Roadmap - StrategyQuant X

Finished milestones

Build 138 - 30.09.2023

Tasks

Build 137 - 15.08.2023

Build 137 is mainly a bugfix build fixing reported errors.

Highlights

  • Numerous fixes in new AlgoWizard editor - it was rewritten from scratch in build 136,
    we fixed all reported issues with its advanced use. 

  • Fixed problems running SQX on Mac with M1 and M2 chips - instructions on how to run it on M2 added on the web.
  • Fixed reported issues in all backtest engines - that could have caused differences in backtests between SQX and target trading platform.
  • Fixes and improvements in Stockpicker engine - computation of slippage, MAE/MFE, trades on chart work including the indicators, etc.
  • Improvements in Data Manager - better Stock groups management, added Broker symbols.
  • Big number of other bugfixes - as reported on the roadmap

Tasks

Build 136 - 19.12.2022

Highlights

    • New Stockpicker engine - for strategies that trade on groups of stocks - for example whole indexes like S&P 500. 

    • New Single-asset cloud strategy engine - for the same strategies as in Stockpicker engine, but on one symbol only, tradable on the AlgoWizard cloud.

    • New version of AW Editor in SQ - it was rewritten from scratch for maintainability and performance reasons. It has also many new features:
      - support for the new Stockpicker and single assed cloud strategies
      - support for multiple files open at the same time
      - improved work with Random groups and Custom blocks
      - speed improvements

    • Added automatic reloading of SQX UI after snippets recompilation - no need to restart SQX when developing snippets anymore.

    • Added HistoryDataLoader class to get access to (non-protected) history data from snippets.

    • Added example of SQX plugin including UI - plugin implements requested filter of the databank by correlation.

    • Added parameters (input arguments) to run Custom Analysis snippets.

    • Added action to run CA snippet right from the databank.

    • Added new Monte Carlo methods to randomize history OHLC prices.

    • Fixed bugs generating from random groups.

    • Fixed over 400 reported bugs from our task system roadmap

Tasks

Build 136 RC 1 - 05.12.2022

Tasks

Build 136 Dev 7 - 14.11.2022

Tasks

Build 136 Dev 6 - 17.10.2022

Tasks

Build 136 Dev 5 - 03.10.2022

Tasks

Build 136 Dev 4 - 19.09.2022

Tasks

Build 136 Dev 3 - 05.09.2022

Highlights

    • Greatly increased speed and lowered memory requirements for Stockpicker engine
    • Added new Single asset cloud strategy engine
    • Fixed other reported bugs - see below

Tasks

Build 134 - 08.09.2021

Fixed serious bug in Sequential optimization - it was not worked as supposed, now it is fixed in both cross check and Optimization task.

Fixed issues with custom blocks import/export/creation, added backup

Fixed issue with recognizing parameters in custom snippets

Fixed issues exporting data to MT4/5 in Data Manager.

Fixed freezing issue in Sequential optimization

Fixed issue with generating huge log file

Tasks

Build 133 - 08.07.2021

bugfix build, fixing reported bugs

Highlights

  • Important - Fixed: - Newly reported bug in computation of Daily, Weekly, Monthly Open/High/Low/Close blocks in Tradestation/MultiCharts engine in SQ.


    Please reimport the SQX custom indicators into Tradestation / MultiCharts and retest your strategies in both SQ and your trading platform if you use strategies with these blocks.

Tasks

Build 132 - 16.06.2021

bugfix update, fixing reported bugs

Highlights

  • Fixed reported issues with optimization and SPP crosscheck
  • Added 2D and Scatter optimization charts
  • Added new Sequential optimization + crosscheck
  • Fixed over 200 reported issues

Tasks

Build 131 - 08.04.2021

Bugfix + features release with a few big-impact changes

Highlights


  • Changes & updates:

    • Refactored computation of SessionOpen/High/Low/Close. Fixed performance and some errors appearing in gaps. Please retest your strategies that use these blocks
    • Changed location of user extensions - the new location is /user/extend folder. Automatic migration will be a part of an update (not in Dev versions).
    • New internal Chromium browser component - it should be faster, more stable and runs also on Mac M1. Please report any issues - like black screen - when running the program.

