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  • #258921 |
    Gianfranco
    Customer
    112 Posts

    t is possible to write and add new correlation search functions in QA ?

    thanks

    Gianfranco

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    #258935
    tomas262
    Administrator
    1826 Posts

    Hello,

    what you show are functions used in Portfolio Master to calculate a portfolio performance (fitness)

    Do you mean you need another metric to optimize portfolios or correlation method?

    You can add a new request with all the specification required to our roadmap https://roadmap.strategyquant.com/projects/qa4/tasks/new

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    #258937
    Gianfranco
    Customer
    112 Posts

    another metric to optimize portfolios and correlation method……

    thanks gianfranco

    #258958
    Customer
    793 Posts

    correlation of loss only

    ranking by – actual drawdown / max historical drawdown

    or new columns to databank – actual drawdown, ratio actual DD / max DD, etc.

    i have these for older QA, but they stopped working in QA 4.7, could someone help me to found out whats the problem?

    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.

    #258967
    FILIPE BONALDO ACERBI
    Customer
    38 Posts

    Due the OOS functionality, they added sampleType parameter to computeFitness method in QA 4.7. You have to change your computeFitness method to this:

    public synchronized double computeFitness(SQResultsGroup resultsGroup, String sampleType) throws Exception {

    your code

    }

    And probably will work

     

     

    #258979
    Customer
    793 Posts

    i did it exactly, but i am getting strange values on the simple divide ratios – like ration of actual/max drawdown – its a divide between 2 numbers, which itself are correct

    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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