Not logged in
Viewing 4 posts - 1 through 4 (of 4 total)

Forums>StrategyQuant>Application Support>Which engine to pick, if porting strategies to Python?

  • #268069 |
    Customer
    109 Posts

    I will be automating my SQX strategies across multiple platforms.

    Specifically, I am re-writing my best SQX strategies to python, based on the pseudocode.  I will run these python scripts pm my own server, and they will trigger entry / exit on the following platforms, via API:

    • Binance
    • Robinhood
    • TD Ameritrade
    • Interactive Brokers

    My Question:

    These are the engines available in SQX:

    • Metatrader 4
    • Metatrader 5
    • Tradestation
    • Multicharts

    What is the best engine to select when I generate the strategies in SQX?

    What is the real difference between these choice when SQX generates strats? Is it platform-specific limitations on MM / Exits / entries etc?

    Or maybe, for my use case, the engine does not matter, since I am porting the pseudocode, and I can code everything in python, with no limitations.

    Looking for guidance.

    #268072
    Customer
    794 Posts

    its more a question of how the engines handling things – its a question of shift, time, data precision, indicators…so basic question is – are you capable rewrite all the strat logic to the logics and possibilities used on those platforms?

    what do you do about the indicators used?

    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.

    #268093
    tomas262
    Administrator
    1826 Posts

    It is hard to say but you can start with the MetaTrader 5 engine. Bear in mind the MT5 netting mode does not allow trading both long & short at the same time. It is the same with TradeStation and MultiCharts engine. You can learn more about these here https://strategyquant.com/doc/strategyquant/reliable-backtesting-in-tradestation-multicharts/

    The hedging mode available in MT4 / MT5 allows to trade long & short at the same time and position will not cancel each other.

    Also bear in mind that each platform & engine evaluates signals in slightly different manner. There can be also small differences between indicator values how each language calculates them

    #268105
    Customer
    109 Posts

    @hankeys : yes. If I need to, I re-write the indicators in the language of my choice. I am a software engineer. They are not complicated. Before I found SQX, I wrote my own complex strategies and custom indicators by hand.


    @tomas262
    : understood. I’m familiar with netting vs hedging. Fortunately, I have already re-written some of the MT5 engine-strategies, and they seem to work just fine. So it looks like I am on the right track.

    Thank you..

Viewing 4 posts - 1 through 4 (of 4 total)

You must be logged in to reply to this topic.