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by jlwtrading
14 Mar 2013
Forum: MultiCharts
Topic: Walk Forward Testing [SOLVED]
Replies: 4
Views: 1870

Re: Walk Forward Testing [SOLVED]

Walk Forward should really be a part of the Portfolio Testing approach. The walk forward ability on one strategy on one instrument just doesn't cut it. Many of MultiCharts competitors have such a tool built in, and it appears to be an important way to understand the real world effects of a strategy ...
by jlwtrading
13 Mar 2013
Forum: MultiCharts
Topic: Selecting Custom Criteria for Optimization
Replies: 22
Views: 7846

Re: Selecting Custom Criteria for Optimization

That's my whole point! In many other products, you use a "portfolio" tester to see how one particular strategy works. You rank one strategy over another based on certain characteristics (Sharpe Ratio, Van Tharp's number, K-Ratio, CAGR/MMD, etc.). Furthermore, to get a real idea of how your strategy ...
by jlwtrading
13 Mar 2013
Forum: MultiCharts
Topic: Walk Forward Testing [SOLVED]
Replies: 4
Views: 1870

Walk Forward Testing [SOLVED]

I would like to make a suggestion about including this extremely important feature in future releases of MC. However, I would like to suggest an alternative approach to including it in MultiCharts. The renowned Market Analyst, Dennis Meyers, has developed an add on package called PWFO, which apparen...
by jlwtrading
12 Mar 2013
Forum: MultiCharts
Topic: Selecting Custom Criteria for Optimization
Replies: 22
Views: 7846

Re: Selecting Custom Criteria for Optimization

Perhaps I am just a new user who doesn't know the full functionality of this product, but the capability to rank a strategy (on a portfolio of securities) via the K-Ratio, or Sharpe Number, or Van Tharp's System Quality Number, etc. is a real feature gap. If I can't do that in this product, it doesn...

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