    • Updated to Java 15

    Please re-import custom SQ indicators to your trading platform (Steps after installation) and retest your strategies that use these blocks in both SQ and your trading platform.

  • Added features:
    • Added Swap simulation to What-If crosscheck
    • Added new indicators: LowerGreaterCount, SR Perc Rank, Supertrend
    • Added new indicator and metric: Ulcer Index, Ulcer Performance Index
    • Added editation of data in Data Manager
    • Added filtering to Optimizer for simple optimizations
    • Added new Custom Analysis functionality
    • Added Mass-apply settings for multiple tasks in custom projects
    • Added new trading option for weekend trading - speciality for MT5 and AMP broker, where Sunday trading sometimes generated problems
  • Fixes:

    • Fixed multiple problems with strategy generation, templates and custom blocks
    • Fixed multiple JForex trading issues
    • Fixed problem with databanks that sometimes appeared after upgrade
    • Fixed small reported issues and bugs

Tasks

Build 130 - 30.09.2020

Major version with lots of new features and bugfixes

Highlights

  • Advanced Trade Management (ATM)
    allowing multiple exits (scale out), and enabling multiple exits also for already existing strategies.
    Documentation: Settings - ATM

  • Fit to portfolio
    filter in Builder - allows looking for strategies that have low correlation with your portfolio of already existing strategies.
    Documentation: Fit strategy to existing portfolio
  • JForex engine
    added support for JForex engine. Still experimental.
  • SQ for Business - MQL Market support
    "native" support for publishing your strategies to MQL Market and earning another source of income.
    Only for ULTIMATE version.

  • Mass-modify symbols in custom project
    allows you to quickly replace symbols / timeframes in all tasks of the custom project 

  • Compare backtest config
    compare backtest configuration between two strategies and quickly find out what's different.
    Documentation: Comparing and using the same backtest settings

  • PDF report
    save your backtest report into PDF

  • New indicators - KAMA, WoodiesCCI, Hull Moving Average
    and signals based on them 

  • Mass-improve build type implemented in Builder
  • Possibility to change type (Minimize/Maximize/Approximate) in weighted fitness configuration
  • Use custom JARs in Snippets - import custom Java JAR libraries to be used in snippets.

    Documentation: Using custom JAR libraries

Tasks

Build 129 - 11.08.2020

"Bug-free" release - the goal was to fix all the reported bugs. Overal over 300+ bugs and 100+ feature tasks were solved.

Note - smaller issues are reported continually every few days, we will fix them in the new release.

Highlights

  • Important changes:

    • Changed computation of Hammer a PiercingLine candle patterns that fixed pattern matching errors. Please retest your strategies that use these two patterns

    • Fixed IsRising/IsFalling conditions with price blocks in EasyLanguage, there was a bug.

                               
    Please re-import custom SQ indicators to your trading platform (Steps after installation)            and retest your strategies that use these blocks in both SQ and your trading platform.

  • Added new What-If cross check
    major feature - new type of fast cross check that allows simulating various scenarios.

  • Added measuring optimization parameter stability for Walk-Forward optimizations
    it measures how much parameters change between optimization runs. Available both on WF Result page and as new databank columns.

  • Added new Date generated, Date modified databank columns
  • Added new Fractals indicator

Tasks

Build 128 - 11.05.2020

Mainly bugfix build fixing some issues found in B127.

Highlights

  • Memory management that caused OutOfMemory error fixed and improved
  • Updated enbedded Chromium browser to the newest version
    it should solve black screen experienced by some of the users. 

  • Added new Simple Martingale MM option
    experimental feature for now, supported only for MetaTrader 4/5 

Tasks

Build 127 - 27.03.2020

Build packed with new features.

