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BladeRunner
(@bladerunner)
Active Member Customer
Joined: 9 months ago
Posts: 19
24/06/2019 3:28 pm  

What I was trying to suggest is one (and only one) SQX output (one mql4 file) for each "meta-strategy" that would comprise in it the code of all the sub-strategies developed to address the several volatility bins defined for each instrument (e.g. to a limit of 4 or 5) and the switching mechanism between them.

To the end user (traders), this would provide, in my view, huge increments in productivity in terms of testing (Back and Forward). What would be, say 4 volatility bins and 4 strategies to address them, would result in the end in just one strategy, one EA, one process to monitor (1/4th of the time spent). This of course, with the clear idea that this would mean a huge step for SQ's team right now (following another huge step from 3.8.2 to X).

 

 


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Gianfranco
(@gianfranco)
Eminent Member Customer
Joined: 6 months ago
Posts: 21
24/06/2019 3:31 pm  

maybe fuzzy logis with 3 conditions   one at time….?


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BladeRunner
(@bladerunner)
Active Member Customer
Joined: 9 months ago
Posts: 19
24/06/2019 3:37 pm  

Thanks but fuzzy logic is still one of items I have to understand how it works since it's new in SQX. Maybe it's in Coensio's crash course ? (I'm planning to start hands on in it this week).


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coensio
(@coensio)
Member Admin
Joined: 9 months ago
Posts: 167
24/06/2019 3:59 pm  

No fuzzy stuff is not in the course...it's not for beginners.

Fuzzy logic based strategies have equity curves that look great, especially when periodically re-optimized..(WFO) However I did not figure out (yet) how to test fuzzy systems for stability & robustenss.

@BladeRunner, maybe you can discuss your idea in a SQX feature ticket:

https://roadmap.strategyquant.com/projects/sq4/tasks

 


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BladeRunner
(@bladerunner)
Active Member Customer
Joined: 9 months ago
Posts: 19
24/06/2019 6:15 pm  

Thanks Chris. I will make an entry in SQX roadmap.

I think I've made a somewhat related entry once (merge a portfolio of a limited number of strategies over the same instrument into a single output mql4/EA), but will do another one covering this m0re specific topic. This was already my intention.  


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