{"id":268720,"date":"2023-03-21T11:14:34","date_gmt":"2023-03-21T10:14:34","guid":{"rendered":"https:\/\/www.quantifiedmodels.com\/?p=268720"},"modified":"2023-05-04T19:10:13","modified_gmt":"2023-05-04T18:10:13","slug":"test-de-robustez","status":"publish","type":"post","link":"https:\/\/www.quantifiedmodels.com\/es\/test-de-robustez\/","title":{"rendered":"Test de Robustez con StrategyQuantX"},"content":{"rendered":"<p>[et_pb_section fb_built=&#8221;1&#8243; admin_label=&#8221;section&#8221; _builder_version=&#8221;4.16&#8243; width=&#8221;100%&#8221; max_width=&#8221;100%&#8221; module_alignment=&#8221;center&#8221; custom_margin=&#8221;0px||0px||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_row use_custom_gutter=&#8221;on&#8221; gutter_width=&#8221;1&#8243; make_equal=&#8221;on&#8221; admin_label=&#8221;row&#8221; _builder_version=&#8221;4.16&#8243; width=&#8221;100%&#8221; max_width=&#8221;100%&#8221; module_alignment=&#8221;center&#8221; custom_margin=&#8221;0px||0px||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_column type=&#8221;4_4&#8243; _builder_version=&#8221;4.16&#8243; custom_padding=&#8221;|||&#8221; global_colors_info=&#8221;{}&#8221; custom_padding__hover=&#8221;|||&#8221;][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<p>Vamos a realizar en este art\u00edculo diferentes test de robustez (distintas pruebas de estr\u00e9s) a las estrategias generadas en<span>\u00a0<\/span><a href=\"https:\/\/strategyquant.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">StrategyQuant X<\/a><span>\u00a0<\/span>para comprobar la fiabilidad estad\u00edstica que tenemos en los datos desconocidos fuera de muestra.<\/p>\n<p>Generaci\u00f3n de estrategias sobre las estrategias para la obtenci\u00f3n de datos en los diferentes activos. En esta prueba crearemos 1000 estrategias para el DAX30 solo en operaciones largas.<\/p>\n<h2><span class=\"ez-toc-section\" id=\"Builder_creacion_de_las_estrategias\" ez-toc-data-id=\"#Builder_creacion_de_las_estrategias\"><\/span>Builder, creaci\u00f3n de las estrategias<\/h2>\n<p>Generaci\u00f3n de estrategias mediante el m\u00e9todo aleatorio para obtener la m\u00e1xima diversidad de tipo de indicadores y estrategias y no influir en la b\u00fasqueda gen\u00e9tica en la generaci\u00f3n de las estrategias.<\/p>\n<ul>\n<li>N\u00ba de estrategias de la prueba 1000.<\/li>\n<li>Criterio Funci\u00f3n Fitness Retorno \/ Drawdown.<\/li>\n<li>Criterio de selecci\u00f3n.<\/li>\n<\/ul>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;100%&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_column type=&#8221;4_4&#8243; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/Filtrado-de-seleccion-de-estrategias.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|20px|10px|20px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][\/et_pb_column][\/et_pb_row][et_pb_row _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;100%&#8221; custom_padding=&#8221;15px|||||&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_column type=&#8221;4_4&#8243; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Filtrado de selecci\u00f3n.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<p><span>Este es el primer test d\u00f3nde probamos las estrategias sin ning\u00fan tipo de test en los datos reservados fuera de muestra desde 2019 hasta la fecha actual 27\/09\/2011, 3 a\u00f1os de datos.<\/span><\/p>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;100%&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_column type=&#8221;4_4&#8243; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/Estadistica-sin-test-de-robustez-1.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|20px|10px|20px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Estad\u00edstica sin test.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<p>Debido al<span>\u00a0<\/span><strong>sesgo alcista<\/strong><span>\u00a0<\/span>en los \u00edndices tenemos un alto porcentaje de estrategias que pasan los datos reservados para en vivo.<\/p>\n<h2><span class=\"ez-toc-section\" id=\"Test_Robustez_en_otros_Marcos_de_tiempo\" ez-toc-data-id=\"#Test_Robustez_en_otros_Marcos_de_tiempo\"><\/span>Test Robustez en otros Marcos de tiempo<span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p>Esto probar\u00e1 el comportamiento de la estrategia cuando la prueba comience en una barra de inicio diferente. Es obvio que una buena estrategia no puede ser sensible a la barra en la que inicie la prueba.