In phase 1, which says to create 4-6 portfolios, in this part, what should I filter and rank them by? 1. Profit Factor 2. CAGR/Max DD% 3. Sharpe Ratio 4. Return/Drawdown Ratio (Ret/DD) 5. Stability 6. Open Drawdown % 7. Max Drawdown % 8. Consecutive Win/Loss Trades 9. Net Profit 10. R-Squared (R²) To build the 4-6 portfolios in Phase 1, focusing on filtering and ranking the strategies effectively, I would suggest using a weighted
Space Time...
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Compare with my last step. Now I have more than 500 strategies ready to enter [Portfolio Master] mode by selecting the number of strategies between 4-8 in each Port. I want to know that if I set the valuesabove, select the best one from what SQX offers, and create 1 Port, then delete it from
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Added ability to filter by IS and OOS in each topic to see which IS/OOS should be used. When adding the ability to filter by In-Sample (IS) and Out-of-Sample (OOS) performance in each metric or topic, it becomes critical to differentiate between the two phases of strategy testing. The IS data is used to develop and optimize the strategy, while the OOS data
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Do you know all the filters / ranking (like profit factor, cagr/dd%, return/dd, ..) to mean profitable or good trend within SQX? Yes, in StrategyQuant X (SQX), various performance metrics and ranking filters are used to assess whether a strategy is profitable and stable over time. Here’s a list of the most important metrics along
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If you prefer not to use ADX, MACD, RSI, or ATR, we can build the strategy using other signals from your available list in SQX. Below is an alternative setup using simpler, yet effective indicators: “Momentum-Based Price Action Grid Strategy” Indicators Used: Candle Patterns: For price action and reversal detection. Bollinger Bands: To capture volatility and breakout opportunities. Moving Averages:
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Let’s simplify things by using the signals you already have in your system. Here’s a strategy you can set up with your available indicators: “Simple Trend Momentum Grid Strategy” Objective: This strategy will capture both trend-following and breakout moves with simple signals, using indicators already present in SQX. Key Components: Primary Indicators: ADX: For confirming
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By merging these trading strategies with your specifications, you’ll create a highly adaptable system that should perform well across different market conditions. Would you like to test this setup with a focus on any particular method or combination first? ———— make 1 of random uniqe and exotic trading style Here’s an exotic and unique trading
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OOS Testing: More importantly, assess the performance during out-of-sample testing to ensure the strategy is robust in unseen market conditions. Strategies with a high OOS Sharpe ratio and low OOS drawdowns are more likely to perform well in live trading. this OOS should be > ? When assessing out-of-sample (OOS) performance, the following benchmarks
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To filter and select the best strategies from your 300+ strategies in Portfolio Master, follow a systematic approach that aligns with your ranking criteria and ensures that only the most robust and stable strategies are included in the final portfolio. Here’s a step-by-step guide to filtering: 1. Apply Your Ranking Criteria Use the criteria you’ve already set for
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Yes, it is possible to find or build a strategy that meets these criteria, but it will depend on several factors, including the quality of your data, the optimization process, and the strategy type. Here’s a breakdown of what each criterion implies and how achievable it is: 1. CAGR/Max DD% > 1: Achievability: This is a
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When focusing on long-term stability for your strategy, aside from CAGR/Max DD% and Sharpe Ratio, the most critical metric to consider is Profit Factor. However, other important factors like Stability and Open Drawdown (DD) also play key roles in assessing the reliability of your strategy. Let’s explore these metrics: 1. Profit Factor: What it Measures: The ratio of gross profit to gross loss. For
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what’s the most priority betwee CAGR/Max DD% and Sharp ratio ? When prioritizing between CAGR/Max DD% and Sharpe Ratio, it depends on your strategy’s goals and risk tolerance. Here’s how to assess their importance: 1. CAGR/Max DD% (Compound Annual Growth Rate / Maximum Drawdown Percentage): What it Measures: The growth of your account over time (CAGR) relative to the
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Great! Now that we’re moving forward with the Trend + Breakout + Swing Trading combination, here’s the plan to proceed: Steps for Optimization and Backtesting: Initial Setup: Main Timeframe: H1 (for active signals). Sub Timeframe: H4 (for confirmation). Open Duplicate Orders allowed, with signals from Trend Trading (ADX, Ichimoku, MACD), Breakout (Bollinger Bands, ATR, Momentum), and Swing Trading (RSI, Fractals, MACD). Implement trailing stop and break-even with ATR or Parabolic
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To start with a combination that covers different market conditions while aligning with your desired strategy, I recommend focusing on a hybrid of Trend Trading, Breakout Strategy, and Swing Trading. These three strategies complement each other well and offer a balanced approach to both trending and volatile markets. Combination Strategy: Trend + Breakout + Swing Key Features: Trend
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My desired strategy, can you adaption with those 12 strategies above and use my signals, make it greater possible: 1. Open orders duplicate allowed 2. Close orders with a profit for 1-5% from the total capital or close by using signals that hold positions for no more than 5 days 3. Use Break-Even profits and