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  • #113554 |
    21 Posts

    Hello Mark


    I have some suggestions to implement to the new SQ4. I believe that these improvements can dramatically accelerate our work with the SQ. My goal is to significantly reduce the number of different variants of strategies. In this way, we should generate a strategies much faster!



    1. Ability to set a minimum and maximum period for each indicator in Building Blocks. It realy doesn’t make sense to use RSI or CCI with period of 200. But it make sense to use SMA with period of 200. 
    2. Ability to set a value of step for each indicator. In the current version of SQ, the builder uses periods of indicators like 21,33,47,94 and so on. It would be better to set a step of period to 5 or 10 (for example) and than we can get periods like 5, 10, 15, 20, 25 or 10, 20, 30, 40 and so on.
    3. Ability to set a minimum and maximum period for ATR based SL and PT. I really do not like the current way of ATR setting for SL and PT. I don want to use ATR based SL with formula like 1,47*ATR(73). I prefer to use period of 50 for ATR. So, I would like to set minimum period 50 and maximum 50. 
    4. Ability to set a value of step for ATR period. This is the same as for other indicators, but for ATR based SL and PT.
    5. Ability to set a value of step for ATR multiple. This is another problem that needs to be solved. Today, the SQ uses ATR multiples like 1,43, 1,78, 3,83 and so on. It would be better to set a step for ATR multiple. For examle, if set a ATR multiple step to 0,1, we cang get values like 1,5, 2,0, 3,3 and so on. It is much more logical.
    6. Features to use imported tick data for generating Renko and Range bars. I believe this is really no need to explain.
    7. Please, improve the CPU and RAM usage. I do not know why, but my SQ is using only 10% of my CPU very often. Despite the fact that I have a set of 12 threads.


    Because I work with SQ every day, I will probably add some suggestions to this list.

    Automated Trading, PA & Renko systems, PC - i7-5820k, 480 GB SSD, 16 GB RAM 

    574 Posts

    Let me comment on 2 of your suggestions:


    1) That is just not true, I have a strategy that makes conistent money and uses a RSI as main entry with a period 800 on M15 !


    7) Yes, I suggest that as well, the multi-thread usage is bad currently when building strategies. I´ve made a feature request here already:

    902 Posts

    I would say that number 6 would be a fantastic feature.  I realise that to generate accurate Renko or Range bars you need real tick data imported, but in the case where you have imported tick data, SQ should allow selection of Renko/Range bars (with SQ to find best size within user limits) and use these for strategies in SQ.



    263 Posts

    Very good suggestions about ATR setting.


    In addittion, multiple of ATR should be set independently fot SL and PT.


    I want to set  (0.5~3)* ATR for SL, and (10~30)*ATR for PT.


    But in SQ3.8 now, I set multiple is 0.5~30, some stragety’s SL is larger than 10*ATR. That make SL  no sense.

    2349 Posts



    some of these suggestion seems to be quite useful. I will try to add them (or at least some of them) into the task system but if you have any other ideas or see a bug, please, create a new task here

    902 Posts

    Would it be possible to build the tick downloader functionality into SQ4, so that it was always downloading new tick data from Dukascopy in the background, or on a schedule?


    This would mean no more downloading tick files and then importing them into SQ4, since it would always be topping up symbols directly?

    3028 Posts

    thank you for the suggestions, I’m glad to tell you that all these things will be possible in the new SQ4. You will be able to configure the exact ranges including steps for parameters of every building block / indicator.


    as for downloading data, yes, we are adding functionality to download tick data from Dukascopy directly into SQ.

    StrategyQuant architect

    902 Posts

    Hi Mark,

    Looking at the latest SQ4 beta, I cannot see any sign of Renko or Range bars as a “timeframe”?



    305 Posts

    Could it be possible make SQ4 to suggest WFM periods based on detected change in consecutive loosers. Say it finds that a strategy that are re optimised evrytime it has more then 4 consecutive loosers is the best setting for optimasation period.

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