<\/p>\n<p>El test que viene en las pruebas Montecarlo las simulaciones con un cambio de m\u00e1ximo de 100 realiza pocas desviaciones. El objetivo de esta prueba de estr\u00e9s es probar distintos comienzos de barra en sesiones (como ajustar peque\u00f1as desviaciones del periodo de tiempo original.)<\/p>\n<p>Para ello utilizaremos el test de probar en 6 distintos periodos tiempo al original.<\/p>\n<ul>\n<li>Periodo de<span>\u00a0<\/span><strong>tiempo original 60 minutos<\/strong>.<\/li>\n<li>Probar en 55 minutos.<\/li>\n<li>Probar en 50 minutos.<\/li>\n<li>Probar en 45 minutos.<\/li>\n<li>Probar en 65 minutos.<\/li>\n<li>Probar en 70 minutos.<\/li>\n<li>Probar en 75 minutos.<\/li>\n<\/ul>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-1.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Test robustez en distintos periodos de tiempo.[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-2.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Estad\u00edstica de otros marcos de tiempo.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<h2>Test Robustez Otros Mercados<span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p>En realidad, debido a que cada mercado tiene sus propias caracter\u00edsticas, volatilidad diaria, etc., no ser\u00e1 f\u00e1cil encontrar una estrategia que tenga el mismo rendimiento perfecto en m\u00faltiples s\u00edmbolos usando solo un conjunto de configuraciones.<\/p>\n<p>Podemos estar satisfechos si la estrategia funciona en otros mercados con al menos cierto grado de rentabilidad, o con una ligera p\u00e9rdida.<\/p>\n<p>Por ejemplo, las estrategias del GER30 probarlas en el USA100 y USA30 que tienen un comportamiento parecido.<\/p>\n<ul>\n<li>Profit Factor &gt;= 1.20 en uno de estos mercados.<\/li>\n<\/ul>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-3.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Test robustez Prueba otros mercados.[\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;100%&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_column type=&#8221;4_4&#8243; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-4.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Estad\u00edstica otros mercados.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<h2>Test de Robustez MC Indicadores<span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p>Cada estrategia utiliza par\u00e1metros, como el per\u00edodo de un indicador o una constante que se utiliza en comparaci\u00f3n. Esta prueba verifica la sensibilidad de la estrategia a un peque\u00f1o cambio en el valor del par\u00e1metro. La probabilidad de cambio es una probabilidad de que cualquier par\u00e1metro cambie su valor. El cambio m\u00e1ximo de par\u00e1metro es el porcentaje m\u00e1ximo al que el par\u00e1metro cambia su valor. Por ejemplo, si establece el Cambio m\u00e1ximo de par\u00e1metro en 10%, entonces un par\u00e1metro con valor 60 se puede cambiar aleatoriamente a un rango 54 \u2013 66 (+ \u2013 10% de su valor original de 60).<\/p>\n<ul>\n<li>Probabilidad de cambio 20%.<\/li>\n<li>M\u00e1ximo cambio permitido 30%.<\/li>\n<li>Beneficio neto MC TEST 95% &gt; 50% Beneficio neto de la original.<\/li>\n<\/ul>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-5.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Estad\u00edstica par\u00e1metros de los indicadores.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<p>Un cambio del 50% al 70% elimina m\u00e1s estrategias, pero NO mejora el porcentaje de estrategias que pasan el fuera de muestra, entonces mejor dejar el 50% ya que podr\u00edamos estar descartando estrategias robustas.<\/p>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-6.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Gr\u00e1fica test robustez Montecarlo indicadores.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<p>El Test del Tick por ATR elimina m\u00e1s pero tampoco mejora el porcentaje que pasa en los datos desconocidos, mejor realizar el original de SQX del ATR por barra.