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Symmetry needs just a little more love and here are some workarounds.

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bentra

Customer, bbp_participant, community, sq-ultimate, 22 replies.

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4 years ago #247277

If we define SQX symmetry as a strategy derived from a directional symmetrical algorithm, for instance if the market does one action which triggers a long then the exact same action bidirectionally reversed should trigger a short that is an exact mirror of the long. (If macd crosses up go long, if macd crosses down go short with same SL and TP as long etc) One argument is we get more statistical significance from a single strategy on a single market by taking longs and shorts symmetrically.

Symmetry for pivot indicator: https://roadmap.strategyquant.com/tasks/sq4_5219
Fix: manually change the line in the wizard for each strategy so that the strategy is symmetrical-
pivot fix
(S1 inverts to R1, S2 inverts to R2, S3 inverts to R3, PP inverts to PP… etc.)

Symmetry for Fibo indicator: https://roadmap.strategyquant.com/tasks/sq4_5163
Fix: Manually change the level so the strategy is symmetrical –

(Reverse_Fibo_Level = 100 – Original_Fibo_Level, 0 inverts to 100, 38.2 inverts to 61.8, 161.8 inverts to -61.8 etc)

Symmetry for any indicator or calculation which uses an “applied price (PRICE_HIGH,PRICE_LOW))” such as any type of moving average, MACD, BB, Highest, Lowest, CCI and many more: https://roadmap.strategyquant.com/tasks/sq4_5221
Fix: manually check and change the applied price to be symmetrical for all your indicators in both signal logic and action logic.

(If it says computed from High then the opposite block should be computed from Low and vice versa.)

Symmetry built in to default standard logic effecting what exactly happens when a long signal and a short signal are both true at the exact same time (about 5% of strategies fire both at the same time sometimes): https://roadmap.strategyquant.com/tasks/sq4_5170 , forum discussion: https://strategyquant.com/forum/topic/what-should-happen-when-short-and-long-signals-fire-at-the-same-time/ , original bug report was refused: https://roadmap.strategyquant.com/tasks/sq4_5168
Fix:  Manually change in your template or strategy the logic to be symmetrical:


(Just make sure both tabs are the reverse of each other. In my example the long and shorts firing together will cancel each other. Fix it in your template and then generate from the template and you won’t have to fix every single strategy.)

Unfortunately,  while hunting for symmetrical strats, some strategies that would otherwise turn out to be excellent symmetrical strategies are being broken by the builder and then filtered so we never see them. Many garbage strategies are being produced wasting CPU. Please vote if you think symmetry is important.

May all your fits be loose.


https://www.darwinex.com/darwin/SUG.4.2/

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bentra

Customer, bbp_participant, community, sq-ultimate, 22 replies.

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4 years ago #247285

 

Symmetry for any indicator or calculation which uses an “applied price (PRICE_HIGH,PRICE_LOW))” such as any type of moving average, MACD, BB, Highest, Lowest, CCI and many more: https://roadmap.strategyquant.com/tasks/sq4_5221
Fix: manually check and change the applied price to be symmetrical for all your indicators in both signal logic and action logic.

(If it says computed from High then the opposite block should be computed from Low and vice versa.)

Good news! This one is fixed in the next version! We can expect a significant boost to usable symmetrical strategies in the next version. Also, it will now be possible for builder to output highest-high and lowest-low to be actual price levels for orders and SL and TP for symmetrical strategies.

Thanks to SQ team and thanks to all users for the votes it was a big problem nobody noticed for a long time.

 

May all your fits be loose.


https://www.darwinex.com/darwin/SUG.4.2/

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bentra

Customer, bbp_participant, community, sq-ultimate, 22 replies.

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4 years ago #255153

Symmetry for Fibo indicator: https://roadmap.strategyquant.com/tasks/sq4_5163

Symmetry for pivot indicator: https://roadmap.strategyquant.com/tasks/sq4_5219

Symmetry for pivot and fibo indicators should not be too hard to fix but still a few months later, not even a roadmap estimate yet. Please vote if you think symmetry is important.

May all your fits be loose.


https://www.darwinex.com/darwin/SUG.4.2/

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