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Forums>StrategyQuant>General Discussion>How to ensemble systems Update 127

  • #258108 |
    Customer
    6 Posts

    I am wondering about this interesting feature in update 127 called ensemble systems. Where is documentation of this feature.  How to implement it. see attachemnt.

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    #258110
    Customer
    793 Posts

    i found the article here – https://strategyquant.com/doc/strategyquant/merge-split-portfolio/

    i was testing it and i am afraid thats not implemented in an easy way

    1. if i try to make 2 ensembled strategies from 2 different strategies, the exit type is not changed and i am getting the same ensemble strategies

    2. there is no tool how the user could possibly know that the ensemble strategy will be better – no portfolio master, nothing…and i am afraid that the logic behing this is nonsense – merging the entry rules to the fuzzy logic will get us nothing only complicated strategy

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. 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. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #258112
    Customer
    110 Posts

    HI,

    I’ve just read the article and I’m not sure if I understood it correctly. Could the option “Strategies merged to one (trading in parallel)” be the so called and waited feature that creates a single EA merging/combining several ones? So I could get a single EA who has an entire portfolio inside and put it on my MT4/MT5 terminal. That would be great

    #258119
    Customer
    793 Posts

    more builds need to be done, thats true :) this is only a start…

    yes, parallel should be one EA fore mor strategies traded together, but MM and trading options need to be for every strategy the same

    so if we have strategies with different settings, it cant be done

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. 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. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #258249
    Customer
    793 Posts

    parallel portfolio could be a way how to trade more strategies on netted MT5 on one market…but for me its still far future when this will be working without problems

    because in netted MT5 we need to simulate in the portfolio way how the strategies will be really behaving, because of netting, for example that sell and buy positions together will be closed…

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. 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. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

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