Forum Replies Created
- 8.15.2019 5:47am in reply to: What should happen when short and long signals fire at the same time? #247186|
@ Mark, I believe this should be implemented. For strategies that don’t benefit from it would be deleted during build. And having biased strategies is not good. Just look at all breakout strategies the last 6 months they suck and why is that. Well dollar been strong and only short side has been making money wile long side been constantly loosing. If I was trading for a living I would have split the strategies up in 2 parts allowing only longs and shorts in MT4 and stop trading long side loooong time ago. If it wasn’t for XAU my real accounts would have been negative this year.
The concept must be if a strategy can be walk forward optimized on unseen data and by doing this then improve the performance significantly, then it is an by market conditions adaptable strategy that most probably can be adapted to different markets conditions if recently optimized. I mean when Walk forward was developed they needed away to fix the strategy since they had only one that they worked on for 2 years and needed this one to work on so many markets as possible. I am testing this actually i have about 400 strategies running on demo that were optimized on Unseen data and they shall be re optimized in December and originally they all have >80 percent winning periods on unseen data which in practice should mean that by june next year time for second optimization 90% at least should have had a profitable period. If that holds true i will probably use it other wise i will dump it which is the most likely scenario.
All thought so far i see best performance from strategies that are simple optimized on recent data but still performed great on unseen data and that is much simpler to do. Howe ever this seems to create a certain % of total immediate total losers so they first need to be incubated. But the remaining have had good performance all thought in my test doing this they were of a type that have recently performed well any way looking back 6 months so things like type of strategy and that type of general performance on recent market has to be considered as well and compared with the Optimized to deter-main the effectiveness of doing and implementing these operations for strategies used with real money. However i found it is almost impossible to make a strategy work on a loosing period by optimizing it the only thing that seems to happen is a slight performance improvement over time they becomes a better when they are already making profit un optimized.
For robustness test i think the best option is to have strategies that work on many instruments and time frames and they are easy to find on SQx. How can a strategy be curve fitted or bad if it works on unseen data on X different markets. It will of course work maybe not the next 6 months but later it will for sure or the market would stop being random which will not happen.8.5.2019 12:50am in reply to: Symmetric Builder does not produce truly symmetrical algo's by default. #245621
Not at all sarcastic. When doing these type of strategies i want to test everything no matter what it is. It is all about stats . I already have short strategies being very correlated with long strategies that are profitable. But it might be better doing long and shorts only which i did alot with SQ3 and many are good.8.4.2019 4:49am in reply to: Symmetric Builder does not produce truly symmetrical algo's by default. #245605
I believe using robustness tests is only away to sort out strategies based on their worst historical performance hoping that the future result will not be worse then that. It cant in anyway tell you what next year expected performance is it can only simulate what it can be in worse or best case and that is long term short term you have to look at things as max draw down. So if the max simulated draw down is 100% you can expect 100% draw down in worst case when you start trading it immediately :). So to counter this you have to build a diversified portfolio.
Hi , There is no reason to rent a VPS to trade Forex strategies made by SQx. I have it but regret that i got it 3 years ago since during that time i have also had many more strategies trading locally on even my TV stick with no performance issues since most strategies so far have been the easiest to find is with Limit and stop orders which are placed to the broker days before they normally execute so You can even be offline for a day with no impact.7.17.2019 12:55pm in reply to: 100% automated and 100% accurate SQ workflow test case #2423517.14.2019 4:58pm in reply to: 100% automated and 100% accurate SQ workflow test case #242290
@ Marcel, looks like 1 Billion , no matter thought. I did the same but on longer data 1986-2018-09. Testing those same period i end up with more then 3000 passing your criteria which is less then 10% but I traded 37 of them between 0612-0712 and they made 21.5% on a real small account. But that was a good month actually 90% of 35 k strategies made a profit. Month before less then 10% was profitable.
, I regards to diffrence between SQ3 and SQX styles on 15 min. Today running the same Workflow the diffrence is smaller. Also SQX finds alot more strategies that passes the conditions per hour which means they are discarded earlier using SQ3 style. And normally depending on what building block is being used i know it can differ aswell so suposedly the diffrence seen had to do with what building blocks SQ was currently working with.
There is a big diffrence in output on 15 min depending what strategy style is used. I get 60000/h having set SQX style and 110000 /h using SQ3 style. Previous versions there was no diffrence only if You were using fuzzy logic which is alittle heavier ofcourse. You might think that more strategies from SQX make it to crosschecks but stats does not show this to be the case and the only crosschecks i am using is higher resolution So something has happend. The diffrence is smaller on H1 .