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  • in reply to: SQ4 early preview #204019 |
    Administrator
    3028 Posts

    would we get BarOpen Method in SQ4?

    yes, but little bit later. For now we focus on “standard’ strategies

     

    would SQ4 show us the Equity Curve also and not only the Balance Curve?

    yes, it is planned, but we’ll probably not be able to make it in Beta 8

     

    There some bugs in SQ4. I can load a profitably SQ 3.8.2 strategy into SQ 4.X and make a backtest. SQ 4.X make no trades with this strategy. Same with other strategies from 3.8.2. If this bugs are removed I will test more strategies in a rollout. thomas

    ok, I’ll look at it and make sure it works. Just please note that trading engine in SQ4 is not the exact match of SQ3, so the strategies could have slightly different results.  It is because we reimplemented some indicators and used standard (not MT4) implementation, and there were also some changes made in strategies to make it more robust.

     

    I have been running alot of SQ4 strategies on Demo accounts probably close to 250 of them for up to 1 month . Very few of them trade. When it comes to tripple timeframe ones no one trades of 140 running. Of the single time and Dual frame maybe 30 % is trading. They are all using market orders and in SQ back test trade evryday so it is clear something is wrong. I am traveling and have no time to upload any strategies for 2 weeks.

    this is interesting, do you have all the required custom indicators compied on your MT4?

    Have you backtested single chart strategies in MT4, and do they trade in backtest?

    I’ll look at multi TF strategies and test them myself in demo trading.

     

     

    Mark
    StrategyQuant architect

    Administrator
    3028 Posts

    I’d say it could also be a problem with firewall. Please try to temporarily turn off firewall and antivirus on your computer and try again.

    If it is not this then it is possible that Dukascopy server blocks your IP (if it is shared), and VPN would help.

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #203840
    Administrator
    3028 Posts

    sorry to keep you waiting, we are still working on new Beta 8.

    100% reliable backtests between SQ4 and MT4 are our main goal, we will not release it until we achieved it.

    We are fixing some last issues, and we will start internal testing next week. We will release it once it passes the tests, for sure before the end of this month, possibly much sooner.

    But as I said before, Beta 8 should be first really usable Beta version with reliable backtests, so we have to make sure it really works 100%.

     

     

    Mark
    StrategyQuant architect

    Administrator
    3028 Posts

    this could be caused by several things:

    1. is the EA trying to place the trades but fails? Then it is very probably an issue with incorrect money management

    2. is the EA not trying to place the trades at all? This means that the signals in SQ are evaluated differently than in MT4, are you testing it on the same data? Does it work in MT4 backtest?

     

    Mark
    StrategyQuant architect

    in reply to: QUANT ANALYZER PDF #203170
    Administrator
    3028 Posts

    import from SQ4 is not yet supported, because SQ4 is still in development. When it will be finished, it will be supported.

    As for documentation, you can find articles about QuantAnalyzer in our docs: https://docs.strategyquant.com/

     

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #203086
    Administrator
    3028 Posts

    I’m sorry, but I think most of us have different priorities during the holidays.

    We’ll release new Beta in the beginning of January, we have to make sure all the remaining major issues are working.

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #202397
    Administrator
    3028 Posts

    we are doing our best to fix everything in order of importance.

    Maybe it would be good if you’ll write down the top priority things that have to be fixed from your point of view.

     

    From my point of view it is:

    1. reliable backtests between SQ4 and MT4/5

    2. fast UI – mostly fixed

    3. problems with stopping build process and genetic evolution

    4. verify that optimization works fine, including automatic one

    5. test and verify all montecarlo methods

     

    Clonex, what do you mean by real tick retesting? Doesn’t it work now?

     

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #201663
    Administrator
    3028 Posts

    mabi – I tried to reproduce the problem with GMT+x, but I cannot.

    Here is what I did:

    – I used TickDownloader to download EURUSD data, exported them to tick data with UTC+0 time zone, then again with UTC+4 time zone

    – I imported both files into SQ4 into two different symbols

    – I imported them into Tick Data Manager of TDS

    – I run test in MT4 and SQ4 for both these data, using Variable spread in MT4 and real spread in SQ4.

    In both cases the test results between SQ4 and MT4 were exactly the same.

    Have you really experienced that a strategy has the same backtest in GMT data, but not in GMT+2 data?
    Or have you tested it only on GMT+2 data?

     

    Because then the reason for backtest difference would probably be somehting else than GMT setting.

    Mark
    StrategyQuant architect

    Administrator
    3028 Posts

    ok, I made the fix. It tries to set SL & PT 5 times, and if it fails it deletes the order.

     

    To make it work please save this file to {SQ3}\code\Mql_MT4 folder, overwriting the old one.

     

    I didn’t release it as a global update yet, because it changes how some things work, especially it deletes the order is SL is not set.
    Do you think I should release it as an automatic update for SQ 3?

     

     

    Attachments:
    You must be logged in to view attached files.

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #201601
    Administrator
    3028 Posts

    mabi – yes, we disabled configurable views for this release, because we had some problems with them and the new databank table and we had no time to fix it. But they will be in the new release.

    Backtests problems – we found one problem why some backtests don’t match – it is related to using Shift = 0 in the blocks.
    It seems there is a bug and indicators with Shift=0 aren’t computed correctly in SQ4.

     

    I’ll look also at the problem with GMT setting.

     

    Mark
    StrategyQuant architect

    Administrator
    3028 Posts

    can you tell me what exactly is happening?

    SL/PT is sometimes not set when the initial order is placed?

    I’ll look at it and add some retries when SL/PT is not placed, I’ll publish it later today or tomorrow.

     

     

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #201528
    Administrator
    3028 Posts

    thank you for the investigation, I’ll check the problems with data and backtests and let you know once I’ll know what is the cause.

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #201464
    Administrator
    3028 Posts

    Hello,

    No input databank set error – there is one missing setting in default Builder configuration. Please go to Home page and choose on eof the build configurations there, then you can modify it. It should fix the problem.

    Too many temp files – we’ll have to handle it better. For now I think you shoudl store chart data only for retested strategies, and don’t store them in Buiulder, where a big number of strategies is generated and then thrown away anyway.

    Discrepancies in tests between SQ and MT4 – yes, we used tick data. There could be some issues, but majority of strategies should work. We tested single data strategies though, not multi TF or multi symbol strategies.

    One thing you should do is reserve at least 1000 bars before start of the test. This amounts to approximately 3-4 months of data for H1 timeframe. So start your testing in SQ and MT4 with start at 4 months after your imported data start. This will make it same for MT4 and SQ. Also, make sure you use the same spread, slippage, etc. in MT4 as in SQ4.

    If you have problems with backtest match please open a task and attach a few of these strategies that don’t match there (.sq4 files, not .mq4). We’ll look at it and fix it.

     

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #201421
    Administrator
    3028 Posts

    Beta 7 is now ready to download and for testing: https://strategyquant.com/betaversion4

    I hope everything will work as it should, there were quite many changes towards better performance.

    I’m looking forward to your comments.

     

    • This reply was modified 2 months ago by  Mark Fric.

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #201406
    Administrator
    3028 Posts

    hi guys, despite our best efforts we are unable to release it today.

    There is just one outstanding problem left identified by last testing – it is with SQ start. It is some small bug, but it is 7pm here and we are simply unable to finish it today.

    Beta 7 will be released tomorrow by noon, this time for sure. There is nothing more to fix except this one problem.

    Mark
    StrategyQuant architect

Viewing 15 posts - 1 through 15 (of 3,014 total)