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  • #131714 |
    Customer
    75 Posts

    Geektrader, I let SQ dictate the best order entry and stops for the currency pair and timeframe.  Some of my strategies are market orders and other limits.  I usually start my genetic builds with Price Values, Price Ranges, Operators, and some select Indicators,  I always have a stop loss, and SQ usually sets it based on the ATR with the strategies it kicks out. 

     

    As for number of trades, it depends on the timeframe.  For 5min timeframe I should have about 1 trade a day (260 weekdays in a year, minus a few holidays, is about 250 trades a year more or less).  As your timeframe gets larger, the trades per year gets smaller.  I normally target a solid 5 year record that is very robust.  Going back further than 10 years requires some judgement as you’re assuming you would not have reoptimized the strategy during that period and that market conditions were the same over 10 years, which is not realistic.  So, I don’t mind if the first 5 years have a flat or modest performance when the most recent 5 years are stellar.  The only thing I would be cautious of is if the first 5 years had large drawdown, then I would trash that strategy.

     

    The Monte Carlo analysis and Walk Forward Matrix tests are very important to understand and getting a passing grade on.

     

    Hope that helps, good luck.

    Todd

    #131720
    Customer
    574 Posts

    Thanks for the insight Todd, much appreciated!!

    #131722
    Customer
    312 Posts

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

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    #131726
    Customer
    75 Posts

    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.

    #132267
    Customer
    63 Posts

    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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    #132268
    Customer
    63 Posts

    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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    #132269
    Customer
    75 Posts

    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

    #132270
    Customer
    63 Posts

    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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    #132368
    Customer
    574 Posts

    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.

    #132370
    Customer
    63 Posts

    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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    #132566
    Customer
    36 Posts

    Well done Toddone

     

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

    #132568
    Customer
    574 Posts

    SQ displays the correlation within a portfolio.

    #132572
    Customer
    312 Posts

    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.

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    #132574
    Customer
    75 Posts

    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.

    #132578
    Customer
    36 Posts

    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

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