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.

anyone can help me to save /load config file? thank you.

yourrodstaff wrote:

anyone can help me to save /load config file? thank you.

What version are you using?

x113 the new one, Mark ask me to upload the config file for the bug reporting, thanks

yourrodstaff wrote:

x113 the new one, Mark ask me to upload the config file for the bug reporting, thanks

Hi,
Sorry, took me a while as I had to go install 113…
Have a look at the attached image, you’ll see there’s a small cog icon on the right of the ‘Settings’ tab, from there you can Load/Save etc.

I’m sure there was some more obvious menus in earlier versions, this is a bit obscure/hidden.  😉
Note I’m using the Dark Skin, so you’s might look different.

Marcel – update or upgrade, it has the same meaning to me.

All users who have right to upgrade will be able to upgrade to the latest Pro version with all the modules that are a part of Pro at the time of upgrade.

If there would be some paid addons in the future they will be not a part of standard SQ package and hence not a part of the upgrade.

Most of the new planned features will be included in SQ, including new features like Optimization profile, Parameter permutation method, output for NinjaTrader, Neural Networks trainer.

Mark Fric wrote:

Marcel – update or upgrade, it has the same meaning to me. All users who have right to upgrade will be able to upgrade to the latest Pro version with all the modules that are a part of Pro at the time of upgrade. If there would be some paid addons in the future they will be not a part of standard SQ package and hence not a part of the upgrade. Most of the new planned features will be included in SQ, including new features like Optimization profile, Parameter permutation method, output for NinjaTrader, Neural Networks trainer.

Mark,
I suggest you use only ‘update’ for what you’re referring to, as per my example above.  😉
https://strategyquant.com/forum/topic/4416-sq4-early-preview/#post-236438

Glad to hear you’re planning to include Neural, I was expecting that would be a paid addon!  😀

p.s. I there any chance we could get a Forum ‘upgrade’  😉 , this one’s honestly a bit janky.
I’ve been using this one elsewhere and it’s pretty nice (https://nodebb.org/).

Thank you very much, i appreciate that!

Hi Mark,

on 18. October I´ve reported some serious backtesting issues for build 112 over here https://roadmap.strategyquant.com/tasks/sq4_3124

But it was not looked at yet or assigned to anyone. Since it took me close to an hour to compile this bug report and because it still exists in 113, it would be great if someone can take a look at it before it goes unnoticed 😉

Thank you.

Hi Mark,

A few questions on SQX custom indicator coding:
1) It is important to initialize some variables, given certain values to the input parameters, so that the calculation can be done correctly at the ‘OnBarUpdate()’ function. MQL4 has a function called ‘int init() {}’.
How this is done in SQX Java code for custom indicator?

2) Please send me an example code of how to provide and call these functions in SQL Java.
This list is based on MQL4 math functions:
IntPortion(), MathPow(),MathLog(), MathSqrt(), MathAbs(), MathCeil(),MathFloor().

3) Is it better to just send the MQL4 code to your team for SQX Java conversion? Let me know how if it is the case.

A few questions on SQX custom Stats Value and Columns:
1) The guide showing example code of
setDependencies(“NetProfit”, “Drawdown”);
Can you send me a complete list of dependency fields (including full description of them) which we can call from the custom code?
2) For a given transaction, for example trading on 1-hour Timeframe:
an Open Buy on 1-Nov-2018 10:00AM, then Close Sell a day later on 2-Nov-2018 7:00AM.
Can we get the historical fields to cover every hour of the open position, i.e.:
NetProfit and Drawdown on 1-Nov-2018 11:00AM
NetProfit and Drawdown on 1-Nov-2018 12:00AM
etc…
This will give us a finer grain of calculation.

Best Regards,
Yudi

Hi Mark,
Can I download the historical series via SQX and import them into SQ3? There’s no compatibility issues, right?

Best Regards,
Davide

Mark,

can you review the case sq4_3245 , which i loaded the cfg file and mabi seems to demonstrate it is memory management  cause it to stop, with his 8GB can only last 8 mins, in my case can run 2hrs with 32GB. Thank you

I’d like to announce that Build 114 will be postponed by one week – it will be released not tomorrow (9.11.) but a week later (16.11.).

We are doing it because we are still working on reported issues with stability and memory and we want to throughoutly test it before we release it. Many bugs were already fixed in 114, and we also managed to reduce memory consumption and improve speed of the program.

Daddino wrote:

Hi Mark, Can I download the historical series via SQX and import them into SQ3? There’s no compatibility issues, right? Best Regards, Davide

yes, data are the same, there are no issues

yourrodstaff wrote:

Mark, can you review the case sq4_3245 , which i loaded the cfg file and mabi seems to demonstrate it is memory management cause it to stop, with his 8GB can only last 8 mins, in my case can run 2hrs with 32GB. Thank you

I added comment to it, we are looking at memory and browser freezing issues

geektrader wrote:

Hi Mark, on 18. October I´ve reported some serious backtesting issues for build 112 over here https://roadmap.strategyquant.com/tasks/sq4_3124 …

we are looking at all the reported bugs, but we can do it just one after another, our capacity is not unlimited 🙂 However the backtesting issues should be all solved in the new build.

ytu wrote:

A few questions on SQX custom indicator coding: 1) It is important to initialize some variables, given certain values to the input parameters, so that the calculation can be done correctly at the ‘OnBarUpdate()’ function. MQL4 has a function called ‘int init() {}’. How this is done in SQX Java code for custom indicator?

there is no explicit function for it right now, but we can add it. I created a task for it.

ytu wrote:

2) Please send me an example code of how to provide and call these functions in SQL Java. This list is based on MQL4 math functions: IntPortion(), MathPow(),MathLog(), MathSqrt(), MathAbs(), MathCeil(),MathFloor().

These are all Java methods: https://docs.oracle.com/javase/8/docs/api/java/lang/Math.html

ytu wrote:

3) Is it better to just send the MQL4 code to your team for SQX Java conversion? Let me know how if it is the case.

yes, we can do the conversion for you. Submit it as a new task in SQ programming project. Just please note that the priorities right now are fixing bugs, so it might take a little time.

ytu wrote:

A few questions on SQX custom Stats Value and Columns: 1) The guide showing example code of setDependencies(“NetProfit”, “Drawdown”); Can you send me a complete list of dependency fields (including full description of them) which we can call from the custom code?

The dependency names are the names of Java classes, so you can use name of any snippet from SQ.Columns.Databank. Just make sure you don’t make circular dependency.

ytu wrote:

2) For a given transaction, for example trading on 1-hour Timeframe: an Open Buy on 1-Nov-2018 10:00AM, then Close Sell a day later on 2-Nov-2018 7:00AM. Can we get the historical fields to cover every hour of the open position, i.e.: NetProfit and Drawdown on 1-Nov-2018 11:00AM NetProfit and Drawdown on 1-Nov-2018 12:00AM

we don’t keep this information, it would be too much data. You can turn on MAE/MFE to see what was the maximum profit and loss for the duration of trade.

Announcement – Build 114 has just been released.

This is bigger update, we made some serious improvement in backtesting engine speed and memory requirements, and also added new advanced feature and crosscheck – check an article here: Optimization Profile and System Parameter Permutation in StrategyQuant

Plus we fixed many smaller reported issues.

Download link: https://strategyquant.com/download

Changelog: https://roadmap.strategyquant.com/projects/sq4/roadmap

Hello,

after the update SQX is hanging since 20 Minutes in “Initializing Backtest data”

Is it normal?