Portfolio Doing Well

The portfolio I developed using StrategyQuant is working very well. I started it in a live account April 1, 2015 and it is up 14% and over 1000 pips.  Drawdown is minimal at 11%, my goal is to have drawdown capped at 20%, but ideally below 15%.  Although it’s too early to conclude success after only 2 months, the strategies’ drawdowns and smooth upward performance results are indicative of the back testing and forward testing results I had.  So it’s looking real good overall.

After I made 10%, I doubled the lot size.  This is a test live account (demo account was giving different trade results than the live account so I do not want to rely on a demo account’s results).  I am using a $1,000 account with a .01 micro lot to start, and am now using a .02 micro lot, and will continue to increase as profits grow to compound the returns.

The attached pic is of when I started this portfolio in a live test account April 1, 2015.  So it has accurate readings related only to this portfolio and filters out previous results from other strategies.  I also have the entire account tracked on MYfxbook (http://www.myfxbook.com/members/PrincipAnalysis/principle-analysis-sq-portfolio/1244436) but this documents the account since its inception which distorts the data related to this portfolio since I tested a grid trading strategy before and it was very wild so I stopped using it.  You can see on the MYfxbook link that the performance became significantly smoothed out once I started using the current StrategyQuant portfolio April 1st though.

I just wanted to drop by and post my results and at least short term success in using StrategyQuant to develop my own EAs.  So far so good.  I will be back again later with an updated report.

Thanks for the insight Todd, much appreciated!!

@toddone , great results so far! Don’t tell us that You use plain Dukascopy data? 😉

Actually, I believe I do since I’m using the data from SQ’s Tick Data Downloader.  I also then backtest the strategies on MT4 to make sure they are generally the same, especially profitability and drawdown.

Some great posts here from some clearly knowledgable SQ users. I’ve just started my journey and you all give me plenty confidence going forward! I’m merely asking basic stupid questions atm, due to not being too versed in SQ but hope to hear further promising updates here! Do you guys use random generation or genetic generation? I’m toying with the idea of doing random generation initially, filtering the best of these and then running it through genetic, do you think this is a good idea?

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Some great posts here from some clearly knowledgable SQ users. I’ve just started my journey and you all give me plenty confidence going forward! I’m merely asking basic stupid questions atm, due to not being too versed in SQ but hope to hear further promising updates here! Do you guys use random generation or genetic generation? I’m toying with the idea of doing random generation initially, filtering the best of these and then running it through genetic, do you think this is a good idea?

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Genetic generation is the way to go.  But read the manual carefully and understand all the settings and what to use.  There are some articles and examples on the website as well.  I would focus on minimal drawdown and high amount of trades within your sample.  Robustness tests and walk-forward analysis are absolutely key to determining if you should put the strategy in live use or not.  There are plenty of articles, forum posts, and stuff in the manual to educate you on performing those functions well.

Good luck!
Todd

Thanks Todd, I’ve read the articles and gone through the process but there is an element of judgement when it comes to filtering for gbp positive data

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There´s always an element of judgement, even with the best weighted fitness that is tuned to your likes, you sometimes have to hand-pick from the top-results “by eye”. And it´s good that you are the last judge actually.

That’s very true geektrader, as a newcomer to this area and SQ I’m keen to get more advice from experienced SQ users such as yourself, have u had good results and got the process narrowed down?

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Well done Toddone

You portfolio is looking good.How you done correlation check to your strategies?

SQ displays the correlation within a portfolio.

Any chance to know what indicator do You use for generation ? Or which you don’t use, because as we know, SQ doesn’t handle all indicators from list.

I usually only select the Keltner Channel, Bollinger Bands, Linear Regression, Aroon, Highest in Range and Lowest in Range to start. I learned that these tend to be the most commonly selected by SQ for viable strategies, so I just decided to eliminate all the others to make the search more efficient. However, when I get to the Improve Strategies section, I try to improve it with simple indicators added like the RSI, Stochastics, Momentum and MACD. Sometimes adding a simple indicator can smooth out some drawdowns over the long run.

Geektrader

There are more information in quant analyzer..I focus on correlated profits/losses..for one month..more than 40% correlation I throw strategy out

Hello Toddone! I have Question to You about WFM. Do You also check “coef” parameters to WFM test also?