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Fuzzy Logic – Why use it?

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Oliver

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3 years ago #257609

Im trying to understand the point of using fuzzy logic to build a strategy.

Do they have better performances over sq4 style? if yes in what way?

what is there place in say a portfolio of strategies?

are they good for trading only in one direction?

Do they take longer to build? would robustness testing be done differenty?

has any one produced any and is working with them?

Thanks

 

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hankeys

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3 years ago #257612

for me its simple…i am using all 3 types of strategies we can build from SQX

SQ3

SQX

fuzzy logic

for all the types i am usign the same workflow and trading only STOP strategies (breakouts). The simplicity lies in that the different type of strategies are not much so correlated

you know what is fuzzy logic?

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Oliver

Customer, bbp_participant, community, sq-ultimate, 121 replies.

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3 years ago #257618

Thanks for response

Yes i understand what the fuzzy logic is but do not understand its place. Are they more superior than say sqx or sq3 strategies? can they be backtested and robustness tested reliably? do they take longer to find good strategies? maybe if im asking such questions maybe i dont really understand, despite me thinking i do.

My understanding is they are the same as sq3 or sqx but dont necessarily need all conditions to be present to have the strategy place a trade. this is why i ask such questions

I have never considered using a combination of the types you list to get better diversity (uncorrelated strategies). I will explore this.

have you developed daily strategies using all 3?

thanks in advance

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hankeys

Customer, bbp_participant, community, sq-ultimate, 487 replies.

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3 years ago #257619

i am not trading daily strategies much, have only 1 real ptf from them – still for me experimental

everything lies in the settings, for example entry condtions is crucial for fuzzy logic

for SQ3 types i am using 0-2

for SQX 1-2, because SQX type with 0 entry conditions leeds to long only strategies

and for fuzzy logic is those settings nonsense – so i am using something like 5-5 with 25-85%, so the fuzzy logic will be taking combinations of 1-4 entry conditions

You want to be a profitable algotrader? We started using StrateQuant software in early 2014. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM.

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