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Video Tutorial SQ Max Speed & Performance CPU,Ram,Disk & Extra 6k Strategy Quest challenge

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gentmat

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7 years ago #115334

https://www.youtube.com/watch?v=l6oRsTNm0yc

// This is the link of the video , Check it out hopefully you will like it . YES i am arabic and the accent follows
me to death so if you have a problem with it “I am verry Sorry but i have to KILL YOU”

A big credit goes to “GeekTrader” , This Video tutorial is to teach you how to max speed of SQ 3 .
Tweaking CPU,rams and hard drives / SSD ‘s

The original post is like 10 pages + which seems bit complicated for beginners here so i explained it
step by step in this video + added more tweaks of my own (Hope it helps out beginners and even pro users of SQ).

End of the video is a quest for people to contribute more by filtering some good strategies and show us the procedure .. I am sure each pro will choose a different strategy(ies) we got to learn from the contributes.

Links of the video:

https://www.youtube.com/watch?v=l6oRsTNm0yc

* Strategies : https://drive.google.com/file/d/0B83k2vKtYK80UWNuWDZsenpQNzQ/view?usp=sharing

* Java Version 9 : http://cdn.azul.com/zulu-pre/bin/zulu…

* The scipt To use for the batch opening of SQ, Create new .bat file and add these line of codes and press
save . Watch the video to learn how to tweak the parameters.

 

 

 

@echo off
set NumberOfSQInstances=10
set MainSQLocation=C:/StrategyQuant
set TempSQLocation=C:/temp
set SQParameters=-J-server -J-Xmx1g -J-XX:+DisableExplicitGC -J-XX:+AggressiveOpts -J-XX:+UseSerialGC 
 
 
rmdir “%MainSQLocation%/temp” /S /Q
rmdir “%MainSQLocation%/log” /S /Q
rmdir “%TempSQLocation%/strategyquant-temp” /S /Q
mkdir “%TempSQLocation%/strategyquant-temp”
 
FOR /L %%A IN (1,1,%NumberOfSQInstances%) DO (
mkdir “%TempSQLocation%/strategyquant-temp/%%A”
)
FOR /L %%A IN (1,1,%NumberOfSQInstances%) DO (
compact /c /s:”%TempSQLocation%/strategyquant-temp/%%A”
)
c:
FOR /L %%A IN (1,1,%NumberOfSQInstances%) DO (
xcopy “%MainSQLocation%” “%TempSQLocation%/strategyquant-temp/%%A” /E /Y
CD “%TempSQLocation%/strategyquant-temp/%%A”
start /LOW StrategyQuant64.exe %SQParameters%
)
 
 
 

This is a new Script if you want to rename each instance so you can know each instance job . ( if you do not need this option use the above code )
1- NumberOfSQInstances= “to whatever number of instance you want to run” Lets say “X” instances
2- set arrayline[1]=CrossMaStrategyInstance
set arrayline[2]=RSIStrategyInstance
…. Continue declaring more to fit your X instances
lets say we want 3 instances so i ll add one more
arrayline[3]=anotherNewInstance

The code is :

 

@echo off
setlocal enabledelayedexpansion
 
 
 
 
set NumberOfSQInstances=2
set arrayline[1]=CrossMaStrategyInstance
set arrayline[2]=RSIStrategyInstance
 
 
 
 
set MainSQLocation=C:/StrategyQuant
set TempSQLocation=C:/temp
set SQParameters=-J-server -J-Xmx1g -J-XX:+DisableExplicitGC -J-XX:+AggressiveOpts -J-XX:+UseSerialGC
 
rmdir “%MainSQLocation%/temp” /S /Q
rmdir “%MainSQLocation%/log” /S /Q
rmdir “%TempSQLocation%/strategyquant-temp” /S /Q
mkdir “%TempSQLocation%/strategyquant-temp”
 
 
FOR /L %%A IN (1,1,%NumberOfSQInstances%) DO (
mkdir “%TempSQLocation%/strategyquant-temp/!arrayline[%%A]!”
)
FOR /L %%A IN (1,1,%NumberOfSQInstances%) DO (
compact /c /s:”%TempSQLocation%/strategyquant-temp/!arrayline[%%A]!”
)
 
c:
FOR /L %%A IN (1,1,%NumberOfSQInstances%) DO (
xcopy “%MainSQLocation%” “%TempSQLocation%/strategyquant-temp/!arrayline[%%A]!” /E /Y
CD “%TempSQLocation%/strategyquant-temp/!arrayline[%%A]!”
rename StrategyQuant64.exe !arrayline[%%A]!.exe
start /LOW !arrayline[%%A]!.exe %SQParameters%
 
)

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_Cujo

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7 years ago #138237

Really nice, thanks. I already Azul Java 9, from Geektraders thread, but not the .bat file info presented so easily.

