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Forums>StrategyQuant>Application Support>SQ4 Business – MQL Market

  • #267659 |
    Customer
    71 Posts

    I think it’s really cool that this is a feature in the developmental release of Strategy Quant.

    I’ve been looking at publishing some algos on the MQL marketplace before this feature was available and the thing about the MQL marketplace is that you have to combine the strategy with your indicators. As you know, you need to copy your indicators to your Indicator folder for all StrategyQuant MQL4 exports to work.

    In the MQL marketplace, you need to use the Resource feature to create this bundle which you then upload to the MQL marketplace. However, the problem which has been identified is that in Metatrader 4 (I can’t speak for Metatrader 5) expert advisors bundled this way, this slows down the code dramatically. This seems to be a bug in Metatrader 4. Check out the topic here

    Indeed I had created my own EX4 file (through my own editing of the generated MQL5 code) with the bundled indicator and can confirm that strategytester was a massive multitude slower.

    What I want to ask if how the SQ4 Business code submits to the MQL marketplace? Does it indeed include the indicators as a Resource to create a bundled EX4 and upload? If so, then I believe this will fall into the same issue with the Expert Advisors being too slow to work properly.

    #267675
    Customer
    793 Posts

    1) backtester in MT4 sucks in the meaning of speed. MT4 is 32 bit platform and backtester will not run at 100% CPU. If you are using Tick Data Suite you are making tick backtest with the best precision, so its not comparable with for example backtestin in the SQX

    2) limitations of MQL market is simple – everything in 1 file, so if your strategy is using some custom indicator, everything need to be compiled together.

    3) i dont think that 1 EA with indicator vs 1 EA + 1 indicator as single files will make any difference in backtest

    4) slow backtest is much more due to a logic of a strategy, for example how long bars valid is in the strategy – low number of bars valid will make the backtest really slow

    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.

    #267678
    Customer
    71 Posts

    1) backtester in MT4 sucks in the meaning of speed. MT4 is 32 bit platform and backtester will not run at 100% CPU. If you are using Tick Data Suite you are making tick backtest with the best precision, so its not comparable with for example backtestin in the SQX 2) limitations of MQL market is simple – everything in 1 file, so if your strategy is using some custom indicator, everything need to be compiled together. 3) i dont think that 1 EA with indicator vs 1 EA + 1 indicator as single files will make any difference in backtest 4) slow backtest is much more due to a logic of a strategy, for example how long bars valid is in the strategy – low number of bars valid will make the backtest really slow

     

    HI Hankeys,

    This has been identified as a bug from my understanding. By compiling with indicator, it is almost 40x slower

    #267685
    Customer
    793 Posts

    my strategies dont doing this and for now i have many strats on MQL market from old SQ3 and also from SQX

    do you have any prove, because i tested hundreds and hundreds of strats by Tick Data Suite without this issue

    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.

    #267693
    Customer
    71 Posts

    Hi Hankeys

    Check out this link <–

    From reading, I think this is a bug which was re-introduced with newer versions of MT4. Possibly you had compiled your products with earlier MT4 builds which didn’t have the issues. I can try and compile with an old build of Metatrader to see if I can get mine working properly.. now have to figure out how to find an old MT4 build.

    #267695
    Customer
    793 Posts

    sorry but i dont care about someones MQL code, i care about SQ MQL code and my MQL strats from 2016 behaves the same, so i have not find out any slowing in backtests with resources putted to 1 MQL file, because of validation process in the MQL market

    thats my experience from 2016 till now

    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.

    #267710
    Customer
    71 Posts

    Hankeys,

    This is my experience…. I have submitted a StrategyQuant strategy combining the indicators and I am having this same problem. Can I ask when did you last submit a strategy to the MQL marketplace?

     

    #267716
    Customer
    793 Posts

    today, for now 57 strats on MQL market

    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.

    #267828
    Customer
    119 Posts

    I agree with hankeys on this.  The more indicators you have the slower the back test.  If you want REALLY slow back tests – try Forex Strategy Builder.  I can whip out EA’s that look incredible because of the huge amount of indicators on their platform.  But the back tests takes days.

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