Highlights

  • Greatly improved automation using command line (CLI) interface
    this will allow running most of the things from command line:
    - starting and working with projects
    - loading, saving strategies from databanks
    - running SQ without UI, only using commands
    - automation using scripts
  • Construction of your own custom building blocks without programming in AlgoWizard
    - possibility to build new building blocks in AW without programming in Java

    - import/export of these building blocks to share them between users
    - first version limited to signal and price level blocks
    Documentation: Custom blocks

  • Improved generation from templates
    it will be possible to choose exactly which blocks should be used for every random placeholder
    Documentation: Random groups
  • Added weekly and monthly timeframe
  • Realistic gaps handling for MT4
    MT4 strategy tester doesn't handle gaps realistically. SQ simulated it in the same way to be 100% compatible, but we added an option to turn realistic gaps handling on.
  • Custom indicators as data
    import custom indicators as data and use them in SQ
    Documentation: Custom data indicators
  • Improved Code editor, debug console
    improvements in Code editor, new debug console for custom snippets development.
    Documentation: to be added
  • New custom project tasks
    focused on better automation and cooperation with external programs:
    • Update data
    • Log databank stats
    • Wait for user/file
    • Delete file
    • Call external script

Tasks

Build 126 - 06.12.2019

Bugfix release fixing some reported issues

Highlights

  • Feature - Added new Reserved Bars setting to Trading options
    for better compatibility with Tradestation/MultiCharts.
    Now you are able to configure the reserved bars (Max Bars Back in Tradestation) before strategy starts trading.
    Note that because of change in first trading date caused by different starting bar you might get few more or less trades in your strategies compared to older SQ versions.
  • Feature - Improved new Resolve config feature
    it is now more intuitive and easier to use. Resolve config feature is what is displayed when you import config or strategy from another installation of SQ and you are missing some data or settings.
  • Bug - Fixed problems with disappearing databanks
  • Bug - Fixed problem with Shift in generated EasyLanguage code for daily building blocks
  • Bug - Fixed displaying daily equity when commissions/slippage is used for TS/MC strategies

Tasks

Build 125 - 12.11.2019

Highlights

  • Added In Sample Validation and No trade parts to data range types, computing metrics also separately for every part
    This enables for better control of evolution and better filtering by metrics of every part separately.

    Article about it
  • Automatic retest task - level 2
    automatic retest task for custom project that allows specifying exactly which configuration parts should be overwritten 
  • New genetic evolution visualization charts
    displaying all three parts including times of restart
  • Added new data sources to Data manager - Yahoo stocks and crypto exchanges
  • Saving resources in project config
    when loading config/strategy with unknown symbol or session, SQ will offer creating them from previously saved specification.
  • Better parameter categorization for optimization and source code
    added new Recommended parameters that contain only the parameters that "should" be available for configuration - periods + used entry & exit constants
  • Price and volatility of main symbol displayed together with equity
    this enables to check if strategy was profitable only in certain conditions - in trend or high/low volatility

Tasks

Build 123 - 30.08.2019

Bigger update. Over 200 bugs were fixed, some new features added.

Highlights

  • Improved Getting started page, added Product tours
  • Improved Walk-Forward results
    made it easier to understand, with matrix results clearly visible for all runs
  • New Monte Carlo tests options
    Added possibility to run In sample vs Full sample and specify backtest precision
  • Added tag cloud to several places for easier pick up
    of most frequently used options
  • Fixed another set of issues in Tradestation / MultiCharts engine
    Please re-import our custom functions for Tradestation/MultiCharts from \custom_indicators\Tradestation
  • Fixed issues with multi-TF strategies for Tradestation and MultiCharts
  • Memory and speed improvements 
    in UI, databanks and backend. It should result in more optimal memory usage.
  • Added possibility to specify range of values in Random placeholders
    in strategy template

Tasks

Build 122 - 14.06.2019

Bugfixes and improvements, over 100 bugs fixed, some new major features and improvements

