SQ X updates

Here’s where we can discuss SQ X updates nad news.

This topic was renamed from SQ4 Early preview. The old, no longer relevant posts are or will be deleted and archived.

The point is in clearing up our forum from old, non-relevant stuff.

Can someone help me on how to create a custom indicator into SQ-X?
I read the UserGuide (page 11 – Extendability – you can extend SQ X to support your own indicators, building blocks or even things like computed statistical values).

Yes, I can see the guide on making custom column (Statistic) for DataBank, but how to make a custom indicator?
* Can I do that using ‘mql4’ (just like the MT4 way), or it must be coded using Java language?
* How to set it up into SQ-X?

Hi Mark,
Congrats on SQ-X.
Question: is there any plan to integrate SQ with for Deep Learning Machine Learning?
Microsoft has this Java API (still in progress, however) for their Cognitive Toolkit which has support to various Deep Learning platform including TensorFlow and Keras.
https://docs.microsoft.com/en-us/cognitive-toolkit/cntk-library-api

That means, we can create/train the model for LSTM RNN using Keras (using other platform), and then evaluate the execute the model using Java API from StrategyQuant. What you think?

notch – could you please open task about this and share your build setting and if possible also the data there? I’ll look at it.

Deep Learning – yes, we have plans to integrate it into SQ. But right now the priority is to make a final version, we’ll not extend it with more functionality until then. Thank you for the link to CNTK project.

Adding your own indicator – we are still working on CodeEditor in SQ and more examples and learning materials for this. Indicators will have to be programmed in Java, but their code is simpler than in MQL. We will also be providing free service to convert the indicator for you.

Mark Fric wrote:

Similar strategy dismissal – I’ll post a comment to the task. It shouldn’t be so difficult to implement.

Mark we are waiting on the task, it still without a build assignment and without any answer, but in any case is a lot discussed.

Hi Mark, I think there might be a problem with SQ4 but I am not sure. I ran an experiment earlier and I deliberately uploaded data that peeks into the future. I basically shifted the high and low value backward by one so that SQ4 the engine could peer one step into the future. I then selected only OHLC in the building block under stop/limit levels and random indicators. I also included ATR under stop limit prices. I loosened filtering restrictions. The engine was unable to find any strategies after 15 minutes of generation. By rights, the engine should have located strategies almost immediately because the data peers in the future. The same test on SQ3 generates loads of strategies immediately so I believe there maybe a fundamental issue in SQ4 or perhaps I am just missing something.

Did you use an exit rule?  I noticed something in that when using an exit rule all strategies seem to be dismissed with no trades. If I use trailing stop I get good strategies, if I use SL/TP I get good strategies.  Change it to exit rule and nothing ever gets generated.

Hi Mark,

Will there be an update to Quant Analyzer so that it supports analyzing sq4 files?

I tried to load in some strategies generated by SQ4 and it does not support those files.

Cheers,

Mike

Hi Mark

I’m  trying to create strategy template using new Algo Wizard but I’m not sure if this is completed or still is in development?

I’m not able to enable Strategy Template Mode and not sure how to add random placeholders!

SQX is amazing peace of software, keep good work!

Regards

Dal

Also will there be a way to free ram? Like a button to free some ram space?

mikeyc wrote:

Hi Mark, Will there be an update to Quant Analyzer so that it supports analyzing sq4 files? I tried to load in some strategies generated by SQ4 and it does not support those files. Cheers, Mike

Save strategies SQ3 format

Hello fellows and Mark,

Do you know what is the difference between Metatrader 5 (hedged) and Metatrader 5 (netted) engines in SQ X builder?

GRoundofInferno wrote:

Do you know what is the difference between Metatrader 5 (hedged) and Metatrader 5 (netted) engines in SQ X builder?

When you connect to a broker server, it will show you a message in Journal

I’m getting this after updating.

“Loading of StrategyModifier class was unsuccessful in StrategyBase.init()!”

Can you please attach the log file from \user\log\StrategyQuant ?

I’m a longer time SQ 3 user. Is SQ X already in production and where can I find the upgrade from SQ 3?

Hi Mark,

Must say some great improvements to the quality, stability and performance of SQX 108, well done to you and your team.  Looking forward to the next release.

Cheers,

Mike