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.
Features | MultiOpt | MultiWalk | MultiWalk Pro |
---|---|---|---|
Number of simultaneous projects that can be run | 4 | unlimited | unlimited |
Number of symbol streams supported for multi-stream strategies | 3 | 4 | 4 |
Large strategy code support -- maximum size (in characters) of strategy code | 32768 | unlimited | unlimited |
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 periods | Trading Days | Trading Days | Trading Days Calendar Days Calendar Weeks Calendar Months Calendar Years Number of Trades |
Number of walkforward fitness functions and analysis metrics
| 20 | 40 | 40 |
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 |