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.

clonex / Ivan Hudec wrote:

I also want to repeat my question: when will be the programming interface supported and finished. ( tutorials, documentation etc.). THX

I’m sorry that it is not supported better, but we didn’t have time for it yet.

Build 125 will be the last one this year with bigger features added, I hope we’ll have time to improve the programming part of SQ X.

B125 BETA QUESTIONS:

– changes in the MQL4 of pivot indicator. why? backtest or trading will be affected?

– changes in the MQL4 code of strategies itself? do we need to update our code, or what are those changes? will the trading be affected for the B124, or what is wrong, that B125 MQL4 code is different?

– cant save STR files

– new settings are not user friendly – more clicks needed, we need to get everything to a row…not another clickable settings. Cant turn daily chart and volatiliy to ON…doesnt work

– if i set the EQ graph view what i want to see because of a new settings, after restart, it doesnt remeber my settings and i need everytime to reset the EQ graph view

it was published on Discord, but I’ll put it also here:

BETA of build 125 is available: https://www.strategyquant.com/licenses/d?code=sqx125be1

List of new features is available here: https://roadmap.strategyquant.com/projects/sq4/roadmap

This is almost a final version but before most of the testing. You can play with it you want and help us test it, or you can wait for a few days for final release.

Thanks Mark

But when is final version of build 125 to be published for auto-update? I don’t wish to install a BETA version.

Thanks

AC1962

You have to install the beta by hand.

With the auto-update you get only the final version.

Anonymous wrote:

the short question is whether there is protection on MT5 engine for unbitten orders and their repetition? because I get the following mistakes every day after 00:00 that the warrants have not been executed.

Hi Partizanas,

there is no such thing as repeated attempts to fill orders in MT5 engine. In MQL code we only use multiple attempts when closing orders.

We have encountered this problem with orders close to midnight on multiple brokers. I think a possible way how to deal with this would be to limit time range in trading options.

You can try to set the time range so that there is a small gap around midnight, this should prevent opening orders in that time window.

and what about this code in the MQ4 strategies?

extern int OpenBarDelay = 0; // open bar delay in minutes
// it can be used for Daily strategies to trigger trading a few minutes later –
// because brokers sometimes have technical delay after midnight and we have to postpone order execution

Hey Mark,

I saw recently that SQ is offering data for micro futures. In the US and other brokers that offer them, we need to abide by FIFO rules in order to trade them. In order to use are  strategies with these, we need to make sure none of our orders are active at the same time. To achieve this, we would need to modify our strategies to fit two basic rules.

1. While a trade is open (an order was filled), prevent any further orders (limit or market orders from either side) from being submitted.

2. Stop limit and limit orders from either side can be submitted simultaneously as long as no trade is open however, when a trade is open (an order was filled), cancel any pending limit/stop limit orders that did not originate from the open trade.

How feasible would it be to incorporate these rules into a “FIFO mode” that we can turn on/off for any strategy during building/retesting/trading?

I thought it would be as simple as two if statements but I can’t assume how much work it would take. If it would not take much, is there any chance of this being incorporated into build 126? I understand b125 is too close for any new features.

Here’s the feature request for it:

https://roadmap.strategyquant.com/tasks/sq4_3775

Let me know if you think this would take too much work to implement soon and would better be pushed back until later

AC1962 wrote:

Thanks Mark But when is final version of build 125 to be published for auto-update? I don’t wish to install a BETA version. Thanks AC1962

Its scheduled for November 8th in the roadmap but that can change https://roadmap.strategyquant.com/projects/sq4/roadmap

kainc301 wrote:

FIFO rules

I trade SQ generated strategies for futures on Tradestation and recently also AMP broker (MT5), but I’m not aware of any specialities that have to be coded in the strategy.

Tradestation/MultiCharts and MT5 Hedging engine already trade like this and source code generated reflects it.

Can you point me to some more information on what you think is required? I think there’s no addition needed.

Release of final build 125 is indeed planned this Friday (8th November). We should be able to make it without problems.

FIFO rules essentially allows only one trade to be active at a time. You can find more info about FIFO rules straight from OANDA here:

https://oanda.secure.force.com/AnswersSupport?urlName=OANDA-s-FIFO-policy&language=en_US

This is only applies to brokers that require FIFO such as those regulated by the NFA/CFTC in the US.

Not many brokers outside of the United States have FIFO requirements but those in the states do. The only way to get around this is to separate accounts into one account for longs and one account for shorts (which is highly annoying). The goal would be to use one account so that we are not splitting margin needed to trade. The only way we can do this is if we are able to produce strategies where long and short orders do not activate at the same time.

A “FIFO mode” would only require two rules to make strategies FIFO compliant and it would only be in the logic of the order handling:

1. While a trade is open (an order was filled), prevent any further orders (limit or market orders from either side) from being submitted.

2. Stop limit and limit orders from either side can be submitted simultaneously as long as no trade is was filled however, when a trade is order was filled, cancel any pending limit/stop limit orders that did not originate from the open trade.

This can be done manually but it is impossible to then take strategies made with these manual edits and get stats from SQ when building a portfolio of strategies with these rules. So having a mode where SQ can implement this and we can get stats and generate portfolios that are of FIFO compliant strategies would be a godsend. It should be able to be handled with a one to a few if statements in the order handling. If it seems more difficult than this, please give your thoughts.

I’m sorry, but we have to postpone the final release to next week – probably right on Monday  11 Nov 2019

We have it almost ready but we were not able to test it throughoutly.

For those of you who want to try it anyway here is link to latest Release Candidate: https://www.strategyquant.com/licenses/d?code=sqxbe125rc

thanks

hankeys wrote:

and what about this code in the MQ4 strategies? extern int OpenBarDelay = 0; // open bar delay in minutes // it can be used for Daily strategies to trigger trading a few minutes later – // because brokers sometimes have technical delay after midnight and we have to postpone order execution

Yes, this is another possibility, but please note that if you use OpenBarDelay feature in your EA, it will probably cause differences in backtest results between SQ and MT.

But I think it’s not a bad idea to use it as a hotfix to midnight filling issues if you are trading on higher timeframes.

I’d like to announce that SQ X B 125 has been released. It should autoupdate next time you run it.

Check What’s new here.

There were some major features added, along with fixes of issues in Tradestation/MultiCharts engine.