custom bar pattern build

Lately I’ve found much more robust and “smarter” strategies in StrategyQuant programming/building the entry criteria myself, leaving the rest of the strategy empty, and running it in the Improver to get entry type, stop loss, trailing profit and exit rules added to it. I found these much more preferable to most of the entry rules I would get out of a random and genetic generation. Try it yourself, here is a simple robust example. LONG: Close1>200sma and RSI9<35. Run it on a h1,h4,D1 in improver to add SL, TP, Trailing, and exit rules. I used that to build a D1 dip-buy portfolio on 6 different pairs in a single Improver run. Still waiting on SQ4 so I can do a single optimization run for all 6 pairs 🙂 I have quite a few portfolio-level strategies awaiting it for completion I’ve held off on so I’m very very excited to get them going for 2016.

What I’m trying to work on for now-
Here is a snippet of code from EA Wizard looking for at least the lower 30% of a bar to be a tail/wick that I want to move over to SQ and try it on the improver

File: candles.png

My first attempt was something like
((Close1<Open1)
and (BarRange * 0.3)<(PriceDifference:Close-Low))

And got error because barrange is in pips and price difference is price.

So tried this:
((Close1<Open1)
and ((PriceDifference:High-Low) * 0.3)<(PriceDifference:Close-Low))

And it still got an error message.

Can this be done in SQ3? SQ4 is still 10+weeks possibly. Trying to work on what I can in the mean time before it and avoid using MT4 for arduous testing&optimizations.

@Threshold,

You said that creating a “base”strategy in SQ3.8?

Yes, as it is capable for simple rules.

File: QQ图片20151013123849.png

I think SQ3.8.1 can do this.

But I am very disappointed to SQ4’s news from yours.

Thanks, I was making it more complicated than it needed to be assuming pips/price would conflict.

You’ve seen this already from the “Road map discussion” thread? I’m not disappointed. Nov/December isnt very far away at all for working Alpha ver. They’ve already exceeded all my expectations.
https://roadmap.strategyquant.com

File: pullback.png

I’ve coded the above simple entry criteria into SQ. Only the entry criteria. NO stops, bars exit, profit trail, exit rules etc.

It retests (mind you horribly because it has no stop and no exit) so I know it works but I am getting an error in the Improver saying there is a problem with my building blocks. If anyone can have a look and fixes it I would much appreciate it.

The only part to be ‘Improved’ is ‘Exit Rules’. The ‘Entry rules’ and ‘Order type’ is already programmed.

I’ve added the system and the settings.
 

Reuploaded*

Such a great idea. Thanks for sharing! I will allocate one of my SQs to do this.

Sent from my HUAWEI MT7-TL10 using Tapatalk

Thanks. I took a look @ the parenthesis grouping rules together and it is completely rearranged by SQ after saving the strategy. Its very different from EA Wizard. Trying to understand them and see if how SQ is grouping the rules is fundamentally changing the strategy.

Has nothing to do with the Improver, just how the strategy would be trading though. Seems SQ likes to put all rules in parenthesis from top to bottom.

I re-uploaded the .str with a couple of rule shifts, if you have any success in Improver not getting an error, let me know. I will do the same.

Ok just tried various combinations of rules. I stripped everything away except this:

Close < Open
(BarRange * 0.3)<(Close-Low))

Which seems to be the culprit preventing the Improver from running.

So I tried another way around measuring the bar range:

Close < Open
((High-Low) * 0.3)<(Close-Low))

And still Improver won’t allow it so it seems equations as entry rules in the Improver prevent it from working. All but the simplest rules will only work so still I can build strategies in the Improver like RSI200MA but no custom equations. This has actually given me a few ideas to try out that will work in 3.8.
 

Hi, will try to check that too

Was a solution ever found to this?

Was a solution ever found to this?

I tried to use the Improver on manually created rule and it works for me. What are you trying to test?