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Old strategies will transition into SQ4?

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Threshold

Customer, bbp_participant, community, 715 replies.

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5 years ago #114346

I assume so, but I also understand it to be a difficult task so that is why I ask. As a simple example- Old strategies have separate coefficients for long and short, and many other separate variables for long and short, but a key focus in SQ4 is symmetric optimization of these separate long/short variables which may make the old code incompatible with the new redesigned structure of strategies.

Old strategies will be recognized and function normally in SQ4?

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Mark Fric

Administrator, sq-ultimate, 3 replies.

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5 years ago #133563

yes, the new SQ 4 will be backwards compatible with SQ 3 strategies – it will most probably be done in the way that the SQ 3 strategies will be automatically translated to the new format.

 

As for symmetrical optimization, settings in SQ 4 will be more flexible, so supporting the current SQ 3 way will be not a problem.

Mark
StrategyQuant architect

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