SQ4 RC1/RC2 - Does multi-symbol strategy generation work?

Hi,



If I configure random strategy generation (simple strategy) with very loose filtering conditions, SQ4 generates some strategies no problem.


If I keep the filtering the same, the building blocks the same, but select multi-symbol strategy generation, add another forex symbol (same timeframe as main), no strategies are generated that even produce $500 over 15 plus years of trading.


It seems to me, multi-symbol strategy generation does no work. I would expect at least something that can make a tiny profit even with large drawdown, but nothing is produced.


Can you please try generating some strategies on multi-symbol setting?


Regards,


Mike

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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

m
#1

mikeyc

15.05.2018 23:08

Task created

MF
#2

Mark Fric

17.05.2018 09:31

Status changed from New to Fixed

it works for me in RC2, there was a bug in multi symbol backtesting, it probably fixed also this
m
#3

mikeyc

19.05.2018 15:26
Hi Mark,


I've tried RC2 and I still cannot get multi-symbol generation to produce anything. Main chart is EURUSD H1 and one subchart of GBPUSD H1.  


Regards,


Mike

m
#4

mikeyc

19.05.2018 15:36

Subject changed from SQ4 RC1 - Does multi-symbol strategy generation work? to SQ4 RC1/RC2 - Does multi-symbol strategy generation work?

If this is fixed can you please suggest some settings so I can try and generate some multi-symbol strategies?



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