SQX TEMPLATES

6 replies

hankeys

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4 years ago #242333

i am still unable to understand how to use “templates” in SQX

i need 2 things:

1) i have for example 50 filtering condtions or entry rules and 30 exit rules. I want them all in template and run builder to find strategies where those entry and exit rules will be for 100% represented (always at least one) and other building blocks will be added through gen or random generation

2) i have final strategies (for example 500) and i want to make all possible combinations with these added new entry and exit conditions. Something like improver from template

Is anything possible now?

If so, how? i cant figure it out…

THX

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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coensio

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4 years ago #242334

1) i have for example 50 filtering condtions or entry rules and 30 exit rules. I want them all in template and run builder to find strategies where those entry and exit rules will be for 100% represented (always at least one) and other building blocks will be added through gen or random generation 2) i have final strategies (for example 500) and i want to make all possible combinations with these added new entry and exit conditions. Something like improver from template

1) Maybe you could try to use a random statement like ‘RandomCondition(RandomConditionBuy/Sell)’ in your template, then all entry/exit conditions will be generated randomly across selected building blocks where you could add ‘weight’ to your favorite blocks to make sure they will be added more frequently.

Another way would be to combine all your 50 filtering conditions to one indicator/signal (using java), and make one input parameter (switch) which will randomly select 1 of 50 conditions, and add a second random condition to your logic which will use all other blocks.

2) No idea….

This is a false statement.

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hankeys

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4 years ago #242335

lets start with this simple ENTRY filter

BUY only if ADX(14) < 20

SELL only if ADX(14) < 20

1) i want to setup to template this simple entry filter and want to generate strategies with it and let SQX build strategy with other selected building blocks…etc. another filtering, entry, SL, TP, exit

2) i want to add this simple filter to every final strategy i have and make new backtest and compare original vs. added witf filter one…so i will have answer for question, if the filter have some edge and could lead generally to better strats

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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hankeys

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

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4 years ago #242336

or better the ADX with params ADX(X) < Z

where i can set the parameters for X (for example from 14-20) and Z (for example from 10-30), and the SQX will be trying the values FROM to TO

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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coensio

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4 years ago #242339

See attached random template.

 

If you want to be able to control range of random variables please vote for this ticket:

https://roadmap.strategyquant.com/tasks/sq4_4457

 

This is a false statement.

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hankeys

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

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4 years ago #242354

thank you coensio, very good template with day and hour filters…

its far from we need it, but we can start with it…

ill be glad, if devteam will look at this “task”

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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hankeys

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

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4 years ago #242357

but it seems, thats strategies generated by TEMPLATE doesnt produce in TDS the same trades…i think its some bug in MQL code

https://roadmap.strategyquant.com/tasks/sq4_5111

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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