Not logged in
Viewing 6 posts - 1 through 6 (of 6 total)
  • #237088 |
    Customer
    36 Posts

    Hi,

    Maybe I’m death wrong but after countless hours and trials, running several optimizations on several strategies in SQ3 and SQX comparing results – that would have been much easier if there was a good documentation by the way. I’m pretty sure SQX doesn’t work well on the WFM Optimization. I’ve reported a bug: https://roadmap.strategyquant.com/tasks/sq4_3621

    #237118
    Customer
    19 Posts

    Yes, I am also missing some good documentation that describes this WFM process in detail. Would be great if we can put little bit more attention to the WFM features.

    Only really very few strategies passes my 50% WFM Net Profit stability threshold in SQX (maybe only 1 from 100 strategies that passed already every other Monte Carlo Checks). In SQ3 I had more (like 10 from 100).

    • This reply was modified 4 days, 4 hours ago by  geffect.
    #237145
    tomas262
    Administrator
    847 Posts

    Thanks for adding the detailed information into our roadmap. It will be investigated. Extended documentation is also being prepared together with courses & tutorials. It will soon become available

    #237184
    Customer
    19 Posts

    Is it somehow possible to load a sqx strategy into sq3 to perform the WFM test there?

    #237187
    Customer
    63 Posts

    no

    ūüôā You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM

    #237190
    Customer
    36 Posts

    Hey, geffect. At first I had the same intention; “let me save it on SQ3 format and I’ll take it from there to this final test”. I tried but as kankeys said that’s not possible because the STR format (SQ3) just saves the list of trades or at least that’s what you see when you open it from SQ3. You loose all the logic inside the strategy so that’s not an option.

    Just wait until this bug was fixed

Viewing 6 posts - 1 through 6 (of 6 total)

You must be logged in to reply to this topic.