Search found 4 matches
- 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 ...
- 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 ...
- 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...
- 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...