<\/p>\n<h2><span class=\"ez-toc-section\" id=\"Test_Robustez_MC_Salidas\" ez-toc-data-id=\"#Test_Robustez_MC_Salidas\"><\/span>Test Robustez MC Salidas<span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p>Cada estrategia lleva unos valores diferentes de tipo de salida como a X barras, distintos valores de Stop de p\u00e9rdida en puntos o ATR o distintos valores de protecci\u00f3n de beneficios. Este test cambia una peque\u00f1a variaci\u00f3n basada en porcentaje de los valores originales y la estrategia tiene que seguir comport\u00e1ndose bien.<\/p>\n<ul>\n<li>Probabilidad de cambio 20%<\/li>\n<li>M\u00e1ximo cambio permitido 30%<\/li>\n<li>El beneficio neto en el nivel 95% de confianza deber\u00e1 ser &gt;= 70% del beneficio original.<\/li>\n<li>200 simulaciones con datos de 1 minuto.<\/li>\n<\/ul>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-7.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Niveles de confianza MC Salidas.[\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row use_custom_gutter=&#8221;on&#8221; gutter_width=&#8221;1&#8243; make_equal=&#8221;on&#8221; _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; width=&#8221;100%&#8221; max_width=&#8221;100%&#8221; module_alignment=&#8221;center&#8221; custom_margin=&#8221;0px||0px||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_column type=&#8221;4_4&#8243; _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-8.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Gr\u00e1fica test robustez MC Salidas.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<h2>Test Robustez MC Precios por ATR (Barra) y (Tick)<span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p>Un caso muy com\u00fan de ajuste de curvas es cuando la estrategia depende demasiado de los datos del historial. Esta opci\u00f3n comprueba el comportamiento de la estrategia ante un cambio en los datos hist\u00f3ricos.<\/p>\n<p>La probabilidad de cambio establece para cada barra la probabilidad de que cambie el precio de apertura, m\u00e1ximo, m\u00ednimo o cierre. El cambio de precio m\u00e1ximo es un valor porcentual del cambio en relaci\u00f3n con el ATR (rango verdadero promedio).<\/p>\n<p>Entonces, si, por ejemplo, el precio de cierre se elige aleatoriamente para cambiar, el valor de ATR es de 10 pips y el cambio de precio m\u00e1ximo es del 20%, entonces el precio puede cambiar en + \u2013 2 pips.<\/p>\n<p>Test de ATR por Barra.<\/p>\n<ul>\n<li>Probabilidad hacia arriba que cambie el precio 50%.<\/li>\n<li>M\u00e1ximo cambio por arriba 30% del ATR.<\/li>\n<li>Probabilidad hacia debajo que cambie el precio 50%.<\/li>\n<li>M\u00e1ximo cambio hacia abajo 30% del ATR.<\/li>\n<\/ul>\n<p>Test de ATR por Tick.<\/p>\n<ul>\n<li>M\u00e1ximo cambio un 10% del Tick.<\/li>\n<\/ul>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-9.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Estad\u00edstica MC historial de precios por Barra y por Tick.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<p>Conclusiones: El test de Tick elimina m\u00e1s estrategias, pero no mejora los datos fuera de muestra por lo tanto el test inicial de barra ATR parece m\u00e1s adecuado ya qu\u00e9 no eliminar\u00e1 todas las estrategias del banco de datos que puedan ser robustas.<\/p>\n<h2><span class=\"ez-toc-section\" id=\"Test_Robustez_Permutacion_de_los_parametros_del_sistema\" ez-toc-data-id=\"#Test_Robustez_Permutacion_de_los_parametros_del_sistema\"><\/span>Test Robustez Permutaci\u00f3n de los par\u00e1metros del sistema<span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p>La idea detr\u00e1s de la Permutaci\u00f3n de par\u00e1metros del sistema es que debemos probar TODAS las combinaciones de par\u00e1metros posibles (es decir, optimizar la estrategia con todas las combinaciones posibles), y solo a partir de los datos de todas las ejecuciones de optimizaci\u00f3n podemos hacer algunas suposiciones sobre el desempe\u00f1o realista de la estrategia. En esta otra<span>\u00a0<\/span><a href=\"https:\/\/comerciantedeforex.com\/permutacion-de-los-parametros-del-sistema\/\" target=\"_blank\" rel=\"noreferrer noopener\">entrada<\/a><span>\u00a0<\/span>te explico m\u00e1s a fondo el desarrollo de este test de robustez.<\/p>\n<p>Es recomendable que los valores de la estrategia que se encuentren lo m\u00e1s cercana a su mediana para estimar el rendimiento futuro y no caer en un sobreajuste.<\/p>\n<p>Optimizaremos los periodos, constantes, otros par\u00e1metros y las salidas Stop, TP\u2026etc<\/p>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-10.