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.

Yeah, we’re talking about 0. X% difference. I darwinex data is needed because I only trade in that broker, and if you develop strategies on a dukascopy data and trade darwinex big difference gets backtest

clonex / Ivan Hudec wrote:

hi. it is possible to use mae/mfe/edge ratio to use as a fitness? thanks

Very good suggestion !!  Gives a value on entry efficiency

Formula would be diffrent for long and short trades and then we have exits !

Entry efficiency formula
Formula for a long trade: (Highest high – entry price) ÷ (Highest high – lowest low)
Formula for a short trade: (entry price – lowest low) ÷ (Highest high – lowest low)

Exit efficiency formula
Formula for a long trade: (Exit price – lowest low) ÷ (Highest high – lowest low)
Formula for a short trade: (Highest high – exit price) ÷ (Highest high – lowest low)

to partizanas: using TICK or 1M, dukascopy or darwinex data or even longest Asirikuy data – for me its wasting of time trying to get more accurate backtest – backtest will still be a backtest. In real accounts could happen almost everything – i have the same portfolio running with the same broker on 4 accounts, also in there are differences

you can get on 3 accounts profit, on 1 account loss trade

so thinking about darwinex data is simple – are 3 years for my building process enough? i think, that the answer is NO

will i get more accurate backtest – NO

so for forex pairs i am using DUKASCOPY 1M, there are not major changes

for trading indices or oil, whatever other market you choos – where are different specifications through brokers – trading hours, contract sizes, decimal points, … its better to use brokers data, because dukascopy data are not suitable

will the SQX B126 version be released this Friday?

on the roadmap is the releasedate for 126 the friday

yes, the planned release is this Friday.

Build 126 has just been released.

It is mainly bugfix update, fixing some reported issues that caused problems.

This should be the last update this year, althought there might be development builds with every week or two.

Great thank you for your hard work!!!

Mark Fric wrote:

Build 126 has just been released. It is mainly bugfix update, fixing some reported issues that caused problems. This should be the last update this year, althought there might be development builds with every week or two.

Thanks for everything Mark! Enjoy your holidays. Can’t wait to see what you’ll be able to accomplish in 2020!

good job so far – we need to push things – simplifier is still very needed https://roadmap.strategyquant.com/tasks/sq4_3807

Hi Mark & Team,

Thanks for the latest build, I’ve been exploring it over the Christmas break.

I have a simple question, how do I move a strategy that is in the build databank or the retest databank to the optimiser without having to save it to a file and then load it back in?

In other words, where is the “move to optimiser” button than mimics the “move to restest” button?

This would also copy over the data and all other backtester settings…

Additionally, when are you going to build the portfolio builder features of Quant Analazer into SQX so that after making a number of strategies we can try to combine them to a portfolio whilst keeping to a set of constraints (e.g. correlation and profit factor), based on one or more portfolio optimisation target metrics  (e.g. return to drawdown).

It would be so much more convenient if this were built into SQX rather than having Quant Analyzer for this feature.

And one more thing, what has happened to being able to import “indicator” values from a file to use as building blocks, that was present in SQ3?

Have a great new year!

Regards,

Mike

for moving strategies you can use COPY PASTE by right click of a mouse button

Hi all in the new year 🙂

regarding moving to Optimizer – you can use Copy & Paste to move between any databanks, but I assume you want to load the strategy to optimizer. There is no function for this yet. I added a feature task for it: https://roadmap.strategyquant.com/tasks/sq4_5832

Portfolio Master in SQ – it is planned, we’ll be making a new maor version of QA based on SQ engine, and Portfolio Master will be probably a first thing to implement.

Then it will be available also in SQ as an integrated module. But I’m not sute yet when we’ll get to this.

In SQ3, there was a nice feature to import a MT4 Indicators data into SQ so that we can include that for building block as indicator.
Can we  put that back into SQX ? as this is a very useful feature.