Highlights

  • Improved parallel computation for better performance in Optimization and Monte Carlo simulations
  • Possibility to optimize by Trading options
    now it is possble to optimize also individual rading options in Optimizer
  • Added new databank columns showing Entry and Exit indicators

Tasks

Build 121 - 10.05.2019

Tasks

Build 120 - 12.04.2019

Tasks

Build 119 - 01.03.2019

Highlights

  • Added optional calibration of indicators before build
    new Calibrate button in Settings -> Building blocks. It will calibrate min and max ranges of all indicators according to teh selected data.
  • Added possibility to use indicators in exit methods (SL, PT, Trailing)
  • Fixed another set of issues in Tradestation engine
    Please re-import our custom functions for Tradestation/MultiCharts from \custom_indicators\Tradestation
  • Added new task types for Load and Save to/from files in custom projects
  • Added Complexity and updated Degrees of Freedom metric
  • Fixed memory issues that caused freezing and stopping of projects

  • Fixed issue with incorrect detection of stagnation during genetic evolution
  • Fixed generation of meaningless time blocks
  • Fixes and improvements in AlgoWizard

    it should be fully functional now

Tasks

Build 118 - 01.02.2019

Highlights

  • Improved Retester workflow, fixed issues with Monte Carlo and Walk-Forward tests
    Retester including WF cross checks should now work more effectively. A bug in test precision was fixed in Monte Carlo retest cross check.
  • Fixed multiple issues in Tradestation engine
    Please re-import our custom functions for Tradestation/MultiCharts from \custom_indicators\Tradestation
  • Improved genetic evolution
    Added "new blood" settings to genetic evolution.
  • New custom project task Stop & Start and improved filtering
  • Improvements in AlgoWizard
  • Fixed issues in Code Editor
  • Added time based constraint for Builder

Tasks

Build 117 - 04.01.2019

Tasks

Build 116 - 21.12.2018

Tasks

Build 115 - 30.11.2018

Tasks

Build 114 - 16.11.2018

Big update focusing on performance, new features and bugfixes.

Highlights

  • Improved performance and reduced memory usage
    Improved and optimized backtesting engine, raw performance was increased by up to 50%, with much lower memory usage. It also solves a big portion of SQ freezing and performance problems
  • Optimization profile and System Parameter Permutations

    new advanced features and corresponding cross check based on them. Please check the article about it here: Optimization Profile and System Parameter Permutation in StrategyQuant

  • Fixed bug with incorrect computation of Walk-Forward results
  • Fixed issues in Custom projects, added possibility to start just one task or from given task.
  • Fixed numerous other reported issues

Tasks

Build 113 - 26.10.2018

Mainly bugfix update, no major new features were added, but a lot of reported bugs were fixed.

Highlights

  • Updated Java 
    Java updated to Azul Zulu JDK, it seems to bring better stability and performance
  • Improved genetic evolution

    identified and fixed some issues with genetic evolution.
    Also, check for stagnation and restart after finish is now made independently for every island, so islands tdon't need to wait for each other.

  • Fixed reported bugs

    related to UI, backtesting, data

Tasks

Build 112 - 05.10.2018

Highlights

  • Added computation of variable timeframes

    like M3, M5, H3 etc.

  • Improvements and fixes of optimications and Walk-Forward runs
  • Improved configuration of blocks

    settings for one block can be now cloned to all blocks of the same indicators.

  • Bugfixes in data manager, added Log window for progress and log.
  • Fixed many issues that caused slowing of program during long run
  • Fixed numerous other reported issues.

Tasks

Build 111 - 21.09.2018

Highlights

  • New installer and updater 
    new installer and more reliabe autoupdater. There are now two exe files:
    StrategyQuantX.exe (default one) checks for updates upon start
    StrategyQuantX_nocheck.exe doesn't checks for updates

    Because of this change, also the config file was renamed to StrategyQuantX_nocheck.config
  • Updated UI
    improved Home page renamed to Getting started. Link to new SQ Programming project added.
    Cleaner simple settings screen.
  • Fixed backtesting and trading issues
    multiple reported trading issues fixed (differenvces between 108 and 110 trading), strategies between SQ 3 and SQ X behave almost the same, tests between SQ X and MT 4/5 match.

