Not logged in
Viewing 2 posts - 1 through 2 (of 2 total)

Forums>StrategyQuant>Pre-Sales Questions>Pre-Purchase Questions – SQ for multi system analysis and optimization

  • #250764 | Reply
    1 Posts

    I want to use SQ to analyze multiple systems applied to a signal issue, say EURUSD.  At anytime I have 20 – 40 externally generated unique trading signals for say EURUSD.

    There is some correlation between these signals and I would like to use SQ to measure and quantify the correlation and other intra-systems metrics


    1) Can SQ import external signals from csv files. For example, a CSV files with 2 columns, date and signal (-1,0,+1).

    2) Apply those imported signals to say EURUSD. (so now EURUSD data and signal are loaded and I can see the historical performance, trading metrics, and apply all other SQ features)

    3)Repeat step 2 say 20 – 40 more times with other csv signal files (externally generated)  for EURUSD – so now I have say 30 systems loaded for EURUSD

    4)  analyse the correlation and other metrics about the 30 systems acting together

    5) create an ensemble (master) system that generates a EURUSD signal system from all or some of those 30 systems based on some criteria such as majority vote, best fit optimizer, Genetic Optimizer, Weighted Vote, etc

    6) Update signals in CSV file daily (externally), then import and update each system and the ensemble system for next days trading. Can this be automated?

    Can this be done in SQ?

    I downloaded a free version of SQ a while ago and did not see that this was possible. I wanted to see if anything has changed



    #254715 Reply
    1379 Posts


    this is not yet possible to do with StrategyQuantX but we are working on implementing this into future release. We are not sure whether this will be available with the very next update but we are doing our best to make this available. This is something that is already available with the older version SQ3 so you can test it there in the meantime SQ3 download link for 64-bit version

Viewing 2 posts - 1 through 2 (of 2 total)
Reply To: Pre-Purchase Questions – SQ for multi system analysis and optimization

You can use BBCodes to format your content.
Your account can't use Advanced BBCodes, they will be stripped before saving.

Your information: