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Author Topic: StrategyQuant  (Read 30282 times)

Offline iwillsurvive

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Re: StrategyQuant
« Reply #15 on: August 17, 2014, 07:12:26 PM »
Thanks Cyberryder,

I played with Strategy Quant (free trial version) about 1 year ago and didn't manage to find acceptable profitable strategies.

I think the main reason was because I was impatient. I expected too much and thought profitable strategies could be found in 2 to 3 hours. The software did find profitable strategies but it was with erratic conditions.

For example, it would be a nice upward sloping equity curve, but it would have 10 trades per year, or odd exit strategies ( i.e entry when there is a daily engulfing candle, and exit 46 days later)

I also did notice that 5m and 15m TFs are much harder to find profitable strategies compared to daily TF. Probably because 5m and 15m TF has a lot of noise

Offline drunkfx

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Re: StrategyQuant
« Reply #16 on: August 20, 2014, 09:33:18 AM »
Thanks Cyberryder,

I played with Strategy Quant (free trial version) about 1 year ago and didn't manage to find acceptable profitable strategies.

I think the main reason was because I was impatient. I expected too much and thought profitable strategies could be found in 2 to 3 hours. The software did find profitable strategies but it was with erratic conditions.

For example, it would be a nice upward sloping equity curve, but it would have 10 trades per year, or odd exit strategies ( i.e entry when there is a daily engulfing candle, and exit 46 days later)

I also did notice that 5m and 15m TFs are much harder to find profitable strategies compared to daily TF. Probably because 5m and 15m TF has a lot of noise

Yes lower timeframes are full of noise you can only make guesses there, no tenable analytical work. Nothing thwart us to lower lot size and stretch our positions to greater time dimensions

Offline cyberryder

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Re: StrategyQuant
« Reply #17 on: August 20, 2014, 10:34:46 PM »

Thanks Cyberryder,

I played with Strategy Quant (free trial version) about 1 year ago and didn't manage to find acceptable profitable strategies.

I think the main reason was because I was impatient. I expected too much and thought profitable strategies could be found in 2 to 3 hours. The software did find profitable strategies but it was with erratic conditions.

For example, it would be a nice upward sloping equity curve, but it would have 10 trades per year, or odd exit strategies ( i.e entry when there is a daily engulfing candle, and exit 46 days later)

I also did notice that 5m and 15m TFs are much harder to find profitable strategies compared to daily TF. Probably because 5m and 15m TF has a lot of noise

Yes lower timeframes are full of noise you can only make guesses there, no tenable analytical work. Nothing thwart us to lower lot size and stretch our positions to greater time dimensions
Ok and what is your experience with the product?
@BeeksFX LD5
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Offline geektrader

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Re: StrategyQuant
« Reply #18 on: November 22, 2014, 07:48:39 AM »
I seriously wonder why this isnt discussed more. Especially with the latest version 3.8 this masterpiece is a dream coming true for every system developer out there (and for the end-user as well). I have tested many such products throughout the year, but this monster is the most complete Ive ever seen and Ive yet to find a point that is not implemented already - and I am VERY heavy in my needs and what I expect from such a software. Ive been building profitable strategies with it for a while now and the developer is really working hard on it to improve it further, and it IS already amazing. Alone the "build a strategy that must work on X pairs (up to 7 supported right now)"-feature that allows you to find universal strategies that work on almost any pair and hence have a high chance to suceed in the future as well is simply priceless. Yet alone all the fitness functionality that the genetic evolution can use.

Really guys, this is a (yet) hidden monster, Ive never seen any software that is even close to it on the market right now! Give it a try, they have a free trial with full functionality on their site too.

Offline JCrew7384

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Re: StrategyQuant
« Reply #19 on: November 22, 2014, 05:38:44 PM »
I have it but have struggled to make anything that consistently works... You say you have profitable programs/settings? Would you mind sharing some of your process?

Offline AtlantaSean

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Re: StrategyQuant
« Reply #20 on: November 22, 2014, 08:30:36 PM »
Just bought this to use expressly with the custom indicator function. Tested and although I've not produced results yet, there are no limits to the combinations this can sample. Is very nice looking software and I can tell that the more work I put into it, the more probable it is that a good strategy will be produced.

Offline corre971

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Re: StrategyQuant
« Reply #21 on: November 22, 2014, 09:47:43 PM »
For sure Strategy Quant is a very advanced software and i was thinking to try it last winner but did not had enough time, so decided to skip. If will have time, i will use the trial version and see how it works. For sure a lot of users know it, but only to inform the other Who don't know, that a lot of brokers offers for free some software (like Molanis) and other similar, which permits to build in a very simple way Expert Advisors based on combinations of Indicators (standard and some versions also with custom indis) and also on some price action conditions. Of course they do not have all the features of Strategy Quant, but are offered for free and can be a good start. Anyway i would warn to pay attention in using live Expert advisors using Indicators (specially If are used many combinations o them) only because they showed very good BT results, because live trading results could be much different

Offline geektrader

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Re: StrategyQuant
« Reply #22 on: November 23, 2014, 06:33:59 AM »
StrategyQuant has nothing to do with the manual building tools youve mentioned in where the user can manually build a strategy with indicators and rules he/she choses (there are tons of such programs yes), StrategyQuant builds strategies completely on its own by genetic programming and to specific criterias you are looking for like best net profit / dd ratio, stability of equity curve, etc etc.

Yes, I have found several profitable strategies, with all the robustness-tests they have now like that the strategy must work on other pairs you chose or still make profit if price data is randomized by X%, monte carlo, etc etc, you can find profitable strategies "easily". Of course you have to play with the building settings for a while until you find the right settings to achieve the strategies YOU are looking for.

Offline corre971

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Re: StrategyQuant
« Reply #23 on: November 23, 2014, 08:06:28 AM »
StrategyQuant has nothing to do with the manual building tools youve mentioned in where the user can manually build a strategy with indicators and rules he/she choses (there are tons of such programs yes), StrategyQuant builds strategies completely on its own by genetic programming and to specific criterias you are looking for like best net profit / dd ratio, stability of equity curve, etc etc.

Yes, I have found several profitable strategies, with all the robustness-tests they have now like that the strategy must work on other pairs you chose or still make profit if price data is randomized by X%, monte carlo, etc etc, you can find profitable strategies "easily". Of course you have to play with the building settings for a while until you find the right settings to achieve the strategies YOU are looking for.
Infact i have also told that Strategy Quant is much better and has much more features (but is also very expensive). While the Tools like Molanis (normally not free) are  offered for free from some Brokers to all customers or to customer which Mets some characteristic. My goal was only to inform other users of this "free" opportunity. And Anyway with Molanis u are not simply limited in building EAs using indicators, but u can use many other element and with some advanced version u can also use, If i am not wrong (and maybe i am since i am not a Molanis user at lest for the moment) also custom indicators. So my goal is only to inrorm other users that there are also some (less advanced Of course) tools but for free.

Offline Cyrus Kulak

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Re: StrategyQuant
« Reply #24 on: September 21, 2017, 09:01:12 AM »
The EA Wizard's logic is to create the trade strategy setup by using the left and right drop-down functions which contain the indicators and price functions such as bid, ask, open, close, high, low etc. It must be remembered to match the magic number with the strategy commands and the order commands. A great feature so that several strategies can be incorporated into the one EA very easily.

Offline felipebr

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Re: StrategyQuant
« Reply #25 on: March 07, 2019, 02:11:52 PM »
Hi people! Look I have one StrategyQuant license but I don't have a good PC to run it.

If anyone who have a good PC would like to patnership with me would be great, we can run it and share the generated strategies. Please contact me here or in private messages.

A good PC would be at least with 10 cores and 12GB of RAM guys.  :)

Regards

Offline FLechdrop

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Re: StrategyQuant
« Reply #26 on: March 08, 2019, 09:35:31 AM »
Does this let you use custom indicators, or code your own? Or can you just use the ones include in the package?

Offline felipebr

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Re: StrategyQuant
« Reply #27 on: March 08, 2019, 01:49:22 PM »
Does this let you use custom indicators, or code your own? Or can you just use the ones include in the package?

I never used custom indicators on it but yes I can... it's very cool but we need a powerfull computer to crush the data faster. In my experience it takes a lot of time in "weak" PCs. Many processor cores better.

Regards

Offline FLechdrop

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Re: StrategyQuant
« Reply #28 on: March 08, 2019, 01:58:05 PM »
OK. Perhaps I could try the trial and see how it goes.

Online Pegasus FX

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Re: StrategyQuant
« Reply #29 on: March 09, 2019, 02:35:07 PM »
Thank you for starting this thread.  I myself am interested in delving into Algo trading strategies and Strategy Quant as well as a few other providers have perked my interest.  I plan to study Algo trading first before I potentially purchase StrategyQuant, as I like to have a good base understanding of a subject before committing fully. 

I plan to read the book 'Algorithmic Trading and DMA: An introduction to direct access trading strategies' written by Barry Johnson which has been recommended to me as a good introduction to this field.

Does anyone know of any good books/articles about backtesting algo strategies? I am particularly interested in stress testing, i.e. monte carlo method and so forth?


 

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