Please add "Use $$$ Fixed Amount" to What if Analysis

Please add an option for Fixed $ Amount to the What if Analysis options.

This will be very beneficial for recomputing risk on strats that are built in SQX using Fixed $ Amount with ATR based SL and TP.

It is also essential to have this feature when working with strategies that have WFM results.

With strategies that have WFM results, we can't retest the strategies in SQX with a different fixed $ amount without rerunning all the WFM optimisations again and this is VERY time consuming

QuantAnalyzer makes working with WFM results much easier by allowing us to split each WFM result out of an SQX strategy file with the "split to single strategies" feature, but we can't can't change and rerun the Fixed $ Amount with these split out "simple" WFM strategies when risk balancing the chosen WFM results after evaluating and identifying the best ones.

This means that the final step of using Portfolio Master to find the best combination of WFM results from multiple SQX strategies isn't running on optimal data because of the disparity between strategies with higher and lower risk profiles that haven't been equalised.

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  • Votes 0
  • Project QuantAnalyzer
  • Type Feature
  • Status Fixed
  • Priority Low




13.02.2020 10:55

Task created



13.02.2020 12:14

Status changed from New to Fixed

This can be done by Money Management feature. There is a method Fixed amount.

Open scripter and run MM bulk.



14.02.2020 09:55

Attachment Script does not exist.png added

Script MM bulk doesn't exist in 4.7



14.02.2020 10:21

Attachment added

Attachment MM bulk.jpg added

Please find below the attached script. Copy it to your QA installation directory under /scripts.


14.02.2020 11:13

Thanks Tamas.

Is there a version of this script that doesn't require loading files from a folder? I can't save WFM results to a folder easily as they contain "%" and ":" characters and I have to manually rename each one before I can save because bulk renaming isn't a feature in QA and this is time consuming


14.02.2020 13:06

Attachment added

I have attached a script where the reports are downloaded from "Simple strategies" databank. Is this what you need?


14.02.2020 13:50

Attachment MM Bulk Results.png added

Attachment PortfolioStrategy_WF 10 runs 10pct OOS_USDJPYq.sqa added

Attachment PortfolioStrategy_WF 10 runs 10pct OOS_USDJPYq - Fixed amount D1000 005 lots 01 max lots.sqa added

Thanks for this :)

it's almost what I'm looking for. It loops through all results in the data bank, but not the selected ones only.

The results have the same issue I've outlined in

I've attached an image of the equity curve result and saved WFM simple strats from the same SQX strat in this bug task above



14.02.2020 14:00
ok, then use methods databank.getNumberOfSelectedResults() and databank.getSelectedResults()

I will check the related task and let you know asap


Mark Fric

17.02.2020 10:00

Money management simulation in QA works, the problem is the problem was in WF simulation in SQ X. 

We don't copy all the order fields to the simulation results to save memory - because there can be hundreds of thousands of simulaiton orders for a single strategy.

But StopLoss is potentially important, so I added it there to be copied.

This will be working in the new SQ Build 127. So this is not related to QuantAnalyzer, it is a fix for SQ.



17.02.2020 10:22
Hi Mark, same comment as the other ticket:

Is there a script that can be made in the mean time to allow a ratio adjustment to order volumes for each trade in a simple strategy with a rounddown or roundup option? 

For example if 3 orders in a strategy are 0.02, 0.05, 0.04 lots and the order quantity decimal place setting is 2 and a 50% or 0.5x ratio adjustment is applied, this will make the orders with the rounddown option 0.01, 0.02 and 0.02 and the roundup option 0.01, 0.03 and 0.02.

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