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StrategyQuant X coensio workflow EURUSD H1 V1  

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stearno
(@stearno)
Active Member
Joined: 8 months ago
Posts: 11
02/04/2019 8:16 am  
Posted by: coensio

Note1: Some of the validation steps in this workflow are based on statistic/probabilities, if you eventually will filter out some good strategies, a good practice is to go back to test 1 (OOS1) and run those strategies through the whole process again.

 

Coensio,

I am sorry, I did not understand this statement.  Can you re-explain it?  Thanks.


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coensio
(@coensio)
Member Admin
Joined: 11 months ago
Posts: 175
02/04/2019 9:16 am  

The MC tests are done using random test parameter generation, if you will use a very low number of MC runs (e.g.: 100 runs, to speed up the processing time in your workflow), it can happen that a given strategy will pass this test only due to luck and not because it is a robust strategy. In that case you need to run MC tests with a much larger number of runs or repeat the same test few times to see if your strategy really passes this test each single time.

 


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Artur
(@apippone)
New Member
Joined: 7 months ago
Posts: 1
20/05/2019 2:17 am  

Hi Coensio,

Very impressive work! Thank you!

I was just doing everything manually before! 🤪 😬 

 

You mentioned you are working on "version 6 workflow". Where can get more information on it?

Have you tried workflows for non EURUSD?

 


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coensio
(@coensio)
Member Admin
Joined: 11 months ago
Posts: 175
20/05/2019 9:31 am  

W.R.T the version 6 I just took my version 1 and tweaked it by observing what is happening in each single step of the workflow until I got satisfactory results. I mainly concentrated on OOS and MC tests, those are the most critical tests IMHO.


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