Lookback Bars/ Max Lookback Bars embedded into Genetic Evolution

A look back measures how far apart one even happened from another. For example, instead of having a Moving Average Cross and a Bullish Engulfing Candle have to occur at the same time, you can specify a lookback period where it can measure if a Bullish Engulfing Candle occurred within X bars (lookback) of a previous Moving Average Cross. This gives a chronology of events for each trading condition that SQX would be able to make a wide range of strategies out of. A max lookback bars setting would be the max amount of bars one event can look back and recognize another event within.  You should also be able to allow a max amount of lookback "blocks" to be chained in your strategy. (Similar to max tree depth) You don't want a high amount of lookbacks being implemented because then SQX can chain a hundred things together to act in a certain way in order to form an event that can be traded. This should allow SQX to analyze more complex strategies overall. Also, to be clear, I would like to see this embedded in the parameters for genetic evolution, not in the engine itself. 

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  • Votes 0
  • Project SQ Programming
  • Type Feature
  • Status Refused
  • Priority Normal




02.11.2018 20:55

Task created


Mark Fric

18.11.2018 13:45

Status changed from New to Refused

this already works in a similar way, every block has a Shift value, which is its lookback period.

So you can have a condition for example:

"Moving Average Cross at previous bar" and "Bullish Engulfing Candle three bars ago"

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