  • Fixed Data manager problems
    fixed bug when creating new symbol and downloading data
  • Realistic gaps handling, Min/Max SL/PT trading options
    new trading options added

Tasks

Build 110 - 07.09.2018

Tasks

Build 109 - 31.08.2018

Highlights

  • Detection of similar strategies in Builder

    Builder now detects if strategy is too similar (in results) to another strategy alreayd in databank and if yes it keeps only the better one there.

  • Added protection against big memory usage, fixed memory problems
    SQ uses Parallel GC, which doesn't cause memory bloating. There is also a protection against spending all the memory when loading the strategies
  • Added Last generation databank for Genetic evolution
    added optional Last generation databank that shows population on island #1
  • Improved CodeEditor, new guide and examples how to extend SQ
  • Updated to latest Java 10 
    should bring better stability

Tasks

Build 108 - 10.08.2018

bugfix and performance update, over 100 tasks were fixed.

Highlights

  • Improved performance and memory management
    backtest performance was improved by 2-3x (depending on your setting). SQ also uses less memory per strategy, allowing to work with more strategies in databank.
  • Automatic databank synchronization
    databank can now be synchronized to files in regular intervals
  • Fixed several backtesting issues
    causing differences in backtests between SQ and MT4/5

  • Added save/load of filters
  • Fixed various settings bugs
    causing problems with OOS, bad settings used in tests etc.

Tasks

Build 107 (RC 7) - 27.07.2018

Highlights

  • Build 107 is mainly a bugfix release, we fixed a lot of reported issues.
  • AlgoWizard - new strategy editor. This is a preview, still in development. 
    There is also "old" SQWizard.exe which can be used until AlgoWizard is completely finished.
  • Documentation & Users Guide extended with articles about Troubleshooting and extending SQ by adding new databank column

Tasks

Build 106 (Release Candidate 6) - 13.07.2018

From RC6 we are changing the name of new version to StrategyQuant X and we continue releasign updates as builds. RC6 is Build 106, next build will be 107, and so on.

Highlights

  • Added second language and dark skin
  • Crosscheck Retest on additional markets extended with additional options
    It gives you an (optional) possibility to modify other backtest data parameters
  • Databanks are by default in memory
    for performance reasons databanks are not kept synchronized with files in realtime. This speeds up the generation when the strategies are stored into databanks very quickly, or when working wiht big number of strategies in databank.
    Also, we added option not to save chart data to startegies, to make strategy files much leaner.
  • Fixes in crosschecks and filtering

    a few bugs related to crosschecks and filtering were fixed

Tasks

Release Candidate 5 - 29.06.2018

Tasks

Release Candidate 4 - 22.06.2018

Tasks

Release Candidate 3 - 01.06.2018

Tasks

Release Candidate 2 - 18.05.2018

Tasks

Release Candidate 1 - 04.05.2018

Tasks

Beta 9 - 20.04.2018

this is the last Beta version before final version of StrategyQuant 4.
We have a definitive user interface with integration of robustness tests into building and retesting process, and with performance optimizations.
There are still minor things to be done / fixed, with bigger features added later as new features to new SQ4 .

