Retesting and (Small) Number of Trades

I am following along with the SQ video guide.

 

I used the 1h timeframe on EURUSD and SQ generated 60 strategies that were transferred to the Databank. After the first robustness test, 56 strategies remain.

 

I have nine months of data set aside for this robustness test. Over half of the remaining strategies execute fewer than 20 trades within this nine month period. Only seven perform more than 34 trades.

 

All strategies shown in the video example seem to perform over 200 within the first robustness test (which is 10 months of data).

 

This small number of trades gives me problems when performing the remaining robustness tests, as I cannot accurately view an equity curve (not enough sample points) for any of the strategies.

 

Does it appear that I’ve entered incorrect settings somewhere for my “Build Strategies”?

 

Here are the settings changes I remember making compared to the video (besides shifting the timeframe to 5m):

* Reduced SL/PT to 15 pips Minimum

* Checkmarked and Used an ATR range of 0.5 to 15 (fixed pips checkmark also remains checked)   <<<<<<<< Is this a problem somehow?

* Checkmarked “Stop Trailing”

* Chose “Fixed Amount” (500, 1, 2, 5) in Money Management

 

I’m pretty sure these are all the changes I made compared to the video.

 

I ran these settings for about 20 hours on a fair-powered computer ( Intel(R) Core(TM) i7-4820K CPU @ 3.70GHz, 3701 Mhz, 4 Core(s), 8 Logical Processor(s)) and SQ delivered the initial 60 strategies. Does this number seem reasonable?

I am following along with the SQ video guide.

I used the 1h timeframe on EURUSD and SQ generated 60 strategies that were transferred to the Databank. After the first robustness test, 56 strategies remain.

I have nine months of data set aside for this robustness test. Over half of the remaining strategies execute fewer than 20 trades within this nine month period. Only seven perform more than 34 trades.

All strategies shown in the video example seem to perform over 200 within the first robustness test (which is 10 months of data).

This small number of trades gives me problems when performing the remaining robustness tests, as I cannot accurately view an equity curve (not enough sample points) for any of the strategies.

Does it appear that I’ve entered incorrect settings somewhere for my “Build Strategies”?

Here are the settings changes I remember making compared to the video (besides shifting the timeframe to 5m):
* Reduced SL/PT to 15 pips Minimum
* Checkmarked and Used an ATR range of 0.5 to 15 (fixed pips checkmark also remains checked) <<<<<<<< Is this a problem somehow?
* Checkmarked “Stop Trailing”
* Chose “Fixed Amount” (500, 1, 2, 5) in Money Management

I’m pretty sure these are all the changes I made compared to the video.

I ran these settings for about 20 hours on a fair-powered computer ( Intel(R) Core(TM) i7-4820K CPU @ 3.70GHz, 3701 Mhz, 4 Core(s), 8 Logical Processor(s)) and SQ delivered the initial 60 strategies. Does this number seem reasonable?

no one can answer that.

Sent from my iPhone using Tapatalk

leave only simple Ranking criteria rules do not over do it, it is like over-fitting a strategy do not use too high ranking criteria and expect SQ to find you that strategy, its just wrong and it will take you forever.

go for the decent stuff and combine it all into a portfolio thats whole idea,

 

good luck.