 

Thanks, nice contribution.

 

For your question, how to filter strategies, I’m for sure no expert, but I start by running strategies through a few manual OOS tests, looking for profit factor Return/DD ratio, payout ratio, that sort of thing. Then a few robustness tests, then more OOS testing before incubating…

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daveng

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7 years ago #138240

That is some great work gentmat, and many thanks for your effort, it is very helpful indeed.
Btw i assumed by creating many instances of SQ folders will eat up a huge chunk of the harddisk?
As for filter, my favourites are Ret/DD, stability and stagnation:
Ret/DD < 5
Stability < 0.7
Stagnation > 30%
Obviously you will have lesser strategies appearing in your databank and the wait time is longer.
After that i will retest using real tick to further eliminate more strategies and then go for Robustness test.
For Robustness test, i will use 1 minute data with 10 simulation runs to continue to eliminate more strategies.
And then follow by 500 simulation runs.
I think any strategies that survived that should be pretty robust.

0

Karish

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7 years ago #138242

@gentmat thank you for your contribution,

great video, very great tutorial for the newbies here,

ok now for your question on how to filter the strategies,

as i already quit SQ3 and waiting for SQ4 because SQ3 got some very small but yet very annoying bugs.. so i’m simply using what i already got by using EA Wizard & little bit of help from SQ3 + MT4 coding my self..

 

i think you should all wait for SQ4 but those who dont have anything running or working for them might have no time to wait for the new version,

 

ok back to the point,

the tutorials on how to correctly filter your strategies are:

 

  1. MUST PURCHASE THE HIGHEST QUALITY M1 DATA OUT THERE BY Asirikuy HERE: https://asirikuy.com/newsite/?page_id=3742
  2. First thing first checking @Thresho1d’s videos is a MUST for a beginner: https://www.youtube.com/channel/UCzFOdMj-kcyECCb_l48hcJg/videos?view=0&sort=dd&shelf_id=0

 

Now about the filtering: every one of us got a different psychology thus that will make one’s person strategy worthless to another, that a fact actually,

so what i would say is that you must question yourself:

 

¢ What kind of a trader are you?, have you found yourself already?.., there are different ways to go with, that should be your first question before even building/filtering anything,

myself for example im a scalper and my objectives is: To make at-least 5 trades a day + Above 50~% winning ratio + Low TimeFrames + Low Stoploss/TakeProfit targets + Low Drawdown/Stagnation (IN DAYS).

 

Moving on..

 

¢ What Drawdown % / Stagnation (IN DAYS) do you want to see?, because every body will say “hey let me have a %30 Drawdown or like 90 days Stagnation, its still profitable for the long run”,

well yes it is profitable for the long run, but the real question is would your psychology survive those kinds of % of Drawdown or 90 days of Stagnation?.., something tells me that NO,

but hey there are different people and different mindsets out there but i would like you to think DEEP AS YOU CAN about those 2 parameters,

myself for example i couldn’t survive those kind of % of Drawdown nether a 90 days of Stagnation, i would panic and delete the strategy from my portfolio as soon as i would see those kind of things hehe.., thats just me though..

 

Moving on..

 

¢ Winning %, ok most of you that does not know, to achieve high winning % you must play around with your SL+TP targets of-curse remember these things:

HIGH winning % = HIGH SL + LOW TP

LOW winning % = LOW SL + HIGH TP

which one would you choose?, im going for HIGH winning % because again.. my psychology cannot stand with LOW winning % i would like to see at-least 55~% as minimum,

but maybe you like LOW winning % and have lots of losing trades but at the end you will have a good RRR (RiskRewardRatio) that the profitable trades will cover all those losses along the way (BASED ON YOUR PSYCHOLOGY).

 

Moving on..

 

¢ Different parameters like Sharp ratio/fitness & etc..

first of all use those parameters that i mentioned above before even looking into those different parameters.

google each one or just look at the SQ’s manual to understand what are those parameters even mean and then make your conclusions.

 

 

—–

Conclusions:

¢ You must have different kinds of data: Asirikuy’s M1 + Ducascopy’s TICKs + Your Broker’s M1/TICKs (*Optional),

¢ (After watching @Thresho1d’s videos), You must understand that you have to look on each strategy’s pseudo code and try to understand it, if it’s not simple / if it doesn’t make sense to you DELETE IT,

¢ Understand WHAT DO YOU EVEN WANT?, SQ does NOT know what you are aiming to find, thus YOU need to know what do you aiming for and set SQ’s settings that way to work with your objectives.

