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Advanced Strategies

Good morning
I'm testing the demo version of QAx, my compliments, very powerful.
However, I find it limited in the generation of strategies and that is in the possibility of importing the basic idea (an algorithm that generates true Alpha) and testing all the possible combinations around it.

Arrival at the point:
There will be an option in the near future to import and / or use as an initial strategy for a search, strategies built externally to QA (on other platforms) via easylanguage, phython, etc ..

I realize that I am asking a lot but, given a script it is not possible to assign (by choice) to some variables of the script, blocks that will then be put in loop with QA.
I hope I have been clear with my poor English

Thanks and have a nice day everyone.
Michele
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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

m
#1

Michele Vianello

12.11.2020 09:00

Task created

MF
#2

Mark Fric

13.11.2020 09:19

Status changed from New to Waiting for information

sorry, I don't fully undetsrand what you mean. It is not possible to import strategies made in other programming languages into SQ, SQ wouldn't know how to execute them.


Please explain your idea better.

m
#3

Michele Vianello

13.11.2020 11:23

First of all, my compliments for SQx, very sophisticated.


I did forex / futures research on SQx on single symbol; 10 years ITSAMPLE, 3 OUT SAMPLE, last 3 years without trade.

With the settings suggested by SQx, I have generated thousands of strategies created and filtered by IS / OS and WF / MC and have obtained several strategies with perfect charts for 13 years.

I have tested them in the last 3 years not calculated previously:  Most of them failed !!!!

In my opinion, if I try millions of possibilities I will surely find a great result for the past but, without real Alpha for the future.

 

So I think there are two ways, but I'm not an expert and I could be wrong:

1 - Huge computing power and time (not for my resources) to randomly search for untapped sectors (if any).

2 - To develop ECONOMIC / FINANCIAL principles already partially studied and, quickly develop / test them in all possible combinations of their variables.

 

To follow this second path it is necessary to develop complex and precise multisymbol and multisignal strategies.


That's all.


I was wondering then if taking any external script / algo it was possible to create loops with SQx in some selected variables to quickly verify the results. 

Or, alternatively, have the possibility to develop complex multi symbol / signal strategies.


I am not a programmer but I sense the extreme complexity of the request and therefore I still offer my apologies for the time spent and my / googletranslate poor english.


Have a nice day

b
#4

bentra

13.11.2020 22:59
You can create a template with template mode: Algowizard...settings....advanced and recreate your idea and make some blocks to be found by SQX.

https://strategyquant.com/blog/introduction-strategyquant-templating-system-part-ii/

Or you can use the "improve existing strategy" build option

Either way you cannot import strategy code, instead you have to recreate your strategy using the algo-wizard.
MF
#5

Mark Fric

16.11.2020 10:03

Status changed from Waiting for information to Fixed

yes, as bendx77 said - this can be achieved with custom templates plus maybe custom blocks.


Please check the articles about custom templates:


https://strategyquant.com/blog/introduction-strategyquant-templating-system-part/

https://strategyquant.com/blog/introduction-strategyquant-templating-system-part-ii/


You can create any strategy and configure which part of it should be generated and which fixed.


The simpler way is to use an Improver in Builder.

m
#6

Michele Vianello

17.11.2020 19:50
Voted for this task.
m
#7

Michele Vianello

17.11.2020 19:52
Right! Thanks.

Is already there!! Let me try to build something now!


Thanks. Confirm, very sophisticated.

Votes: +1

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