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  • in reply to: PC hardware news #248928|
    Customer
    389 Posts

    Well after a couple of weeks you have 10th of billions ;)

    in reply to: SQ X updates #248908
    Customer
    389 Posts

    Yes Mark and it is better to run sevral instances since it gives possibility to Divesify the Strategies found thrue diffrent settings.  Since there still today does not exist any dual 32 core chip systems to buy i simply just turn of Hyperthreading in Bios and then all cores are being used with one SQx which can be benefical when doing dual time frames using 5 min and 15 min bars.

    in reply to: SQ X updates #248905
    Customer
    389 Posts

    It is simple,  2.3 ghz * 20 is the same as 4.6 ghz * 10.   I have  2 dual Xeons 80 threads machines and a 2950x Threadripper. But i rather have more Ghz then cores if the end result is the same SQx runns better on that and uses less memory. I do not overclock my Threadripper since it need 200 extra watts for 10 % boost.

    in reply to: SQ X updates #248894
    Customer
    389 Posts

    SQX  cant use more then 64 logical processors since if you have more then that Windows group them. And Mark do not have 48 cores he has 48 threads or 48 logical processors which comes from 2 CPU,s  with 12 cores each only :)

    in reply to: SQ X updates #248891
    Customer
    389 Posts

    in reply to: SQ X updates #248880
    Customer
    389 Posts

    Mark,  Supposedly if You today backtest with MAE enabled you can carry this info back in to QA and then sort the strategies based on the portfolio combined MAE.  I have tried this but when building a portfolio it would be nice to have it build the strategies and discard them based lowest open Equity drawdown. What is happening today is that all end up with the same MAE or grouped this way  for example  50 portfolios with MAE -1250 and 50 portfolios with MAE -1750.

    I spend alot of time for avail doing this sorting manually on Daily. First sorted them in SQx per instrument with MAE curves that looked nice and then used these strategies in QA. I also made a portfolio without doing this.  Now having runned them for a time you can see the diffrence from Fxblue below.

     

     

     

     

     

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    in reply to: Latency — does it matter? #247732
    Customer
    389 Posts

    Pending orders (whether they be stop or limit orders) will be executed even if MetaTrader is offline. The only thing that WILL NOT work if MetaTrader is offline is if you set a TRAILING STOP.  This is my understanding and experience with MT4 trading live. Even if I have been offline for 3 days the orders have still been filled. So in this regards latency is no concern.

    in reply to: Fixed indicators in B123 #247381
    Customer
    389 Posts

    Thanks Hankey, I switched back.. shit 30 Mt4 changing back and forth . Like i was to retest all strategies do not think so. This creates a problem since We already generated strategies on SQx since the first Beta  so i already have 100000 and now we have to keep track on which version they were made on . Would be better if the indicator were renamed !! SQfib123 or something or this will be messy since we are already trading them.

    • This reply was modified 1 month, 2 weeks ago by  mabi.
    Customer
    389 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.

    Now i am thinking that when conflicting signal Occur it is better to not trade. Since this will only happen in Flat or Chop markets.

    in reply to: Low Timeframes WFA Opinions #247275
    Customer
    389 Posts

    yes it depends on market. But to extended periods is not good anymore i think. I do 6 months on H1 now get better result from the average if any improvement at all. If you did 2017-2018 march ( EU) it was bias long right after that it is short and long optimized strategies do not work on short market. This is not so easy really..

    • This reply was modified 1 month, 3 weeks ago by  mabi.
    in reply to: Low Timeframes WFA Opinions #247272
    Customer
    389 Posts

    I recon that you would need to do it very often for it to have an effect on 5 min. Like monthly.

    Customer
    389 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
    389 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
    389 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
    389 Posts

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

Viewing 15 posts - 1 through 15 (of 374 total)