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Forums>StrategyQuant>General Discussion>Strategies merged to one (trading in parallel)

  • #266856 |
    Customer
    15 Posts

    Hi,
    when try to merged strategies to one (trading in parallel) I have this error in file attached when I want to start the backtest in MT5
    Do you had it before.

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    #266858
    Customer
    790 Posts

    did you put indicators to the MQL platform – it seems not

    you need to put SQX custom indicators to the MQL platform, so the strategy could take the data from them, you will found them in the SQX directory – C:\SQX_129\custom_indicators\MetaTrader5\Indicators

    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.

    #266859
    Customer
    15 Posts

    Yes of course

    #266861
    Customer
    15 Posts

    I test on 2 computer SqLinReg had a pb

    #266863
    Customer
    790 Posts

    check if the indicators was compiled and you see them in the indicator section of the “navigator”

    there must be EX5 files in the data directory of the MT5 platform

    MT5 has some issue with compiling the indicators, but manually it will work

    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.

    #266864
    Customer
    64 Posts

    I have exactly the same issue. I have 4 separate daily strategies on the FTSE 100 index from SQX all test fine on MT5 individually.

    I then merged them into one portfolio strategy in SQX and tried to test in MT5. No joy, with this same error.

    All indicators have been loaded and as I said the individual strategies work fine on their own in MT5. It’s a bit strange.

    #266866
    Customer
    15 Posts

    Yes I did check

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    #266868
    Customer
    15 Posts

    Jason I have same problem separately it work well but merge in portfolio doesn’t work.

    I make a suggestion why when we create the mq5 or mq4 it doesn’t import the indicator directly in the code.

    #266869
    Customer
    790 Posts

    merged portfolio is i think still very EXPERIMENTAL – there is not much info about it and if i made some testing in MT4 platform or made some backtests to verify it, it doenst work well, the trades were very different

    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.

    #266870
    Customer
    64 Posts

    OK cheers Hankeys. So basically for building portfolios an appropriate work flow would be:

    – build and test robust strategies

    – load the final strategies into Quant Analyser to choose  the best strategy combination for a portfolio

    – add the strategy EA’s separately to their own chart in the MT4/MT5 account

    ???

     

    #266871
    Customer
    790 Posts

    separated trading works for us for years – every strategy need to have only different magicnumber

    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.

    #266872
    tomas262
    Administrator
    1823 Posts

    Hi,

    if you have any troubles running merged code please send us a sample to support@strategyquant.com with strategies (sqx files) used for the merge. Generally there are no problems with the code but as mentioned it is is still working in the ‘experimental mode’

    #266886
    Customer
    790 Posts

    https://roadmap.strategyquant.com/tasks/sq4_6397

    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.

    #267293
    Participant
    32 Posts

    exactly the same problem here…

    and for MT4 the loading bar is just stopped

    #267519
    Customer
    790 Posts

    anyone with some progress about this feature?

    can we really use it for our real trading, trading more TFs, more markets together?

    what are the limitations?

    what tests has been made before it was implemented to SQX?

    i have tested in B130 – tried portfolio of 5 strats for the same market and same TF (5x EURUSD H1 strats) and seems that its working in the backtest will if i put it on EURUSD H1 market, can this merged strategy really be putted on whatever TF or market? or how its working…

    and if i want to put more TFs together like M15+M30+H1+H4 on what TF should i put the merged EA? because if put the above portfolio to a different TF, so for example to M30 or H4 i am getting different backtest in Tick Data Suite – and its i think obvious, because every condition should be evaluated on bar close

    so should be also different TFs merged together?

    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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