Highlights

  • Cross checks (robustness tests) integrated into building process
    You can now use automatic filtering of strategies that don't pass some of the robustness tests
  • Improved Data manager
    with enhanced download speed using our CDN and new options such as checking data quality and cloning data to a different timeframe.
    Direct export of tick data to FXT for testing with MT4 in 99% modeling quality.
  • Improved strategy generations with predefined signal blocks
    predefined signal blocks improve strategy generation and reduce degrees of freedom by using well known trading signals
  • Improved Walk-Forward and Optimization engines
  • Numerous bug fixes and performance improvements
  • 5 predefined settings for different strategy types
    templates for generating Market, Trend following, Mean reversal, Fuzzy and Daily strategies

Tasks

Beta 8 - 31.01.2018

Highlights

  • Backtest accuracy between SQ4 and MT4 / 5
    we fixed a number of issues, now backtesting engines of SQ and MetaTrader should be compatible
  • Improved program speed
    optimized speed of UI and backtests engine, it should enable normal work also during generation
  • New strategy architecture with optional fuzzy logic
    please read more info in the Users Guide
  • Integrated help and Users Guide

    first version of new users guide and integrated help

  • Daily equity and MAE/MFE added to equity chart
    now you can see worst daily equity and MAE/MFE right onthe equity chart
  • 3D Optimization chart

    allows you to see 3D chart of results for combination of your optimization parameters

  • Fixed problems with import of SQ 3 strategies
  • OrderReliable library integrated into source code generation
    OrderReliable is an "industry-strength" library for placing and managing orders. Now the MT4 EA code uses this library for placing orders, which should make MT4 order management more robust and reliable.

Tasks

Beta 7 - 22.11.2017

trading reliability update, we aim for 100% backtest accuracy between SQ4 and MT4/5 and implementation of all blocks from SQ3.

Note - scaling wasn't done in Beta 7, it is moved to Beta 8.

Highlights

  • Backtest accuracy betwween SQ and MetaTrader 4 & 5
    we fixed a big number of issues, most of strategies should now trade the same.


  • Improved backtest speed

    greatly improved backtest speed. There is still some room for improvement and we'll work onn it further.

  • Improved speed of UI

    UI is now not lagging or freezing during build or retest. We fixed major issues, there are still some outstanding problems we'll fix in the future release.

  • New Chart component

    displaying trades on the data chart including the indicator values

  • New databank component

    able to handle hundreds and thousands of records

Tasks

Beta 6 - 13.10.2017

we aimed for 100% backtest accuracy between SQ4 and MT4, unfortunately we weren't able to fix it all.
There is still a lot of improvements, so we decided to release the new Beta 6 as planned.

Highlights

  • Improved backtest accuracy between SQ and MT
    a big part of small issues that caused trading differences between SQ and MT4 were fixed. There are still remaining few, we'll look at them in the next update, but majority of strategies should behave the same.
    If you experience difference between SQ and MT4, please create a new task for it and attach the .sq4 strategy file.

  • Create portfolio & strategies correlation
    now it is possible to combine strategy results into a portfolio and compute their correlation.
    Note - it works only with results, it doesn't combine multiple strategies into one.
  • Fixed many smaller UI and engine issues
    nearly 100 tasks were fixed in this update

Tasks

Beta 5 - 25.08.2017

stability and performance update - we focused on making SQ4 more stable, consume less memory and fix issues that were causing problems

Highlights

  • Improved memory consumption, performance of build process and UI speed.
    UI should now be more responsive and build process should use less resources.

  • New equity chart component with zooming support

  • New Grid control module where you can see all the jobs running on the system. 

  • Improved Performance and Memory configuration.
    Now you can configure how much memory program should use directly from the program.

  • Mass export of source codes with MagicNumber handling allow you to export multiple strategies at once, each with its own unique Magic Number.

  • Dismissal stats allow you to see why exactly were strategies dismissed and you can also Configure automatic dismissals. SQ4 also automatically identifies and displays strategy problems.

Tasks

Beta 4 - 28.07.2017

Tasks

Beta 3 - 30.06.2017

Tasks

Beta 2 - 16.06.2017

Tasks

Beta 1 - 31.05.2017

Tasks

Archived (To be done later) - N/A

Tasks

Future milestones

Build 139 - 31.03.2024 - 70% done - closed tasks: 14, open tasks: 6

Tasks

Unassigned

Bug #sq4_8320: Custom Projects Error - Waiting for information
Feature #sq4_7593: Drag and drop tabs - Waiting for information
Wait please