SQ4 Trading Options - Turn them into building blocks



Hi Mark,


I have a suggestion, please turn the SQ4 trading options into building blocks with parameters.  This way they can be used to search for good settings when building strategies.




For example, the engine can then find optimal time range from and time range too, or best time to exit on a Friday or best time to exit at end of day etc.


Thanks,


Mike

Attachments
SQ4 trading options.png
(35.19 KiB)
  • Votes +8
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

m
#1

mikeyc

03.02.2018 12:46

Task created

MF
#2

Mark Fric

04.02.2018 21:54
wouldn't it be sufficient to be able to use Trading options in Optimizer? 


I don't think they should be used in building blocks, because trading options should affect the whole trading of the strategy. Being able to optimize these things should give you the possibility to find optimal ranges

m
#3

mikeyc

13.02.2019 22:07
Voted for this task.
m
#4

mikeyc

13.02.2019 22:08
Trading options in optimizer would be fantastic!
h
#5

hankeys

14.02.2019 07:23
Voted for this task.
h
#6

hankeys

14.02.2019 07:25
we can try it in the optimizer
m
#7

mabi

14.02.2019 15:02
Voted for this task.
M
#8

MKquant

15.02.2019 07:21
Voted for this task.
TB
#9

Tomas Brynda

19.02.2019 09:54

Status changed from New to Refused

Duplicate - A solution is planned for build 120 -> https://roadmap.strategyquant.com/tasks/sq4_2977
h
#10

hankeys

25.07.2019 12:15
this is not the same - please add to a task list


we are not talking about optimization of trading options but the solution how we can turn those options right in builder


so the SQX could try the timeranges, closing times from the range of values

h
#11

hankeys

20.11.2019 07:57
please consider to add this very usefull feature - it was refused, but i am talking here about different approach
h
#12

hankeys

21.11.2019 07:17
it this usefull task will be opened for the next build, i and i think even more users still waiting for this feature


at the end "time range to" we cant set, if we want to delete only pending orders - strategy will delete everything, opened and also pending orders


i think, that this feature where opened trades should stay opened is WANTED


please add this simple setting


THX

Rr
#13

Partizanas

21.11.2019 11:17
Voted for this task.
l
#14

Loonly

21.11.2019 12:00
Voted for this task.
jn
#15

Josef Němeček

29.11.2019 01:41
Voted for this task.
JK
#16

Insanity82007

06.01.2020 11:18

Attachment 2020-01-06 23_14_57-Historical Spreads for Forex CFDs _ OANDA.png added

We will need the ability to set spread by time range in day if this is implemented, otherwise strategies might be founded on opening trades during quiet rollover periods where spreads are extremely high in live trading, but only marginally reflected in spread settings in the Data tab as per current implementation.


For example, we would set a spread of 3 to 5 pips for GBP JPY, but this can spike as high as 15 pips during rollover as per attached image from https://www1.oanda.com/forex-trading/markets/recent and not be reflected in trading results from building / retesting / optimising strategies.

JK
#17

Insanity82007

06.01.2020 11:22
Voted for this task.

Votes: +8

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