SQ engine/indicators information within saved/exported files

Hello,

I would like to request following feature:

Business requirement:

I would like as end user to have information on used SQX indicator versions, backtest engine version and/or additional important components which are used to produceĀ  strategy result.
I would like to be able to see in "results" information about these components so I when I am back-testing a strategy to be able to easily spot regression/changes in produced results.
I would like to be able to easily identify if an indicator version has changed with SQX release, which could potentially produce different results in backtesting and real trading.
I would like to be (optionally) warned if retesting/opening a strategy with SQX having different indicator version.

Proposal:

1) Extend base model for SQX indicators to include version (major, minor, etc..).
2) Add/reflect such versioning schema within MT indicators. SQX indicator version should match MT indicator version.
3) Include SQX indicator version within MT export files. A comment (ideally machine parsable, yaml ?) within indicator code.
4) Export such component version information within SQX file

Thank you
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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None

History

DB
#1

Enyx

31.01.2020 10:54

Task created

MF
#2

Mark Fric

26.11.2020 11:09

Status changed from New to Archived


Votes: 0

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