Specify indicator blocks for risk management

SQX currently has the ability to use the indicator blocks we select for risk management. However, it can be more efficient to allow us to narrow the blocks that are used for risk management specifically. If I wanted to generate strategies that only implemented a trailing stop that followed a PSAR or a Moving Average, it is inefficient to have SQX consider all of the other blocks I may have selected to build the entry conditions. Or maybe I only want to use one indicator for targets/stops. Allowing us to narrow this would significantly reduce the number of permutations needed to find strategies that implement risk management with indicators we want. This would also allow the eventual implementation of other features that have since been archived regarding more specific things you can do with RM and indicators. 
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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

KL
#1

kainc301

24.05.2020 07:48

Task created

h
#2

hankeys

24.05.2020 17:32
could be done by templates and custom groups in B128
KL
#3

kainc301

24.05.2020 17:41

@hankeys


Yes but the point of this would be to allow for more customizable features in the future. For example. if I am trying to use two indicators that display lines on the chart and I want to have SQX select the line that is nearest to price or select the x closest line from price. From what I understand that can't be done with a template. Having the indicator blocks indexed in a list allows these sort of calculations to be made. If this can also be done in a template please let me know.
MF
#4

Mark Fric

28.05.2020 08:07

Status changed from New to Refused

no, this is exactly what templates and random groups and custom blocks are for. 

You can do much more with them - you can select which blocks should be used where, which is what you need.




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