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Long/short rules symmetry in optimizer

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Fossek

Customer, bbp_participant, community, 11 replies.

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8 years ago #114582

There is an option to set symmetry between long/short rules when building strategies. This option is missing when optimizing a strategy. You then have long/short coefficient listed seperately, while not having a chance to keep them symmetric. That results in not being able to optimize big parts of the strategy or run into an asymmetric long/stop rule (although you first explicitly chose to keep them symmetric when building the strategies).

 

Is there a workaround for this problem? Otherwise the optimized becomes useless for most strategies. 

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mikeyc

Customer, bbp_participant, community, 877 replies.

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8 years ago #134660

It’s one of the major show stoppers for me with the current version of SQ.

 

I’m waiting for the new version before spending any more time on SQ.

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geektrader

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8 years ago #134677

Yea, it´s bad that SQ 3.8 doesn´t have it ,but SQ4 will as Mark already said several times here in the Forum.


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