Roadmap - StrategyQuant X

Finished milestones

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

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

Future milestones

Build 116 - 21.12.2018 - 52% done - closed tasks: 73, open tasks: 68

Tasks

Bug #sq4_3520: BUILD error - Waiting for information

To be done later - N/A - 26% done - closed tasks: 28, open tasks: 81

Tasks

Unassigned

Bug #sq4_3172: Walkforward Filters - Waiting for information
Bug #sq4_2479: B108 freeze - Waiting for information
Bug #sq4_2474: SQ x Build 8 chrashed - Waiting for information
Bug #sq4_2460: Wizard - Waiting for information