¢ With those objectives you can now know what exactly to filter:

   – Pair + TimeFrame?

   – Pseudo code (*2nd line) 

   – Overall Trades?

   – Drawdown % / Stagnation (IN DAYS)?

   – Winning %?

   – Then all the rest… Sharp ratio/fitness etc.., i use them only after i filter the first parameters i mentioned above.

 

WORK SIMPLE, NOT HARD,

THINK BEFORE RATHER THEN AFTER.

 

good luck.

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mabi

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7 years ago #138247

@gentmat,

 

Thanks for the video. I had not looked in on doing the script thingy for opening multi instances of SQ. After watching you video I had it working under 1 min. I trade futures only and for me drawdown, profit factor, number of trades  and Win% is my initial delete it criteria. If Walkforward optimisation show to large differences in settings between periods to be profitable I will delete it. I then use the Walkforward settings going forward in OOS market replay as obtained by the walkforward optimizer and if drawdown is higher then expected I delete it or if it is okey i will run it live after a couple of weeks incubation.

0

Patrick

Customer, bbp_participant, community, 424 replies.

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7 years ago #138248

i found no strategy good (my opinion). thanks for sharing.

0

gentmat

Customer, bbp_participant, community, 234 replies.

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7 years ago #138371

Really nice, thanks. I already Azul Java 9, from Geektraders thread, but not the .bat file info presented so easily.

 

Thanks, nice contribution.

 

For your question, how to filter strategies, I’m for sure no expert, but I start by running strategies through a few manual OOS tests, looking for profit factor Return/DD ratio, payout ratio, that sort of thing. Then a few robustness tests, then more OOS testing before incubating…

 

Thank you _Cujo, The idea behind my question is to download the 6k and show us all how to filter ! have to see if everyone will choose one or different . or delete all and think all are rubbish (but say why and how he concluded that all 6k were bad)

0

gentmat

Customer, bbp_participant, community, 234 replies.

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7 years ago #138372

That is some great work gentmat, and many thanks for your effort, it is very helpful indeed.
Btw i assumed by creating many instances of SQ folders will eat up a huge chunk of the harddisk?
As for filter, my favourites are Ret/DD, stability and stagnation:
Ret/DD < 5
Stability < 0.7
Stagnation > 30%
Obviously you will have lesser strategies appearing in your databank and the wait time is longer.
After that i will retest using real tick to further eliminate more strategies and then go for Robustness test.
For Robustness test, i will use 1 minute data with 10 simulation runs to continue to eliminate more strategies.
And then follow by 500 simulation runs.
I think any strategies that survived that should be pretty robust.

 

Test and showcase (as my previous reply to _Cujo). Thank you

0

gentmat

Customer, bbp_participant, community, 234 replies.

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7 years ago #138373

@gentmat thank you for your contribution,

great video, very great tutorial for the newbies here,

ok now for your question on how to filter the strategies,

as i already quit SQ3 and waiting for SQ4 because SQ3 got some very small but yet very annoying bugs.. so i’m simply using what i already got by using EA Wizard & little bit of help from SQ3 + MT4 coding my self..

 

i think you should all wait for SQ4 but those who dont have anything running or working for them might have no time to wait for the new version,

 

ok back to the point,

the tutorials on how to correctly filter your strategies are:

 

  1. MUST PURCHASE THE HIGHEST QUALITY M1 DATA OUT THERE BY Asirikuy HERE: https://asirikuy.com/newsite/?page_id=3742
  2. First thing first checking @Thresho1d’s videos is a MUST for a beginner: https://www.youtube.com/channel/UCzFOdMj-kcyECCb_l48hcJg/videos?view=0&sort=dd&shelf_id=0

 

Now about the filtering: every one of us got a different psychology thus that will make one’s person strategy worthless to another, that a fact actually,

so what i would say is that you must question yourself:

 

¢ What kind of a trader are you?, have you found yourself already?.., there are different ways to go with, that should be your first question before even building/filtering anything,

myself for example im a scalper and my objectives is: To make at-least 5 trades a day + Above 50~% winning ratio + Low TimeFrames + Low Stoploss/TakeProfit targets + Low Drawdown/Stagnation (IN DAYS).

 

Moving on..

 

¢ What Drawdown % / Stagnation (IN DAYS) do you want to see?, because every body will say “hey let me have a %30 Drawdown or like 90 days Stagnation, its still profitable for the long run”,

well yes it is profitable for the long run, but the real question is would your psychology survive those kinds of % of Drawdown or 90 days of Stagnation?.., something tells me that NO,

but hey there are different people and different mindsets out there but i would like you to think DEEP AS YOU CAN about those 2 parameters,

myself for example i couldn’t survive those kind of % of Drawdown nether a 90 days of Stagnation, i would panic and delete the strategy from my portfolio as soon as i would see those kind of things hehe.., thats just me though..

