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Viewing 15 posts - 1 through 15 (of 367 total)
  • Customer
    382 Posts

    @ 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.

    in reply to: Walk-Forward Optimization vs Robustness #245978
    Customer
    382 Posts

    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.

    Customer
    382 Posts

    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.

    Customer
    382 Posts

    why not open both long and short :) with a positive payout you would be a winner in the long run.

    in reply to: Robustness tests for what? #245565
    Customer
    382 Posts

    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.

    in reply to: PC spec #245058
    Customer
    382 Posts

    I already have  2 dual Xeon systems with 80 threads each (V4) and a Ryzen 2950x thats why i recommend the Ryzen for use with SQ, which i have used 24/7 for 3.5 years.

    in reply to: PC spec #245045
    Customer
    382 Posts

    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.

    in reply to: PC spec #243020
    Customer
    382 Posts

    Wait a month and get the next gen threadripper

    Ryzen 9 3850X
    16/32
    4.3GHz
    5.1GHz
    135W

    $499

    in reply to: Please 'rate' my new strategy EURUSD H1 #242352
    Customer
    382 Posts

    I think it looks excellent !

    Customer
    382 Posts

    It is easy to see what Indicator or  combinations that works. You get that info from the stats when looking at the created strategy for current Instrument and timeframe/s.

    Customer
    382 Posts

    @ 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.

    in reply to: SQ X updates #242252
    Customer
    382 Posts

    Maybe an easy way could be to  network link folders in a workflow and have SQx scan these folders  to pick up strategies for another workflow on network. Then you can have several computers feeding one folder with strategies and others that do the testing.

    in reply to: SQ X updates #242072
    Customer
    382 Posts

    Mark

    , 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.

    in reply to: SQ X updates #242065
    Customer
    382 Posts

    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 .

    in reply to: SQX cooperation #241965
    Customer
    382 Posts

    It is no magic it is  H4 timeframe and only a few years of data. I get 400000 on my thinkpad   :)

Viewing 15 posts - 1 through 15 (of 367 total)