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Forums>StrategyQuant>Application Support>Important question: would SQ find a strategy when i'll use 2 datas?, Main Data + Additional Data? even if it only passed on one data by criteria?

  • #114330 |
    Karish
    Customer
    430 Posts

    Would SQ find a strategy when i’ll use 2 datas?, Main Data + Additional Data? even if it only passed on one data by criteria?

     

    if i use M30 as main data + H1 as additional data for example, would SQ add a strategy to the database that passed only in the additional data but not on the main data?

    would it add a strategy to the database that passed on H1 for example without it passing on M30 by my criteria?

     

    or the criteria works only for the main data and not for the additional data?

     

    im asking because i want SQ to generate strategies on M30 + H1 at the same time and add to the database the strategies that passed my criteria in two of the datas or just one of them*,

    so if ill use both at the same time would strategies that passed only one of the datas be added to the database?

     

    please answer ASAP…

    thanks.

    #133473
    Customer
    484 Posts

    There are separate filters for Addition data (AD) just like IS/OOS/R filters.

     

    #133474
    Moderator
    1559 Posts

    Hi,

     

    to select which strategies will be placed in databank or dismissed you have to define rules on the ‘Ranking Options’ tab where you can setup criteria to dismiss some results. For example dismiss strategy if Net Profit (on additional data) is less than 0 or whatever you need

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    #133485
    Karish
    Customer
    430 Posts

    i know all this…, my question is rather then opening 3 SQs one on EURUSD M30, one with EURUSD H1, and one with EURUSD H4

     

    can i use all the 3 TFs in the same one SQ with lets say EURUSD H1 as main data and M30 + H4 as additional data but if it wont find any strategies for the main data (H1) would it still add strategies that it find for M30 + H4?

     

    thank you… i hope you understand,.

    #133488
    Customer
    484 Posts

    If you have main data filters, and the strategy fails main data filters, it will be filtered. If a strategy fails ANY filters, it will be removed.

    In order to do what you are trying to do, don’t use any main data filters (so it can be bad on main data, but pass A.D. filters).

    All the filter rules are ‘And’ rules.

    So strategy must pass all filters as you already know.

    If strategy pass…
    Net profit MAIN
    and DD% MAIN
    and Net profit A.D.
    and DD% A.D.
    Then add to databank.

    What you want is this:

    If strategy pass…
    (Net profit MAIN
    and DD% MAIN)
    OR (Net profit A.D.
    and DD% A.D.)
    Then add to databank.

    It is a worthy feature request in my opinion. It will help search for the most viable timeframe or pair more easily.
     

    #133554
    Karish
    Customer
    430 Posts
    If you have main data filters, and the strategy fails main data filters, it will be filtered. If a strategy fails ANY filters, it will be removed.

    In order to do what you are trying to do, don’t use any main data filters (so it can be bad on main data, but pass A.D. filters).

    All the filter rules are ‘And’ rules.

    So strategy must pass all filters as you already know.

    If strategy pass…
    Net profit MAIN
    and DD% MAIN
    and Net profit A.D.
    and DD% A.D.
    Then add to databank.What you want is this:

    If strategy pass…
    (Net profit MAIN
    and DD% MAIN)
    OR (Net profit A.D.
    and DD% A.D.)
    Then add to databank.

    It is a worthy feature request in my opinion. It will help search for the most viable timeframe or pair more easily.

    Yeah i think so too :),

    SQ4 should have this thing, i think the roadmap mentioned something about different PAIRS & TFs here:

    https://roadmap.strategyquant.com

    i think this feature will include what im trying to do..

    ahhhhh, cant wait for SQ4! :)))

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