[Symmetry] If Symmetry is <= X%, Allow SQX to automatically create a copy of the strategy to the databank and remove the less favorable symmetry side

[Symmetry] If Symmetry is <= X%, Allow SQX to automatically create a copy of the strategy to the databank and remove the less favorable symmetry side, this will not remove the original strategy, just creates a copy of the same strategy with the LONG/SHORT trades been taken.

** This will only work at the Generation stages not in Optimizations/CrossChecks/etc.., Only at the Building stage.


I thought about this feature because sometimes there are strategies with Symmetry of 10% or so,
upon checking the LONG or SHORT trades only, they are not bringing any benefit and or profitable overall,

so i guess if this feature be implemented it will work like so:
If the Feature in turned on,
and we are generating strategies,
and we found a strategy with "Symmetry '10%'",
the feature will see if there is any benefit to that unsymmetrical side,
If there is no benefit to that unsymmetrical side,
the feature will create a copy of that same strategy with the unsymmetrical side removed.


that way we potentially we can find better strategy without this limitation,
because there are strategies out there that are more LONG focused but we do not want to necessarily remove the Symmetry setting from our settings and turn on "ONLY TRADE LONG" or SHORT.

kinda in a rush but i wanted to get this feature suggestion uploaded.
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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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#1

Karish

02.06.2022 15:14

Task created

E
#2

Emmanuel

07.06.2022 14:05
Voted for this task.

Votes: +1

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