Long/short rules symmetry in optimizer

2 replies


Customer, bbp_participant, community, 11 replies.

Visit profile

5 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. 



Customer, bbp_participant, community, 878 replies.

Visit profile

5 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.



Customer, bbp_participant, community, 542 replies.

Visit profile

5 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.


Viewing 3 posts - 1 through 3 (of 3 total)