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Configuraci\u00f3n perfil de optimizaci\u00f3n.[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-11.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Resultados perfil optimizaci\u00f3n.[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-12.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Estad\u00edstica Permutaci\u00f3n par\u00e1metros del sistema.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<h2>Test Walk Forward Matrix<span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p>El caminar hacia adelante la estrategia diseccionando los datos en distintas ventanas y aplicar los distintos par\u00e1metros a cada ventana futura es una de las pruebas m\u00e1s robustas ya que nos muestra la capacidad de que la estrategia se comporte bien con distintos rangos de par\u00e1metros. Una matriz extensa con distintos porcentajes tanto de entrenamiento como de validaci\u00f3n nos muestra que la estrategia es lo suficientemente robusta como para pasar esta prueba.<\/p>\n<p>Seg\u00fan los datos probados en esta prueba nos elimina las estrategias con un alto porcentaje de acierto las que fallar\u00e1n con datos desconocidos y tambi\u00e9n las que pasan los datos reservados en esta prueba lo hacen con solidez.<\/p>\n<ul>\n<li>Rangos de fuera de muestra 5% \u2013 95% \u2013 5%.<\/li>\n<li>Walk Forward Runs 5 \u2013 40 \u2013 5.<\/li>\n<li>Distribuci\u00f3n de los valores 30% arriba, 30% abajo, pasos de 30.<\/li>\n<\/ul>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-13.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Resultado matriz de avance.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<p>Un conjunto de al menos 16 celdas entre filas y columnas deben se superar las condiciones establecidas en esta prueba se\u00f1aladas aqu\u00ed debajo.<\/p>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-14.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Configuraci\u00f3n condiciones Walk Forward Matriz.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<p>Gr\u00e1fica de la equidad original en (gris) contra el resultado del WFM en la ventana 10 test con un rango de fuera de muestra del 35%.<\/p>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-15.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Gr\u00e1fica WFM.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<p>Estad\u00edsticas del rendimiento de la estrategia en el conjunto de datos de entrenamiento.<\/p>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-16.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Resultados de una ventana de la matriz de avance.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<p>Es normal que la estrategia tenga una buena l\u00ednea de equidad ya que la hemos probado en los datos de entrenamiento. Tampoco es muy diferente a la original porque simplemente hemos establecido unas desviaciones de los par\u00e1metros originales para descartar estrategias que no sean robustas.<\/p>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-17.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Estad\u00edstica de la matriz de avance.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<h2>Test Datos fuera de muestra.<span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p>Una vez descartadas todas las estrategias de los diferentes test de robustez.<\/p>\n<p>Obtenemos un 78% de probabilidad que nuestras estrategias creadas con el Builder sigan funcionando en datos desconocidos.<\/p>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-18.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Estad\u00edstica de las pruebas consecutivas.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<p>Si las juntamos en una cartera obtenemos el siguiente resultado.<\/p>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2023\/03\/image-19.png&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|0px|10px|0px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-20px||||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]Resultado como cartera.