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MultiOpt vs MultiWalk Feature List

MultiWalk is an application using the TradeStation trading platform.  MultiWalk is a full rewrite of MultiOpt and offers significant advantages and features over MultiOpt.
Visit the product page for a detailed description of MultiWalk and MultiWalk Pro features.

FeaturesMultiOptMultiWalkMultiWalk Pro
Number of simultaneous projects that can be run4unlimitedunlimited
Number of symbol streams supported for multi-stream strategies344
Large strategy code support -- maximum size (in characters) of strategy code32768unlimitedunlimited
Perform Optimizations and/or Walkforwards
Apply to multiple symbols and bar intervals (stocks or futures)
Apply multiple walkforward fitness functions
Apply multiple walkforward in/out sample periods
Automates several Strategy Factory processes for Kevin Davey’s students
Kevin Davey's Limited Feasibility Testing module
In-sample and out-of-sample comparative testing
Monte Carlo analysis
Generate complete EasyLanguage strategy code for real-time trading
Multi-Core/Multi-Threaded for speed
Video tutorials on software use and function
Extensive walkforward reporting, analysis and filtering using many analysis metrics
Analyze many walkforward periods as a group to determine robustness
Generates CSV flat files for easy import into Excel or other spreadsheet software
Kevin Davey's Strategy Factory Limited Feasibility Testing Add-On Module
Types of walkforward periodsTrading DaysTrading DaysTrading Days
Calendar Days
Calendar Weeks
Calendar Months
Calendar Years
Number of Trades
Number of walkforward fitness functions and analysis metrics

  • New In MultiWalk:

  • Next Re-optimization Date

  • Number Of Days To Next Re-optimization

  • Percent Time In Market

  • Total Time In Market (Mins)

  • RINA Index

  • Sharpe Ratio

  • Sortino Ratio

  • Average Trade

  • Average Winning Trade

  • Average Losing Trade

  • Largest Winning Trade

  • Largest Losing Trade

  • Max Consecutive Winning Trades

  • Max Consecutive Losing Trades

  • Days Profitable

  • Days Unprofitable

  • Percent Days Profitable

  • Percent Days Unprofitable

  • Total Winning Trades

  • Total Losing Trades

  • Percent Trades Profitable

204040
Redesigned/Improved User Interface Workflow
Stop and resume project runs at any time
Consolidated Progress/Task Monitor
Walkforward data stored in SQL database for advanced storage, retrieval and analysis.
Searchable online knowledge base and documenation
Reoptimization date integrated in walkforward reports
Periodic daily mark-to-market data available in reports or export to CSV text file.
Trade data (entry/exit, PNL, MAE, MFE) available in reports or export to CSV text file
Consolidated graphic display with trades list, walkforward parameter list, daily equity data and itemized project and metrics performance data.
Updated suite of "walkforward safe" series functions. These functions replace many TS functions (RSI, ADX, etc.) that do not work correctly with walkforward strategies.
Automatic recovery if TS loses Internet connection and goes offline
Automatic recovery when TS gets stuck on “Waiting for data” during optimization
Determine exchange time zone mismatches for multi-stream strategies
Option to run final walkforward strategy in TS for exact equity performance match with TS chart results
Full 3rd party custom symbol support
Algo Building Blocks/Fixed Input Parameter. Test multiple entries, exits, filters and more!
MultiWalk Trader Strategy Management. Manage multiple strategies as a portfolio/collection. Run analysis projects as a batch back-to-back, or as a complete portfolio to track performance and reoptimization dates.
Data Prefetch. Run offline on multiple machines to maximize computer power and free up TS data login for other uses.
Generate compatible PowerLanguage code for MultiCharts. Includes a suite of custom functions to use on both platforms for TS-MC compatibility.
Custom session templates can be defined per symbol/instrument
Run NON-Walkforward optimization projects. Run your own optimization projects leveraging MultiWalk's multi-symbol, multi-time frame power.
Automatically updates futures day and overnight margin rates, maintained and available in reports
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