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  • in reply to: SQ4 early preview #233307 |
    Administrator
    3055 Posts

    Beta 9 is finally out: https://strategyquant.com/betaversion4

    Download StrategyQuant 4 Beta 9 version

    Roadmap – whats new

    I’m looking forward for your comments.

     

    As for portfolios and multi symbol strategies, the difference is that when you build multi-tf/multi-symbol strategy in SQ4 it means that the strategy trades on one symbol, but it can look at all the additional subcharts.

    If you use retesting on additional markets it will test the same strategy on more markets (different symvbols) and saves results separately for each market as well as for the complete portfolio.

     

    Mark
    StrategyQuant architect

    in reply to: Doubts about the Spread #233242
    Administrator
    3055 Posts

    Hello Carlos,

    no, the spread is in pips, doesn’t matter if you use 4 or 5 digit broker. So if you configure it to 3 (for example), it is 3 pips, not 3 micropips.

    The data have their pip size defined in Data manager, so it is not dependent on number of digits the symbol uses.

     

    Mark
    StrategyQuant architect

    in reply to: Server renting #233234
    Administrator
    3055 Posts

    Roberto, I think buying 56 core system for $5000 is not worth it, you’ll be paying a very big premium for the added power.

    I have 48 core 2x Xeon server at home, and I bought it at around 2000 Eur, it is custom build from older components. This might be a better way to go.

    If you want hosting, I’m not aware of any provider who offers dual Xeons, but I can recommend Hetzner for cheap and yet powerful dedicated servers, they offer 24 core  AMD EPYC 7401P for around 200 eur: https://www.hetzner.com/dedicated-rootserver/matrix-ax

    If you’ll choose anything make sure it has SSD or NVMe disc.

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #233189
    Administrator
    3055 Posts

    you are requesting something that is already there, even in the current version 3 – you can configure it to compute the fitness rank from the whole portfolio result.

    The same option is also in version 4.

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #233157
    Administrator
    3055 Posts

    Deep learning deserves a discussion on its own, I started new topic here: https://strategyquant.com/forum/topic/deep-learning-ai-neural-networks-in-sq4/

    I’ll be glad to get help / opinions from you to make a perfect solution.

     

    Beta 9 news – as I said before, this should be the last Beta, and we want to make it perfect. There are some new features that I believe will positively surprise you.
    We are still working on it, there are still some outstanding issues. We might be able to finish it this week, but not with 100% certainty. It might take one more week, but hopefully not more than that.

    • This reply was modified 1 week, 3 days ago by  Mark Fric.

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #233076
    Administrator
    3055 Posts

    Roman –  KeltnerChannel.Middle is just SMA, so it is translated like this. There were bugs in shifts used for HighDaily and CloseDaily, it will be fixed in Beta 9.

    We need few more days, we are almost ready for release.

     

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #232989
    Administrator
    3055 Posts

    I’m sorry guys, but we are still finding bugs during our internal testing, despite our best effort it is still not ready to be released 🙁

    Mark
    StrategyQuant architect

    Administrator
    3055 Posts

    it looks like there is a bug when computing % Drawdown, although it is hard to say without seeing the data.

     

    Could you attach your whatif_Portfolio report here? I’ll check it out.

    Mark
    StrategyQuant architect

    Administrator
    3055 Posts

    it is hard to say what could be the difference from the pictures, but SQ engine matches the one in MT4, so if all data and config is the same it should produce exactly the same results 0- with the exception of swap and commission.

     

    Could you post here your startegy (.str) file? I’ll test it myself on SQ and MT with real tick data.

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #232735
    Administrator
    3055 Posts

    mabi – we are planning something like this, Beta 9 will have a few positive surprises.

    As for the date of release – I don’t want to set the fixed date, but we are targetting for Beta 9 to be the last Beta version. It will surely be released before the end of this month.

    Mark
    StrategyQuant architect

    Administrator
    3055 Posts

    SQ4 doesn’t support Tradestation yet, but we will add support for it in one of the new releases. And we will add also realistic intra-bar simulation using tick or minute data – although I’m not sure if you can export long history of tick data from Tradestation.

    Mark
    StrategyQuant architect

    in reply to: Risk % of the account. Not working. #232733
    Administrator
    3055 Posts

    it seems the problem was that the strategy didn’t have any Stop Loss defined. Without SL, strategy is not able to use money management model based on risk, so it will trade with default size.

    So if it doesn’t work for you check if your strategy uses Stop Loss.

    Mark
    StrategyQuant architect

    Administrator
    3055 Posts

    Hello,

    are you using SQ4 Beta or our current”stable” version SQ 3.8.2 ?

    And are you using Random generation or Genetic evolution mode?

     

    Mark
    StrategyQuant architect

    in reply to: SQ4 early preview #232694
    Administrator
    3055 Posts

    thank you all for input, we’ll address these issues – GUI process will run from local installation folder and we’ll make it work with 100% CPU also in Random generation.

    We also already made some speed and other improvements, we’ll fix problems with commissions etc. that were reported recently.

     

    Mark
    StrategyQuant architect

    Administrator
    3055 Posts

    this looks like the problem that QA is not able to write to its own installation folder because of file permissions. Didn’t you install it to C:\Program Files?

    You should install it to some other folder outside Program Files, for example C:\QuantAnalyzer

    Also, it might help to try to start QA as Administrator.

     

     

    Mark
    StrategyQuant architect

Viewing 15 posts - 1 through 15 (of 3,040 total)