[\/et_pb_text][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.20.2&#8243; header_text_align=&#8221;justify&#8221; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"elementor-element elementor-element-27a85e35 elementor-widget elementor-widget-theme-post-featured-image elementor-widget-image\" data-id=\"27a85e35\" data-element_type=\"widget\" data-widget_type=\"theme-post-featured-image.default\">\n<div class=\"elementor-widget-container\">\n<div class=\"elementor-image\">\n<p>La m\u00e1xima p\u00e9rdida en la crisis del COVID 19 es porqu\u00e9 son estrategias de solo largos en el DAX30.<\/p>\n<p>Ahora habr\u00eda que realizar los mismos test de robustez para obtener pruebas estad\u00edsticas con solo cortos para descartar que sea una ilusi\u00f3n de un sesgo alcista en los \u00edndices o con otros activos.<\/p>\n<div class=\"wp-block-image is-style-default\"><\/div>\n<\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_text _builder_version=&#8221;4.20.2&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; link_font=&#8221;TT Octosquares Medium|700|||||||&#8221; link_text_color=&#8221;#F53A71&#8243; text_orientation=&#8221;right&#8221; custom_margin=&#8221;0px||0px||false|false&#8221; custom_padding=&#8221;0px||2px||false|false&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p>Art\u00edculo escrito por \u00c1ngel Talavera<\/p>\n<p>[\/et_pb_text][et_pb_cta title=&#8221;Canal de YouTube de Quantified Models&#8221; button_url=&#8221;https:\/\/www.youtube.com\/channel\/UC1aM_BnnBAWRSjiApHVGD5w&#8221; url_new_window=&#8221;on&#8221; button_text=&#8221;Mira nuestros videos&#8221; _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; header_text_align=&#8221;center&#8221; header_text_color=&#8221;#75E1EE&#8221; header_font_size=&#8221;26px&#8221; body_font_size=&#8221;18px&#8221; background_color=&#8221;#210750&#8243; custom_button=&#8221;on&#8221; button_text_color=&#8221;#210750&#8243; button_bg_color=&#8221;#75E1EE&#8221; button_border_width=&#8221;0px&#8221; button_border_radius=&#8221;0px&#8221; button_font=&#8221;TT Octosquares Medium||||||||&#8221; button_icon=&#8221;&#xe04a;||divi||400&#8243; button_icon_color=&#8221;#FFFFFF&#8221; custom_margin=&#8221;20px||20px||false|false&#8221; custom_padding=&#8221;56px||43px|||&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221; button_bg_color__hover=&#8221;#F53A71&#8243; button_bg_color__hover_enabled=&#8221;on|desktop&#8221; button_bg_enable_color__hover=&#8221;on&#8221; button_text_color__hover=&#8221;#FFFFFF&#8221; button_text_color__hover_enabled=&#8221;on|hover&#8221;]<\/p>\n<p>En nuestro canal de YouTube tenemos varios videos disponibles que pueden resultarle muy \u00fatiles para desarrollar sistemas de trading.<\/p>\n<p>Esperamos que esta informaci\u00f3n te haya sido de utilidad.\u00a0<\/p>\n<p>&nbsp;<\/p>\n<p>[\/et_pb_cta][\/et_pb_column][\/et_pb_row][\/et_pb_section]<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Vamos a realizar en este art&iacute;culo diferentes test de robustez (distintas pruebas de estr&eacute;s) a las estrategias generadas en&nbsp;StrategyQuant X&nbsp;para comprobar la fiabilidad estad&iacute;stica que tenemos en los datos desconocidos fuera de muestra. Generaci&oacute;n de estrategias sobre las estrategias para la obtenci&oacute;n de datos en los diferentes activos. En esta prueba crearemos 1000 estrategias para [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":268777,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_et_pb_use_builder":"on","_et_pb_old_content":"","_et_gb_content_width":"","_ayudawp_aiss_exclude":false,"_ayudawp_aiss_summary":"","_ayudawp_aiss_summary_provider":"","_ayudawp_aiss_summary_hash":"","footnotes":""},"categories":[108,378],"tags":[405,408,407,406,404,409],"class_list":["post-268720","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-plataforma","category-strategyquant-x","tag-atr","tag-cartera","tag-fuera-de-muestra","tag-strategyquantx","tag-test-de-robustez","tag-walk-forward-es"],"_links":{"self":[{"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/posts\/268720","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/comments?post=268720"}],"version-history":[{"count":0,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/posts\/268720\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/media\/268777"}],"wp:attachment":[{"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/media?parent=268720"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/categories?post=268720"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/tags?post=268720"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}