StrategyQuantはどのように機能するのでしょうか？

Random generation is the foundation of StrategyQuant. Strategies generated this way can be further improved (evolved) using Genetic evolution.

Random generation of trading strategies

初期集団におけるトレーディング戦略は、価格パターン、テクニカル指標、注文タイプ、およびその他の要素を組み合わせてエントリーおよびエグジットのルールを形成するように構築されます。.

StrategyQuant can use all standard technical indicators and oscillators (like CCI, RSI, Stochastic, etc.), time values (like time of day, day of week) and price patterns. These building blocks are then combined using logical and equality operators (and, or, >, <, etc.) to form an entry or exit rule.
In addition, it supports different entry and exit order types (market order, limit order, fixed profit target, exit after X bars, etc.).

ルールと注文のあらゆる組み合わせを考慮すると、StrategyQuantは文字通り数兆もの異なる取引戦略を生成することが可能です。.

ルールと注文のあらゆる組み合わせを考慮すると、StrategyQuantは文字通り数兆もの異なる取引戦略を生成することが可能です。.

構築プロセス自体が完全にランダムであり、ビルダーは利用可能なプールから異なるビルディングブロックをランダムに選択し、それらを組み合わせてエントリー規則、注文タイプ、エグジット規則を作成します。.
There are some validity constraints that ensure that, for example price is not compared to time value, etc.
The result is a completely new random trading strategy. Of course, not every randomly created

strategy is profitable, but StrategyQuant can produce and test thousands of new strategies per hour, and there are many profitable ones in this amount.

Genetic Evolution

Genetic Evolution takes the process of finding suitable trading strategies even further.
このモードでは、StrategyQuantはまずいくつかのランダムな戦略を生成し、それらを進化の初期個体群として用います。.

この最初の戦略世代は、遺伝的プログラミング技術を使用して、その後の世代を通じて「進化」させられます。.

このプロセスは進化を模倣しており、アルゴリズムは（選択されたパフォーマンス基準を使用して）すべての世代で最も適した戦略を選択し、最も適した候補のグループを使用してトレーディング戦略の新しい世代を生成します。.

進化と同じように、これは、我々のケースにおいては、より収益性が高く、より安定しており、あるいは選択されたパフォーマンス基準において総じて優れた戦略である、より優れた候補をもたらすはずである。.

Example strategy code

Below if an example pseudo code of a strategy generated by StrategyQuant. You can see that strategy consists of entry orders, exit orders and trade management commands – such as trailing stop movements, etc.
Every strategy generated by the program can be viewed in this pseudo code or exported in the form of MetaTrader Expert Advisor (EA), NinjaTrader NinjaScript C# strategy or EasyLanguage for Tradestation/Multicharts.

====================================================================
== Entry conditions
==================================================================== 
LongEntryCondition = (Stoch(40, 1, 3) < 50)
ShortEntryCondition = (Stoch(40, 1, 3) > 50)

====================================================================
== Entry orders
====================================================================
-- Long entry
if LongEntryCondition is true {
   if No position is open then Buy at Ichimoku(6, 18, 38, Kijun-sen) + (0.4 * ATR(86)) Limit;
   Stop/Limit order expires after 34 bars.

   Stop Loss = 190 pips;
   Profit Target = (0.74 * ATR(87)) pips;

   // Move SL to BE (on close)
   Move Stop Loss to Entry price when in profit at least (77 * ATR(12)) pips;

   // Profit trailing (on close)
   Profit Trailing by 222 pips;

   // Stop trailing (on close)
   Move Stop to (Close(1) + (0.5) * BBWidthRatio(20, 2.0))) on bar close;
}

-- Short entry
if ShortEntryCondition is true {
   if No position is open then Sell at Ichimoku(6, 18, 38, Kijun-sen) + (-0.4 * ATR(86)) Limit;
   Stop/Limit order expires after 34 bars.

   Stop Loss = 190 pips;
   Profit Target = (0.74 * ATR(87)) pips;
}

====================================================================
== Exit orders
====================================================================
-- Long exit
if MarketPosition is Long {
   if (Bars Since Entry >= 33) {
      Close position at market;
   }
}

Supported building blocks

StrategyQuant supports over 250 building blocks, including all the standard technical indicators like CCI, RSI, Stochastic, Momentum, etc.

It also supports all standard order types – Market, Stop, Limit and advanced exit methods like Trailing Stop or Move Stop Loss to Break Even.

The best thing about new SQ X is that it allows you to create your own building block, or develop your own indicator that can be used to extend the program.

We will be continually adding new technical indicators and other features to the program

If you have your favorite indicator you’d like to see in StrategyQuant, just let us know.