[Build 129] Automatically Remove Indicator Blocks via Optimization

Sometimes SQX can generate some complex strategies with a lot of parameters. I would imagine there is a good portion of indicator blocks that does not help the strategy and ultimately hurts it. It would be great if SQX could detect which indicator blocks weigh down the strategy and automatically remove them in the simple optimization. This could lead to strategies that are more robust overall because some unneeded indicator blocks may be causing too much variation in the parameterization of strategies that are not robust.
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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

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KL
#1

kainc301

31.07.2020 05:19

Task created

MF
#2

Mark Fric

05.08.2020 10:14

Status changed from New to Refused

I understand your point, it is something like "Simplifier".


We have too many other higher priority features, I don't think we'll ever get to implmenting this.

KL
#3

kainc301

17.08.2020 23:02
If this is ever reconsidered, I believe there is a semi-easy implementation than the previously suggested route.


All you would need to do is make a simulation where indicator blocks/conditions were removed completely from the strategy. 


If any removed blocks/indicators made the strategy better or had no effect on the strategy at all, they can be permanently removed.


This way you would not have to go through testing the parameters of each block and can be much easier to code.



h
#4

hankeys

18.08.2020 06:56
Voted for this task.

Votes: +1

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