi Chris,

This is the last one.Thanks for your help . I just have SQ from last Feb of 2019. This is my second workflow ,the first one nothing good at all and I did through default fo SQX .


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coensio
(@coensio)
Member Admin
Joined: 9 months ago
Posts: 167
17/04/2019 8:22 am  

1. Your OOS periods are overlapping this will not work. Just make sure you 'spread' your OOS periods over your data, I personally use 50% IS 50% OOS.

2. Disable or change winning percentage filter from 50% to 30%. You do not need 50% winning rate to be profitable

3. Disable commissions during generation step it slows down whole SQX

4. I would also not do MC during generation, it slows things down...

5. For fitness filtering just use Ret/DD as target,  a complex fitness function will not work well..

 

This post was modified 5 months ago by coensio

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munchie
(@munchie)
Active Member
Joined: 7 months ago
Posts: 12
19/04/2019 8:35 pm  

Hi Chis,

Thanks for your help .I will adjust what you suggested ,I will let you know the result 

Sincerely,

Munchie


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