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Forums>StrategyQuant>Application Support>Symmetric strategies are producing asymmetric rules and trades.

  • #257181 |
    Customer
    484 Posts

    Below is highlights of code errors causing system asymmetries. They all produce long signals but 0 short trades.
    The rules either follow poor logic, or do not understand that the indicator itself being used is nondirectionally biased (such as ADX).
    Example 1: Both rules should be <> OR both rules should be =. This would be symmetric.  <> and =  are most common issue.

    ADX: Both rules should be <= Or both rules should be >=. This is how symmetric works with an ADX.

    I simply removed <> and = and ADX for now.

    #257244
    tomas262
    Administrator
    1827 Posts

    As for the ADX – it makes sense. To solve this with current tools you disable indicator ADX and rather use signals like shown on the screenshot attached. Then SQX will provide a real symmetry for L/S as shown on the screenshot attached. By simply selecting the indicator from the “Indicators” list it is hard to ensure that all conditions generated will be 100% symmetrical

    As for the price action conditions – did you select all the operators or just those two “=” and “<>” ? If I select all I get fully symmetrical strategies. You can also provide your builder config so we can better check

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    #257254
    Customer
    484 Posts

    Here’s my most recent adjustments. Looking to generation a no bias long/short system on BTCUSD.

    I’ve taken your most recent comment into consideration, I’ll make these changes. Any additional settings-optimizations you could suggest would be greatly appreciated.

    Thanks

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    #257257
    Customer
    797 Posts

    its obvious that EQUAL vs NOT EQUAL cant lead to symmetric strategies…you can turn them off

    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.

    #257264
    Customer
    484 Posts

    its obvious that EQUAL vs NOT EQUAL cant lead to symmetric strategies…you can turn them off

    Shouldnt Strategyquant output systems with this into consideration? lol

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