SQX 109 - Multi-symbol generation produces all strategies that produce "no trades"

Hi Mark,



Setup SQX to use Simple strategy to on EURUSD only. Lots of strategies produced.  Switch to multi-symbol and add GBPUSD, USDCAD, USDJPY, USDCHF and AUDUSD as additional sub-charts on same H1 timeframe with same data range.


Using this setup, every strategy is rejected as "No Trades : 100%"


Clearly, multi-symbol random generation is not working at all for some reason.


Regards,


Mike

Attachments
No attachments
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

m
#1

mikeyc

04.09.2018 23:13

Task created

MF
#2

Mark Fric

06.09.2018 10:14

Status changed from New to Refused

Attachment cond_to_generate.png added

Mike, please attach your config here. I tested it and it si really more complicated to find a strategy with every additional chart, but it is because in standard settings SQ is forced to generate at least one condition for every additional chart.


So if you have 6 charts there it has to generate 6 conditions in every signal, and they all have to be true in order for signal to be valid. 


There are two possible improvements you can make in your settings:


1. in Additinal build config go to # of conditions dialog and check "Use different setting for every chart", and set minimum conditions to generate for additional charts to 0 - it means that not all charts have to be used in strategy



2.  perhaps better - use Fuzzy strategy style, it is a similar approach when not all the conditions have to be fulfilled


m
#3

mikeyc

06.09.2018 18:28
Hi Mark,


It is not possible to set min conditions for  each additional chart to 0:


Cannot start project 'Builder', it has config errors.

Setting: What to build, Field: AdditionalCharts, Error: Additional chart 1 - Min conditions not set or invalid. Min allowed value: 1

Setting: What to build, Field: AdditionalCharts, Error: Additional chart 2 - Min conditions not set or invalid. Min allowed value: 1

Setting: What to build, Field: AdditionalCharts, Error: Additional chart 3 - Min conditions not set or invalid. Min allowed value: 1

Setting: What to build, Field: AdditionalCharts, Error: Additional chart 4 - Min conditions not set or invalid. Min allowed value: 1

Setting: What to build, Field: AdditionalCharts, Error: Additional chart 5 - Min conditions not set or invalid. Min allowed value: 1


Regards,


Mike

MF
#4

Mark Fric

07.09.2018 09:22
you are right, I'll allow this setting in the next build. 

I tested it with it and it works as expected.


Votes: 0

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please