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.

ytu wrote:

Currently, the only way to achieve this is to set the max duration a trade can be open for x bars and use x in order to determine time. I submitted a request to add the option to specify a time interval as this will be needed for non time based bars and it was moved to the backend. So no idea when it will be added but specifying specific duration was moved to the backlog of tasks to complete. Currently it is in SQ programming https://sq.projectpanel.com/tasks/sqp_0004 Thanks for info above. Really appreciate it. Can you send me an example of SQX file to let me start with some hands-on (this is my best Christmas present this year 🙂 Also, does anyone knows a list of Binary Options brokers accepting orders via MT4 EA? Thx.

Honestly, binary options are probably your worst bet trading in general. They were recently banned by the ESMA, meaning all EU regulated brokers offering BO’s had to get rid of them, leaving binaries only available to unregulated/sketchy brokers who are most likely too sketchy to pay out. To say trading them would be unreliable is an understatement. You’re pretty much left with brokers regulated by the CySEC and well if you still want to go down that route then good luck.

However, there were some brokers content on offering legitimate binaries backed by actual market makers. The number one broker doing this was IG. Since they were also hit by the ESMA ban, they innovated by creating something similar to binaries called knock-out options, which are similar to binaries but behave slightly differently. This would probably be the “safest” version of binaries and I only mean safe in the sense that you wouldn’t have to worry about the broker refusing to pay you. For those in the states, NADEX would be the only available option for binaries and IG owns NADEX.

Additionally, even if you were to go the route of finding a loosely regulated broker to trade them, you wont find some API that will let you map mt4 trades to the binary option. The best way to trade an SQ strategy for them would be to find a way to get an alert for the strategy when an order is filled and then manually enter the trade after receiving the alert. in my opinion, if you’re not doing this for options at NADEX or IG, you’re better off trading regulated FX with normal strategies for sustainability long term.

keinc301,

Noted!
Thanks for your honest BO assessment.
Perhaps, I can repurpose this to let SQX build strategies to signal explosive FX pair move, then place ETF FX Options Buy CALL/PUT near ATM.

Trading Portfolios of simple strategies

Note I always trade multiple strategies (low correlation) into a portfolio, it gives proportional trading of lot sizes based on  “wisdom of the crowd” voting, removes missed trading opportunities due to “one trade at a time” limitation, and treats each strategy as a weak learner in a kind of  “boosting” approach through the careful selection of a portfolio members:

https://machinelearningmastery.com/boosting-and-adaboost-for-machine-learning/

Must have a missing feature when creating portfolios

In SQX for each simple strategy we can calculate and visualise MFE/MAE and daily equity (open trade drawdown):

If many strategies in the portfolio have a similar open drawdown over a similar period, then either the account is going to have a margin call and fail, or the maximum traded lot size will have to be very small per strategy.

The missing feature is that when the portfolio is selected containing all the combined strategies, the the Daily equity value is lost and is not displayed:

Without seeing the Daily Equity curve I have no idea what the open trade drawdown might be (note this is NOT the same as closed trade drawdown), and hence what lots sizes I could trade for a given balance without fear of a margin call.

Please add Daily Equity calculations to the portfolio (by combining the individual Daily equity curves of the portfolio constituents) and show this on the chart.

Thanks,

Mike

Hi Mark ,

may I ask you when do you have to plan to finish the programming interface for SQX? Currently, it is in the alpha stage. It is very hard to do something BCS o lack of documentation, debug console, tutorial, etc.

Best,

Mark,

your statement  may not  be accurate, the reported bug algw_0307   blocks me to do any more work on algowizard, since it prevent me to do save or save as work. I already created a dummy strategy to demonstrate the bug. so please fix that with high priority.

i wish to ask an off topic question, but technical, regarding how SQ runs and behaves in relation to the processor

on most reviewing sites, when benchmarking processors, they use a wide range of tests, system, rendering, encoding, office and java related and mot of them have different names.

My question would be: to which of those benchmarking software, is SQX more similar or which benchmarking software would vaguely mimic how SQX runs?

i plan to use that information for me and for future beginners to help them choose their systems.

thank you

ok, we will add combined Daily equity for portfolio to Build 125.

Clonex – do you mean debugging console for snippets development?

algw_0307 – we’ll fix it into the next build, thank you for reporting it.

ivan wrote:

My question would be: to which of those benchmarking software, is SQX more similar or which benchmarking software would vaguely mimic how SQX runs? i plan to use that information for me and for future beginners to help them choose their systems.

I’d say benchmarks that measure raw processing speed simulate SQ work the most. So when comparing different configuration, you should choose thge one with more CPU processign power with as many cores as possible.

There are other factors to consider:
– RAM – 32 GB is enough for most tasks, 64 GB shoul dbe enough for anything
– SSD disc – helps greatly
– CPU with multiple cores – SQ is able to use them all in most of its tasks, so more cores the better

Mark Fric wrote:

raw processing speed 

understood

thank you

Mark,  Supposedly if You today backtest with MAE enabled you can carry this info back in to QA and then sort the strategies based on the portfolio combined MAE.  I have tried this but when building a portfolio it would be nice to have it build the strategies and discard them based lowest open Equity drawdown. What is happening today is that all end up with the same MAE or grouped this way  for example  50 portfolios with MAE -1250 and 50 portfolios with MAE -1750.

I spend alot of time for avail doing this sorting manually on Daily. First sorted them in SQx per instrument with MAE curves that looked nice and then used these strategies in QA. I also made a portfolio without doing this.  Now having runned them for a time you can see the diffrence from Fxblue below.

Mark Fric wrote:

CPU with multiple cores – SQ is able to use them all in most of its tasks, so more cores the better

Can you confirm if SQX currently has a limitation of 64 logical cores as described here https://roadmap.strategyquant.com/tasks/sq4_5316

I am planning on running SQX on higher core count machines and I did not think a limitation of number of CPU cores existed.

Just wonder how many processor cores you plan to use?

Are you running it at server, or at home?

I believe SQ X doesn’t have limitation on 64 cores, but we have no way to verify it because we don’t have this kind of system.

But I have dual Xeon machine with 48 cores and it works on all cores.  There is no inherent limitation in SQ, if Java sees the cores then SQ will see it and will be able to use it. And I don’t think Java is limited to 64 cores.

It might be an issue of configuration – perhaps something in BIOS related to NUMA. I think it was discusses on this forum somewhere, perhaps some other users have experience about this.

I’m also be curious what kind of system are you planning to use ? Do you have a link to a ventor or provider?

SQX  cant use more then 64 logical processors since if you have more then that Windows group them. And Mark do not have 48 cores he has 48 threads or 48 logical processors which comes from 2 CPU,s  with 12 cores each only 🙂

one interesting question would be how much the frequency per core does count in SQX, if it does count or not

for example if we put one 2,3 Ghz 20 core Xeon next to one AMD Ryzen 9 3900X with 12 cores but at 3.8 Ghz each (this base clock can be overclocked to 4,4 Ghz), in some benchmarks, the performance will be the same

in theory, it should count in SQX but i am only speculating, if the same number of cores are on 2 Ghz or 3 or 3,8Ghz

of course, the architecture itself counts also