Parameter optimization of indicators in SQ
2 replies
Allwyn
8 years ago #114591
As I understand, SQ generates new strategies from a pool of indicators and then optimizes them . During this optimization, does SQ optimize the parameters of the individual indicators in the strategies or only select the strategies producing the best results maintaining the standard parameters of the indicators in those strategies?
For example, if MA cross is a strategy that is generated/selected, then does SQ further optimize the parameters of the MAs used – simple, weighted, exponential and price (open, high, low, close etc.)? Does the same also hold true for custom indicators?
tnickel
8 years ago #134679
Hi Allwyn,
SQ do not automatic optimization.
It generate strategies at a random/genetic prinzip.
Automatic optimization makes no sense.
thomas
https://monitortool.jimdofree.com/
geektrader
8 years ago #134706
Not exactly right Thomas, SQ does a kind of automatic optimization if you are using genetic evolution and not just random generating in the strategy building process. You´ll then often find strategies in your result database that use the exact same indicators for entry / exit, but with varied values for the indicators which can end up with pretty different overall performance. So it´s actually a intelligent auto-optimization since the genetic evolution can freely chose what to do… e.g. either combine indicators from successful strategies in the database to a completely new strategy, or vary indicator parameters while keeping the entry / exit logic.
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