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Databanks and files

StrategyQuant > Quick start

Databanks and files

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Strategies in StrategyQuant are saved in their own proprietary file format (with .SQ X extension) that can be opened only by StrategyQuant.
If you find potentially good strategies you should always save them so that you can work with them later.

Builder layout

StrategyQuant > Quick start

Builder layout

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When you click for example on Builder you’ll see that the screen is divided into three main columns or sections:

Main concepts

StrategyQuant > Quick start

Main concepts

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When you’ll first start StrategyQuant you’ll see the main screen as in the picture below.

Databank

StrategyQuant > Program screens > Results

Databank

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Databank is a storage place where the generated/tested strategies are stored with their results. Each mode (Build/Test/Improve/Optimize) has its own independent databank table. For memory reasons Databank cannot keep unlimited number of strategies, instead it stores the selected number of top strategies, for example top 100 or top 1000 strategies. The configuration how many strategies […]

Understanding automatic dismissal rules

StrategyQuant

Understanding automatic dismissal rules

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StrategyQuant X can be configured to dismiss strategies with “wrong” properties – it is set to dismiss (throw away) these strategies by default. You can control this behavior in Rankings in Builder by clicking on the link Configure automatic dismissal.When you open this dialog you can see that there are 8 different strategy checks, we’ll explain them

Description of advanced Walk-Forward values that can be used in filters / databank

StrategyQuant > Advanced functionality > Optimization

Description of advanced Walk-Forward values that can be used in filters / databank

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There are some special stats computed during Walk-Forward optimization that you can use in filters or display in databank. Standard values computed for Walk-Forward optimization These are all standard stats like Net profit, Number of trades, Sharpe ratio, etc. but computed from Walk-Forward optimization equity, not from main backtest. You can get these values when

Example strategy code

StrategyQuant > How does StrategyQuant work?

Example strategy code

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Below if an example pseudo code of a strategy generated by StrategyQuant. You can see that strategy consists of entry orders, exit orders and trade management commands – such as trailing stop movements, etc.
Every strategy generated by the program can be viewed in this pseudo code or exported in the form of MetaTrader Expert Advisor (EA), NinjaTrader NinjaScript C# strategy or EasyLanguage for Tradestation/Multicharts.

How does StrategyQuant work?

StrategyQuant > How does StrategyQuant work?

How does StrategyQuant work?

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StrategyQuant is a program, it doesn’t have the brain or experience of a trader, and it doesn’t know how to create a profitable strategy. What it does is that it randomly combines available building blocks (indicators, prices, etc.) to create new trading rules. The resulting strategy is then tested on a history data to see if it is profitable.

How to load and save build config

StrategyQuant > How to...

How to load and save build config

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In this tutorial, we will show you how to save and load build config

Trading options

StrategyQuant > Program screens > Settings

Trading options

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These settings allow you to specify the properties of the generated strategies as well as testing conditions. Trading options govern behavior of the strategy in backtesting engine – for example whether all orders should be closed at the end of day, etc. Exit at end of day/end of range if selected, the strategy will close […]