Toolbox-Workflow Generator


Question:

What is Toolbox?

 

Answer:

Toolbox is a collection of helpfull tools for strategy analysis

 

 

Question:

How much cost Toolbox?

 

Answer: 

Nothing, this is freeware by Thomas Nickel

 

 

Question:

What ist Toolbox-Workflow Generator

 

Answer:

This is a complex tool to generate workflows for the StrategyQuantX


Toolbox contains a workflow generator for the StrategyquantX. A workflow generator have different usecases.

 

1) Check stability of strategy generation in different time periods. You can check if a workflow is stable in different timeperiods.

2)  Check if a Building Block setting is good or not.

3) You can optimize strategy generation with a workflow generator

 


Examples

Example1: 30 days slider:

I will show a repeattest with only one time period. The portfolio in oss is always profitabel. But this is only one period of time. If I use the same generation over many different periods, the result can be different ??

The statistical significance of this procedure is better the higher the number of repetitions is. 

 

The next example show a test about many different periods. The time will be moved by a slider of 30 days in the past.

Results1: Some periods are good, but some periods are not so good. The good thing is that market phases exists. We can use this maket phases for switch on strategies for life trading.

 


Example2: 180 days slider with loop=5

Thes example below shows a repeat test of 7 workflows. Every workflow is repeated 5 times. This workflow have 4 periods of time with full profit. See Periods 180, 360, 720, 1080.

Results2: a good generation process produces in every loop the same result. A generation process is bad if some loops produces profit and other loops produces looses. This example below is an example for a bad strategy generation. I have marked the bad portfolios yellow.

The Toolbox have an new show table function. After calculation you get the results in a clear form. See picture below.

 


Example3: a better workflow

The following example below show the result of a good workflow. I found this workflow with the workflow generator in a short time. Only one period fails (00180). All other periods are positive. The average profitfaktor is 1.34. The average nettoprofit is 12528 Euro. This means if someone trade a portfolio with 20-30 strategies (0.1 lot tradesize for every strategy) the  yearly income can be 12528 euro. This is only for the GBPUSD currency pair. I don´t want to promise anything. This analyzes are only of a theoretical nature. This better workflow has higher developt robustness filters. You can imagine how much is the potential of this technique to find good workflows. You can trade currency pairs, equitys and futures.  If you have enough money you can trade 100 portfolios and more.  With monitortool you can install this strategies automatically and monitor the correct functionality.

Results3: very good

But I think the whole thing is still in the beginning. You can download this workflow for the example. If you improve this workflow with better results, I will be happy if you send me your improved workflow.


Videos Toolbox Installation and Working (German)


Videos Toolbox Installation and Working (Englisch)