
New indicators and snippets are available January 2023
We have added several new indicators and snippets to the sharing server in recent months. In today’s blog post, we’ll briefly go through each of them. Z – Score …
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The new SQ build 125 introduces multiple data range parts. Until now, you were able to divide your history data to two parts only:
The new build 125 adds two more possible types, making it 4 in total:
The general recommendation in machine learning is to split the history data to 3 same parts: IST, ISV and OOS.
Another possible split could be 60/20/20, or move Out of Sample period to the front.
Another new feature if SQ X B 125 is that you can define multiple In Sample Validation or Out of Sample parts, not just one, and in any order you want.
In the picture above the white parts are all In Sample training – these are the data on which strategies are evolved.
Blue (ISV) parts are data on which strategies are verified, and evolution can be restarted when it is stagnating.
Gray (no trade) part is the one that is left out – strategy doesn’t trade here.
Green parts are OOS parts – they are not part of genetic evolution and strategies are evaluated on unknown data.
All metrics are now computed also independently for each of these parts, and you can use them in your conditions.
For example, you can filter out strategies where: Net profit (OOS1) is worse than 80% of Net profit (OOS2).
This allows you to use “stricter” filtering where strategy has to perform well on multiple parts of data.
We have added several new indicators and snippets to the sharing server in recent months. In today’s blog post, we’ll briefly go through each of them. Z – Score …
We have just launched new local communities on our Discord server! These communities are designed to connect individuals in the same geographical area and share information, events, and support each …
We are thrilled to announce that we released new StrategyQuant build 136. It includes a range of new and improved features. One of the most exciting new additions is the …
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