SQ 3.8.0 has stopped working with custom indicators
8 replies
mikeyc
9 years ago #113317
Hi Mark,
Strategy Quant has stopped working with my imported indicators. 🙁
Now whenever I select a custom indicator I have setup in SQ3 I see this errors like this in the log:
19:21 SEVERE EXCEPTION testing strategy No Custom Indicator found: Trendiness 2 (H1)(0) -> ExtOutputBuffer STACK TRACE: com.sonarbytes.gn.geneng.exceptions.EvolutionException: No Custom Indicator found: Trendiness 2 (H1)(0) -> ExtOutputBuffer
at com.sonarbytes.gn.datalibrary.CustomIndicatorsCache.getValue(CustomIndicatorsCache.java:231)
at com.sonarbytes.gn.geneng.nodes.special.CustomIndicator.evaluateOnPeriod(CustomIndicator.java:99)
at com.sonarbytes.gn.geneng.nodes.special.CustomIndicator.evaluate(CustomIndicator.java:89)
at com.sonarbytes.gn.geneng.nodes.operators.IsGreater.evaluate(IsGreater.java:48)
at com.sonarbytes.gn.geneng.nodes.special.EntryNode.evaluateRule(EntryNode.java:65)
at com.sonarbytes.gn.geneng.nodes.special.StrategyNode.evaluateLongEntryRule(StrategyNode.java:439)
at com.sonarbytes.gn.geneng.TreeStrategy.run(TreeStrategy.java:130)
at com.sonarbytes.gn.strategy.Strategy.prepareAndRun(Strategy.java:267)
at com.sonarbytes.gn.engine.TestRunner.runStrategies(TestRunner.java:177)
at com.sonarbytes.gn.engine.TestRunner.runTest(TestRunner.java:54)
at com.sonarbytes.gn.ranking.StrategyTester.runStandardTests(StrategyTester.java:302)
at com.sonarbytes.gn.ranking.StrategyTester.testStrategy(StrategyTester.java:98)
at com.sonarbytes.gn.ranking.StrategyTester.testStrategy(StrategyTester.java:63)
at com.sonarbytes.gn.geneng.SonarFitnessEvalutationTask.call(SonarFitnessEvalutationTask.java:40)
at java.util.concurrent.FutureTask.run(Unknown Source)
at java.util.concurrent.ThreadPoolExecutor.runWorker(Unknown Source)
at java.util.concurrent.ThreadPoolExecutor$Worker.run(Unknown Source)
at java.lang.Thread.run(Unknown Source)
However this indicator exists with data loaded for the timeframe I am testing with:
I get similar errors with all the indicators I have imported (this runs into 100’s).
Even simple one fails now when I try and use it:
19:34 SEVERE EXCEPTION testing strategy No Custom Indicator found: Fake Price(0) -> Output 1 STACK TRACE: com.sonarbytes.gn.geneng.exceptions.EvolutionException: No Custom Indicator found: Fake Price(0) -> Output 1
These indicators all exist and all have valid data loaded.
Has the database got somehow corrupted?
Please help!
Thanks,
Mike
mikeyc
9 years ago #128760
Hi Mark,
I think it may be a bug with the Improve Strategies process. 😮
When building new strategies, the custom indicators are all used with no problems, no errors logged.
However using the same building blocks and custom indicators in Improve Strategies process, every custom indicator fails with com.sonarbytes.gn.geneng.exceptions.EvolutionException: No Custom Indicator found error!!!
Can you please take a look as this is a bit of a show stopper for me using SQ….
Thanks,
Mike
Batch
9 years ago #128763
I was JUST NOW coming onto forum to report this too! Tried twice to see if c-indies would show to select in Improver….and….its a no-go. Thinking maybe it might still run w/o selecting a c-indy (as they were already in original strategy) I gave it a try…….a no-go still.
Thanks Mark for attention on this.
Jerry
Batch
9 years ago #128764
BTW Mike,
Keep latest versions of 3.x in different folder from future v4 as Mark might still be undecided as to whether to keep this c-indy process around.
I think he’s wanting it replaced by a new Java type self-c-indy programming section? According to last uncertain expressions he messaged me once not long ago.
My personal opinion is, have both, as the ability to currently “absorb” a c-indy w/o having to code it (sounds like could be tough rowing) has been very valuable.
Jerry
mikeyc
9 years ago #128771
Jerry,
I think if Mark goes for code only custom indicators, it would be simple enough to make a code only indicator that reads values from a file, so effectively you would still have the ability to import custom indicators as lists of values (presumably exported from an external indicator or similar).
So really code only serves both purposes.
PS Mark – Please can you spend a bit of time on a new release of SQ3 that fixes a few of the more serious bugs, including making the custom indicators work in all sections of SQ?
Cheers,
Mike
Batch
9 years ago #128772
Oh, cool, sounds good, hope that is so. Please elucidate Mark.
Mark Fric
9 years ago #128795
Hello Mike,
thank you for investigation reporting this bug.
But really, I don’t see a big point in correcting this now, when custom indicators will be most probably handled differently in the new version and this functionality will be completely replaced..
It is not just some small fix, we don’t plan to make any more fixes into SQ 3.8, instead we focus 100% on the new version to have it as soon as possible.
Mark
StrategyQuant architect
Batch
9 years ago #128801
Mark,
In what manner will we be able to “absorb” custom indicators? Is it as Mike hints, using an EA or indicator that puts the indicator values in a file for importing? Or some laborious task to code from mql to Java?
If its the latter it sounds VERY dismal, I shall be keeping my 3.8 folder around! Lol.
Mike, even though we can’t do Improver with custom indies at least the random and genetic runs ok with it still, instead of Improver….just run those modes longer.
Batch
9 years ago #128876
Mike,
Did you find out if Improver will work anyway even though the c-indies aren’t available to check, am wondering if that only means you can’t add them again, but that it may (?) Still run adding whatever std indies you’ve checked? Or do you just get error window and it won’t run? Oh yea, your first post here indicates you had error window, bummer.
Seems only choice if error window is strictly random or genetic runs long enough to “cover all bases”.
Viewing 8 replies - 1 through 8 (of 8 total)