 

Moving on..

 

¢ Winning %, ok most of you that does not know, to achieve high winning % you must play around with your SL+TP targets of-curse remember these things:

HIGH winning % = HIGH SL + LOW TP

LOW winning % = LOW SL + HIGH TP

which one would you choose?, im going for HIGH winning % because again.. my psychology cannot stand with LOW winning % i would like to see at-least 55~% as minimum,

but maybe you like LOW winning % and have lots of losing trades but at the end you will have a good RRR (RiskRewardRatio) that the profitable trades will cover all those losses along the way (BASED ON YOUR PSYCHOLOGY).

 

Moving on..

 

¢ Different parameters like Sharp ratio/fitness & etc..

first of all use those parameters that i mentioned above before even looking into those different parameters.

google each one or just look at the SQ’s manual to understand what are those parameters even mean and then make your conclusions.

 

 

—–

Conclusions:

¢ You must have different kinds of data: Asirikuy’s M1 + Ducascopy’s TICKs + Your Broker’s M1/TICKs (*Optional),

¢ (After watching @Thresho1d’s videos), You must understand that you have to look on each strategy’s pseudo code and try to understand it, if it’s not simple / if it doesn’t make sense to you DELETE IT,

¢ Understand WHAT DO YOU EVEN WANT?, SQ does NOT know what you are aiming to find, thus YOU need to know what do you aiming for and set SQ’s settings that way to work with your objectives.

¢ With those objectives you can now know what exactly to filter:

   – Pair + TimeFrame?

   – Pseudo code (*2nd line) 

   – Overall Trades?

   – Drawdown % / Stagnation (IN DAYS)?

   – Winning %?

   – Then all the rest… Sharp ratio/fitness etc.., i use them only after i filter the first parameters i mentioned above.

 

WORK SIMPLE, NOT HARD,

THINK BEFORE RATHER THEN AFTER.

 

good luck.

 

Karish Same answer as before , Theories are good but it is good to show it in real life . My idea is to filter the 6k and show us all how you did it and what you choose

0

gentmat

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7 years ago #138374

@gentmat,

 

Thanks for the video. I had not looked in on doing the script thingy for opening multi instances of SQ. After watching you video I had it working under 1 min. I trade futures only and for me drawdown, profit factor, number of trades  and Win% is my initial delete it criteria. If Walkforward optimisation show to large differences in settings between periods to be profitable I will delete it. I then use the Walkforward settings going forward in OOS market replay as obtained by the walkforward optimizer and if drawdown is higher then expected I delete it or if it is okey i will run it live after a couple of weeks incubation.

Show case needed same as all my replies 🙂

0

gentmat

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7 years ago #138375

i found no strategy good (my opinion). thanks for sharing.

Great answer !! finally but can you tell us step by step what you did to conclude that . 

Specific filtering for these strategies (Not a step through guide) its good to see one someone filtering in real time 🙂 . you seem promissing 😛

0

gentmat

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7 years ago #138376

Finally For everyone . The idea of the 6k is to share our methode but show how you did it . Either by a live video Filtering Strategies or by PDF step by Step FIltering these specific strategies (Because i never saw on sq such thing) just some random ideas about filtering and so on. and each time i follow these guides i end up deleting every strategy out there

0

Heilpraktiker

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7 years ago #138384

Finally For everyone . The idea of the 6k is to share our methode but show how you did it . Either by a live video Filtering Strategies or by PDF step by Step FIltering these specific strategies (Because i never saw on sq such thing) just some random ideas about filtering and so on. and each time i follow these guides i end up deleting every strategy out there

I am very interested to see this, too 🙂

0

Patrick

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7 years ago #138419

if i remember right, i retested all strategies on Ducascopy tick data GMT+2/3 and delete all strategies with RDD smaller than 1 per 1 year of backetst, which means i deleted all strategies. Since no strategy passed, no more filtering was needed.

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gentmat

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7 years ago #138466

if i remember right, i retested all strategies on Ducascopy tick data GMT+2/3 and delete all strategies with RDD smaller than 1 per 1 year of backetst, which means i deleted all strategies. Since no strategy passed, no more filtering was needed.

 

I did not work on dukascopy so i dont know which result you got but such condition should give much better result . I am sure there is smth wrong or difference between data . 

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Patrick

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7 years ago #138467

yes, there is GMT difference, still some strategies should pass not all are GMT sensitive. but those strategies from you are curvefited from the first view in the source code. 

ducascopy is good and veryfied datasource. 

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