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  • #256529 |
    Mark Fric
    Administrator
    1172 Posts

    no, release of the new build 127 is planned to the end of March. We are adding some new bigger features there.

    Mark
    StrategyQuant architect

    #256611
    ivan
    Participant
    143 Posts

    i have a question on memory management, which is not related to updates:

    on higher timeframes and only on certain pairs like GBPUSD, XAUUSD, with a bit more complex strategies (adding a few more conditions), and great generating speeds, the memory usage increases drastically to close on in excess of 64GB (print screen attached). This is true for both generating and filtering. On several occasions, the program stopped responding when it reached the 64GB.

    In filtering, i found a solution by dividing the 10.000 databank into 2 groups and filtering just half, 5.000 and at the end, joining the final strategies, but on generating, i am still looking for a solution.

    My question would be if this is to be expected on more complex strategies and great generating speed and if is there another solution before adding another 64GB on the system.

    Attachments:
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    Timisoara, Romania
    3700X 3.6 Ghz 8 cores, 64GB RAM DDR4 3000Mhz, Samsung 970 EVO Plus M.2 NVMe

    #257027
    Customer
    248 Posts

    Hello,

    Could you add the Sortino Ratio in the new version?  I don’t think the Sharpe ratio is a good fit for measuring the volatility of strategy performance.

    https://roadmap.strategyquant.com/tasks/sq4_5800

    Sortino Ratio is a good tool for evaluating equity curve adverse volatility.

     

     

     

    #257150
    Customer
    7 Posts

    Hi Mark:

    Is the latest version 127 coming out this Friday?

    yusung

    #257182
    Customer
    233 Posts

    No Mark Frick said that it is a big update,

    this will come later in the next time. But we can get a betaversion for testing.

    This will come in the next days.

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

    thomas

     

    #257232
    Customer
    233 Posts

    I will be happy If I can get a betaversion of the SQ 4.127

    #257265
    Customer
    31 Posts

    I have been running SQX to generates strategies using multi-timeframe.
    The main data: EURUSD-M15
    Subchart1: EURUSD-M5
    Subchart2: EURUSD-H1
    Can someone help me on how to run various Monte Carlo tests for this kind of strategy?

    For example: how to set up and run Monte Carlo test of different time such as MAIN DATA: EURUSD-H1?
    Is there a way to adjust the subchart1 and subchart2 timeframe?
    Is this going to be a new feature addition to the next SQX version?

    I can not find any document or guides.
    Thanks.

    #257266
    Customer
    501 Posts

    I’m the most excited for this version of all. Much anticipation.

    #257267
    Mark Fric
    Administrator
    1172 Posts

    Hi all, thank you for your support and patience. This is indeed a big update, but we are already finishing.

    I (optimiztically) estimate we’ll be able to release a development version for testing later this week.

     

    Regarding your questions:

    Ivan – memory issues – could you cretae a task for it and attach your config that produces the problem? It is hard to say it generally. But keep in mind that when you do for example Monte Carlo simulations every trade must be saved into memory. So if your strategy had for example 1000 trades originally and you’ll make MC with 1000 simulations, the strategy now has to store 1000 x 1000 new orders. MC orders are in a more optized format, but it sitill is a lot of data.

     

    Sortino ratio – we’ll not make it to the dev version, but maybe to the final one

     

    Yudhiu – MC test to randomize timeframe – a good idea, we’ll probably add it there. If not to dev then to final version. I have to check if it doesn’t bring some complications, but it seems to be quite simple.

     

     

    Mark
    StrategyQuant architect

    #257350
    Customer
    31 Posts

    I am using the Builder setting attached.
    After a few strategies generation, the SQX stop generating strategies.
    I am using SQX Pro Build 126.2189.
    Other builder setting seems working fine.
    Any advice?

    Thx.

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    #257358
    Customer
    422 Posts

    i dont see in your settings anything which could cause some stopping – but there are few things i dont like in it, mostly in genetics setting

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #257372
    Customer
    31 Posts

    Hankeys, thanks for your feedback, but it is indeed stuck after generating 4500 strategies.
    I like to see more optimal setting, if you can send me that will be appreciate it much.

    #257378
    Customer
    422 Posts

    but what is the optimal setting? i dont know what you are looking for – what strategies? – you need to know why you made the changes for example in the genetics settings

    and why you are building strategies with the same settings also for LIMIT and MARKET kind of strategies – this doesnt make sense to me

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #257380
    Mark Fric
    Administrator
    1172 Posts

    yudhiu – could you open a task for it and attach also your log from \user\log\StrategyQuant ?

    I tried your config but it always restarts after 3 generations, doesn’t it do the same to you?

    I don’t have your custom indicators though.

    Mark
    StrategyQuant architect

    #257389
    Customer
    31 Posts

    Hi Mark,
    Thanks for your attention.
    Both using Genetic and Random generations give the same outcome.
    I have created this ticket: https://roadmap.strategyquant.com/tasks/sq4_6072

    Best Regards,
    Yudi

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