Improvements in splitting to single strategies
I'd like to follow up with a concrete suggestion for improvement that would save me (and probably other Portfolio Master users) a lot of manual work. In the meantime, I verified a working workaround myself: when Split is performed on multiple selected portfolios at once, the resulting split-out strategies are ordered in the databank (and in the XLSX export) in the same order the portfolios were selected in - the first N strategies belong to the first portfolio, the next N to the second, and so on. So if all portfolios have the same number of strategies, the composition can be reconstructed simply by counting rows. The problem arises once individual portfolios have a DIFFERENT number of strategies (e.g. one portfolio with 3 strategies, another with 5) - in that case counting rows doesn't work anymore, because there's no way to tell where one portfolio's block ends and the next one begins. Because of this, I'd like to suggest adding a way to see a portfolio's composition directly in Portfolio Master / Results, without needing to use Split. Two possible approaches come to mind, in order of preference: 1) The simplest solution - a new column in the View (e.g. "Components" or "Composition") that, for a Portfolio record, would contain a semicolon-separated list of its constituent strategy names in a single cell (e.g. "Strategy A; Strategy B; Strategy C"). For regular (non-portfolio) strategies it would just be empty/N-A, similar to how the "Best WF" column works today. This approach works for any number of strategies in a portfolio and doesn't require any new export mechanism, just an extension of the existing View. 2) An alternative, if the above isn't suitable for some reason - a separate export in "long" format, where each row would be a (Portfolio ID/Name, Strategy Name) pair rather than a whole portfolio - so a portfolio of 3 strategies would take up 3 rows in this export. This is a standard approach for data with a variable number of items and should be straightforward to implement and process. I'd be happy with either of these options - it would significantly simplify my work when building larger portfolios (I'm planning portfolios with dozens of strategies and variable sizes).
Tomas 7 days ago
StrategyQuant
Improvements in splitting to single strategies
I'd like to follow up with a concrete suggestion for improvement that would save me (and probably other Portfolio Master users) a lot of manual work. In the meantime, I verified a working workaround myself: when Split is performed on multiple selected portfolios at once, the resulting split-out strategies are ordered in the databank (and in the XLSX export) in the same order the portfolios were selected in - the first N strategies belong to the first portfolio, the next N to the second, and so on. So if all portfolios have the same number of strategies, the composition can be reconstructed simply by counting rows. The problem arises once individual portfolios have a DIFFERENT number of strategies (e.g. one portfolio with 3 strategies, another with 5) - in that case counting rows doesn't work anymore, because there's no way to tell where one portfolio's block ends and the next one begins. Because of this, I'd like to suggest adding a way to see a portfolio's composition directly in Portfolio Master / Results, without needing to use Split. Two possible approaches come to mind, in order of preference: 1) The simplest solution - a new column in the View (e.g. "Components" or "Composition") that, for a Portfolio record, would contain a semicolon-separated list of its constituent strategy names in a single cell (e.g. "Strategy A; Strategy B; Strategy C"). For regular (non-portfolio) strategies it would just be empty/N-A, similar to how the "Best WF" column works today. This approach works for any number of strategies in a portfolio and doesn't require any new export mechanism, just an extension of the existing View. 2) An alternative, if the above isn't suitable for some reason - a separate export in "long" format, where each row would be a (Portfolio ID/Name, Strategy Name) pair rather than a whole portfolio - so a portfolio of 3 strategies would take up 3 rows in this export. This is a standard approach for data with a variable number of items and should be straightforward to implement and process. I'd be happy with either of these options - it would significantly simplify my work when building larger portfolios (I'm planning portfolios with dozens of strategies and variable sizes).
