We have prepared for you an article about data setting in SQX. It’s very important since quality data and their correct settings are the key and the basis for success in algo-trading. In this manual, we will share with you data configurations for the most commonly used tickers, symbols, and sessions. The goal of this article is to bring even easier ways how to: import session on just a few clicks and improve the reliability of backtesting, especially for TradeStation and Multicharts platforms import most commonly used data very easily (including cloned data* config for the most commonly used ..read more

A common problem for a trader is to know when his strategy has lost the advantage, or in short, when there is such a situation that does not fit today’s strategies. Strategies generated by data mining can experience performance degradation quite quickly, and these snippets can help analyze such situations. This episode is the introduction to a series of articles in which I will introduce new WHAT-IF snippets to help us deal with this problem. In the following episodes, we will also introduce snippets based on statistical quality control logic, and finally, we will conduct a study comparing whe ..read more

As first, I would like to thank you for your decision for sharing your trading insights with our trading community.  Before we will continue with discussing algo-trading, could you please shortly introduce yourself? Hi, my name is Naoufel Taief. I’m located in Quebec, Canada. I have a chartered accounting degree and I’m a financial advisor. I’ve been involved in trading since 2013 and have been trading full time as of 2017. The live trading performance of one of my main personal accounts is audited by a 3rd party and made available here: https://kinfo.com/portfolio/12154/performance. As ..read more

The beginning of the new year is a special time for many of us. The previous year is definitely gone, and we feel like something new is starting again. I always use this time of the year to summarize the previous year’s achievements as well as reveal our new year goals and visions. Let me share our StrategyQuant goals and visions for the new year 2022 in this article with you. But firstly, let me briefly summarize what StrategyQuant achieved last year. There were 5 new versions (builds) of StrategyQuant in 2021, with bug fixes and new features added. We established new partnerships with univ ..read more

Two new What If snippets have been added to the sharing server, which allow us to test how a strategy can be managed depending on its current performance. The first is Equity MA Trading, which simulates trading strategies based on the performance of the stock curve The second snippet Profit Factor MA Trading allows you to simulate trading a strategy based on its profit factor. Both snippets are an introduction to the topic of managing the intermediate performance of a strategy.   Equity Moving Average Trading   This what-if snippet that allows you to simulate trading a strategy based ..read more

Over the past few months, we have added several new indicators to StrategyQuant X that you can use to develop new strategies or as building blocks in Algowizard. In the next post, we will introduce each of them. First, let’s repeat how to import custom indicators to SQX: https://strategyquant.com/doc/programming-for-sq/import-export-custom-indicators-and-other-snippets/ Volume-Weighted Average Price (VWAP)   In finance, the  volume-weighted average price (VWAP) is the ratio of the value of a security or financial asset traded to the total volume of transactions during a trading se ..read more

Part 3:Profit Factor, Ret/DD Ratio/ Stability SQ3/ Annual % Return,Winning Percent, Win/LossRatio/ Sharpe Ratio   Before reading this part, I recommend that you read the two parts that cover Part 1 and Part 2 In today’s episode, we will analyze the commonly used strategy metrics that many algo developers use when evaluating strategies. As always, let us get back to how we plotted 1.2 million strategies. So we have generated about 1.2 million strategies using only basic filters like a minimum number of trades and Stability SQ3 > 0.6. We used the largest possible data sample for the per ..read more

Part 3:Profit Factor, Ret/DD Ratio/ Stability SQ3/ Annual % Return,Winning Percent, Win/LossRatio/ Sharpe Ratio   Before reading this part, I recommend that you read the two parts that cover Part 1 and Part 2 In today’s episode, we will analyze the commonly used strategy metrics that many algo developers use when evaluating strategies. As always, let us get back to how we plotted 1.2 million strategies. So we have generated about 1.2 million strategies using only basic filters like a minimum number of trades and Stability SQ3 > 0.6. We used the largest possible data sample for the per ..read more

Thanks again to all the participants of the last coding chat. The next coding session will be on 25th November at 14:00 CET time, which is 13:00 London time, 8am New York time, 5am San Francisco time, 0:00 am Sydney Time. All people who filled the coding session interest form will be notified about every next session (until they unsubscribe from session mailing list), if you want to get an invitation, please fill the form here. Transcript of coding session – it is not 100% match, it is filtered and grouped by the question theme for better reading.     beetrader is it p ..read more

There is always a big story behind when someone achieves success in markets. I am glad for the opportunity to share with you an interview with trader Grant who is part of TipToeHippo team. In this interview, you’ll learn about how they started, what results they achieved, how they created strategies, and much more. So let’s start with the first question. How did you start with algo-trading? The creation of TipToeHippo is similar to the famous Turtle Trading story. The original Turtle Traders were non-traders, but highly intelligent people. One was a DnD game master, another was a fighter pilo ..read more