Senkou Span B != the opposite of Senkou Span A
6 replies
geektrader
8 years ago #113979
When SQ generates symmetrical strategies, I´ve often seen entries like this:
mikeyc
8 years ago #131503
Hi geektrader,
Well spotted. I hoping that in SQ4 we can choose what is the opposite when we setup indicators, because for some indicators that have mulitple outputs (like channels), it will depend on the indicator and the strategy (long only, short only or both) what we consider the opposite rule.
Cheers,
Mike
tomas262
8 years ago #131555
Hi,
thanks for reminding this. I will forward this to Mark since he prepares SQ4 where this can be solved.
Mark Fric
8 years ago #131572
this is quite individual, because as Mike said it depends on what exactly we consider the opposite value of an indicator, it can depend on other factors.
But I’ll try to make it more configurable in the new SQ 4.
Mark
StrategyQuant architect
mikeyc
8 years ago #131598
this is quite individual, because as Mike said it depends on what exactly we consider the opposite value of an indicator, it can depend on other factors.
But I’ll try to make it more configurable in the new SQ 4.
Hi Mark,
I think it would just be the case that for building strategies, with an indicator that has more than one output, for each output you would select what is the opposite rule output. So if a channel had Hi, Lo and Mid outputs, you might select:
Opposite selection:
Hi —–> Lo
Lo —-> Hi
Mid —> Mid
For a range type indicator (that is like ATR or STD DEV) the opposite would either be itself, or the negative of itself. So for a range you could select this too.
What do you think?
Mike
Mark Fric
8 years ago #131632
yes, it could be configurable like this.
Just the more configuration options we add there, the more complicated the program will be. We have to find some balance, or a smart way to configure it.
Mark
StrategyQuant architect
geektrader
8 years ago #131647
I think it would be easy if you´d make kind of a excel-like table in the settings that looks like this:
Indicator, Main Entry, Opposite Entry
BBands, BBands Upper, BBands Lower
…………………………..
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