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Batch improving of strategies

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webo

Subscriber, bbp_participant, community, 5 replies.

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6 years ago #113394

Hello,

 

I’m starting to use SQ 3.8 and in my workflow after my build and retest I end up with some strategies (sometimes many) I think they could be interesting and I would like to try to improve them. As far as I understand, in SQ 3.8 I have to try to improve them one by one. It seems there isn’t a way to batch improve many strategies at once. So, in the end, I still have a lot of “manual work” to do, that maybe could be done in a more “automatic way”…

 

My question is: is it posible to improve (use “improver” with) many strategies at once (I guess it will have to be improving those many strategies with the same parameters, for example: “add conditions” to “longs” “entries only” -for example-, selecting new “building blocks” to add to those strategies, and so on… and then repeat the same strategy for shorts, in many strategies at once)?… Maybe if that feature of improving several strategies at the same time doesn’t exist so far in SQ 3.8 it would be a nice one to incorporate to SQ 4.0.

 

Thanks in advance,

 

Best regards,

 

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eastpeace

Customer, bbp_participant, community, 295 replies.

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6 years ago #129014

Good suggestion.

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Mark Fric

Administrator, sq-ultimate, 3 replies.

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6 years ago #129065

thanks for the suggestion, it is interesting request. We plan to add scripting to new SQ 4, which will allow you to write scripts that will automatize some tasks.

An example of script (in pseudo code) could be something like:

 

1. generate strategies

 

2. choose 100 best

 

3. retest them on another symbol

 

4. improve them one by one

 

It will be little bit more complicated than this, but it will allow you to create batch commands that use the program functionality

Mark
StrategyQuant architect

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