ranking tab – automatic filters
there is also some info, what “too many” means and we cant set it differently, its hardcoded
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.
This is an interesting topic that I wanted to chime in on. I finally got a couple of strategies that could last 10-15 years in back test without failing. During the building process, retesting and testing other pairs, I have the filter on for “too many trades closing at the same bar” set to true (see attached) and for SQX to discard those strategies. Going through obviously millions of strategies with all these filters I get to two, but then when putting them into the Optimizer, both always come up with failing due to too many trades closing at the same bar. I looked through the trades in detail and there are no trades that over lap each other (contiguous). So, what exactly does this failing really mean? And why does it only come up in the Optimizer?
Any insight would be helpful. Thanks.
Attachments:You must be logged in to view attached files.
You must be logged in to reply to this topic.