108: success with SHORT ONLY not good
Mark - I have been using building 108 now for a while and have set up some pretty strong filters and have produced some amazing strategies on eurusd long only. so I then have shifted the generation on to finding shorts only strategies and over 20 hours it didn’t come up with any that passed. I then tried it on USDJPY and it found none again. this raises the question in my mind as to the ability of the software to find quality strategies that are equal in quality in the short direction as they are in the long direction.
I recall over the past months that the symmetry we’ve been finding has been very heavy one way or the other.
can you please look into this and see if you find similar results?
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Votes +2
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
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MF
Mark Fric
23.08.2018 08:07
can you please attach your config so I can try it?
but it is a fact that most markets have long bias, it is much harder to find strategy to short.
MF
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jmtc1230
23.08.2018 13:21Attachment Build.xml added
Mark here is my short only config for EURUSD.
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geektrader
15.10.2018 11:01
"Long bias" in Forex? Surely not, Forex has no bias at all usually, I´ve written an MT4 EA that analyzes any history data for bias, 99% of the pairs go 50% up and 50% down over the last 30 years, so there is no bias in any direction at all. In stocks, surely there is a upward bias, but not in Forex, promised! This rather looks like an issue with SQX, because in SQ3 I can find as many long only strategies as short only strategies too on EURUSD and most other pairs.
MF
Mark Fric
15.10.2018 14:46
there still sems to be some issue with this, now in my tests it generates Short strategies much faster. I have to investigate this further, but it seems it is related to settings - maybe which building blocks are chosen
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MF
Votes: +2
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When I change it to short only it found none in 20 hours.
Josh