Get the Tools here: strategyquant.onfastspring.com/quantanalyzer-pro-quantdatamanager-pro-lifetime-license Use the Code BM10 for an extra Discount! StrategyQuant is currently offering a special Black Friday Promotion for the QuantAnalyzer Pro and QuantDataManager Pro. I use both of these programs myself for my testing and strategy development and I like them a lot. This is a great opportunity if you also work with automated trading programs and look for a way to optimize your workflow.
Good luck, Rene. Maintaining the profit factor and you will eventually be passing the 100k challenge, doesn't matter how long it takes to achieve. Then again 100k challenge on FTMO is very expensive, if compared to other reputable prop firm.
Very well done René! I also have good hopes for your challenge as you are combining strategies and finding potential correlations, which should be avoided. I know you’ll succeed with this challenge. Keep up your incredible nice work!
gut gemacht. very well done, its always nice to have new input towards quant software and testing. or me a future project, as im with mechanical manua systems, but very inspiring thanks
Hi Rene, thanks for this wonderful tutorial. Question; do you need to firstly backtest on the MT5 platform with Dukascopy data and copying that result into an html file and upload it in Quant Analyzer 4? Because on their website they mention they create completely modified code in mt5, and they are talking about high quality data available for backtesting, which seems to me you should be able to run your backtests on their platform and skip the part (html files uploading) you were suggesting. Can you elaborate on this please?
Hi Rene, got a question re the analysis: so when you combine all strategies, it is adding up all profit/losses? Because it doesn't make sense unless you are using fix lots and same exact SL money amount on each trade for each strategy during the whole analysis, no? If you use percentages, the EA will use a trade lot based on the current balance, which will also increase the losses. Is it something you have considered? Thanks!
Would it be possible to create an EA that contains a multiplicity of systems (entries, exits, position sizing, etc)? This could help when optimising for a portfolio rather than optimising individual systems and lumping them into a portfolio.
День назад
Yes sure it would be possible. But it will also be complex and hard to analyze I think.
At 6:15 you say you'd fail the challenge with a 37k drawdown. However, that's only 2.33% relative drawdown. Doesn't that mean that the portfolio in the period was not 100k anymore but much higher? That would mean you never got a payout and only let the account grow. Therefore, that wouldn't have been an infraction of the dd rule.
Get the Tools here: strategyquant.onfastspring.com/quantanalyzer-pro-quantdatamanager-pro-lifetime-license
Use the Code BM10 for an extra Discount! StrategyQuant is currently offering a special Black Friday Promotion for the QuantAnalyzer Pro and QuantDataManager Pro. I use both of these programs myself for my testing and strategy development and I like them a lot. This is a great opportunity if you also work with automated trading programs and look for a way to optimize your workflow.
hi rene, thanks for the videos, really helped me learning mql5, have you done a video on logic operators? trading conditions??
Good luck, Rene. Maintaining the profit factor and you will eventually be passing the 100k challenge, doesn't matter how long it takes to achieve. Then again 100k challenge on FTMO is very expensive, if compared to other reputable prop firm.
Wish you all the best! Hope you pass the challenge with flying colors!
Very well done René! I also have good hopes for your challenge as you are combining strategies and finding potential correlations, which should be avoided. I know you’ll succeed with this challenge. Keep up your incredible nice work!
gut gemacht. very well done, its always nice to have new input towards quant software and testing. or me a future project, as im with mechanical manua systems, but very inspiring thanks
Best of luck hope you win and become #1
Hi Rene, thanks for this wonderful tutorial. Question; do you need to firstly backtest on the MT5 platform with Dukascopy data and copying that result into an html file and upload it in Quant Analyzer 4?
Because on their website they mention they create completely modified code in mt5, and they are talking about high quality data available for backtesting, which seems to me you should be able to run your backtests on their platform and skip the part (html files uploading) you were suggesting. Can you elaborate on this please?
Hello rené thanks for your content as always, just one question: why did you go back to usethe range breakout and not the breakout percentage?
I use both SL methods actually in this account ;)
Hi Rene, got a question re the analysis: so when you combine all strategies, it is adding up all profit/losses? Because it doesn't make sense unless you are using fix lots and same exact SL money amount on each trade for each strategy during the whole analysis, no? If you use percentages, the EA will use a trade lot based on the current balance, which will also increase the losses. Is it something you have considered? Thanks!
I thought your video was very interesting. Thank you :)
Would it be possible to create an EA that contains a multiplicity of systems (entries, exits, position sizing, etc)? This could help when optimising for a portfolio rather than optimising individual systems and lumping them into a portfolio.
Yes sure it would be possible. But it will also be complex and hard to analyze I think.
8% annual with a 2.33% max drawdown is a beast! LIke this portfolio is better than Warren Buffett?
You mocking or really appreciating?
Just backtests ;) i am sure buffet could also perform great trading the past. But still I am super interested how it will go :)
My EAs get 10% for 5% dd, its nice but its backtest and it is optimized for the past.
@@nikhilpal9513 Just really appreciating
did you check your results for i) slippage ii) commissions iii) spreads and, depending on the pertinent systems, also for iv) high impact news?
At 6:15 you say you'd fail the challenge with a 37k drawdown. However, that's only 2.33% relative drawdown. Doesn't that mean that the portfolio in the period was not 100k anymore but much higher? That would mean you never got a payout and only let the account grow. Therefore, that wouldn't have been an infraction of the dd rule.
I didn’t know FTMO can be used with mt5… do u have a video to integrate both of them
Also would like to add I write my code in python…
You can just download the MT5 on the FTMO webpage and then you just login with your login credentials :)
it's their standard platform
Are you on LinkedIn?
Nope