Tomas 7 days ago
StrategyQuant
Stop generation when .... upgrade
I would like to request a feature for the Builder. Currently, in the "Stop Generation When" section, only one stopping condition can be selected. I would like the option to combine two conditions using an OR rule. For example: Stop when 500 strategies that pass the filters have been generated, OR Stop after 18 hours, whichever happens first. Why this would be useful Sometimes a Builder reaches its target very quickly, but other times it can spend many hours (or even several days) trying to find the remaining strategies without making meaningful progress. This becomes a problem when running multiple Custom Projects in sequence. For example, if I have 10 Builder tasks queued, one Builder may become effectively "stuck" because it cannot find enough strategies to reach the target. The remaining Builder tasks cannot start until the current one finishes, so the entire queue is delayed. Adding a second stopping condition based on elapsed time would allow the software to automatically move on to the next Builder without requiring manual intervention. For example, if a Builder is configured to generate 500 passing strategies, but after 36 hours it has only generated 120, this may simply indicate that the chosen market, timeframe, or settings cannot realistically produce the requested number of strategies. Rather than continuing indefinitely, the Builder could stop after the time limit and allow the next queued task to begin. This would make long Builder queues much more reliable, especially for users who leave StrategyQuant running overnight or for several days. Example Instead of choosing only one condition, the Builder could allow: Stop generation when: Total of 500 strategies (that pass filters) have been generated OR 1 day has elapsed The Builder would stop as soon as either condition is met. I believe this would improve automation, reduce the need for manual monitoring, and make long-running Custom Projects much more efficient. Thank you for considering this feature request.
Tomas 7 days ago
StrategyQuant
Stop generation when .... upgrade
I would like to request a feature for the Builder. Currently, in the "Stop Generation When" section, only one stopping condition can be selected. I would like the option to combine two conditions using an OR rule. For example: Stop when 500 strategies that pass the filters have been generated, OR Stop after 18 hours, whichever happens first. Why this would be useful Sometimes a Builder reaches its target very quickly, but other times it can spend many hours (or even several days) trying to find the remaining strategies without making meaningful progress. This becomes a problem when running multiple Custom Projects in sequence. For example, if I have 10 Builder tasks queued, one Builder may become effectively "stuck" because it cannot find enough strategies to reach the target. The remaining Builder tasks cannot start until the current one finishes, so the entire queue is delayed. Adding a second stopping condition based on elapsed time would allow the software to automatically move on to the next Builder without requiring manual intervention. For example, if a Builder is configured to generate 500 passing strategies, but after 36 hours it has only generated 120, this may simply indicate that the chosen market, timeframe, or settings cannot realistically produce the requested number of strategies. Rather than continuing indefinitely, the Builder could stop after the time limit and allow the next queued task to begin. This would make long Builder queues much more reliable, especially for users who leave StrategyQuant running overnight or for several days. Example Instead of choosing only one condition, the Builder could allow: Stop generation when: Total of 500 strategies (that pass filters) have been generated OR 1 day has elapsed The Builder would stop as soon as either condition is met. I believe this would improve automation, reduce the need for manual monitoring, and make long-running Custom Projects much more efficient. Thank you for considering this feature request.
Tomas 7 days ago
StrategyQuant
Filtering Correlated Strategies in Databank
Currently we’re only able to ‘Filter by correlation’ using ‘Period’(weekly monthly etc) and ‘Max correlation’. It would be amazing if we could also have the option to specify Type of Correlation(Profit, Loss, Open trades etc) and including Negative Correlation just like how we can do that in portfolio correlation tab after merging strategies(see image below). Warmest regards
jolygoodfreedom 11 days ago
StrategyQuant
Filtering Correlated Strategies in Databank
Currently we’re only able to ‘Filter by correlation’ using ‘Period’(weekly monthly etc) and ‘Max correlation’. It would be amazing if we could also have the option to specify Type of Correlation(Profit, Loss, Open trades etc) and including Negative Correlation just like how we can do that in portfolio correlation tab after merging strategies(see image below). Warmest regards
jolygoodfreedom 11 days ago
StrategyQuant
How to Solve Look-forward behaviour in SQX
I realize that whenever SQX codes (with multi timeframe) pasted in MultiCharts or Tradestation, it instantly underperform badly. SQX uses look-forward data for higher timeframes when [0] is used. eg. Close[0], HighD[0]. This is highly disturbing and wasting resources especially GA to continue optimizing codes in that direction. I try to look into “What to Build“ > “# of Conditions, Period“ > “Global Lookback period Shift” There is no “Minimum“ for Shift. This look-forward bias generation problem could just be solved if SQX allows Higher timeframe data to specify its shift to Minimum = 1. This is a high ROI, low effort step SQX could do in next Build. Thanks.
marc 11 days ago
StrategyQuant
How to Solve Look-forward behaviour in SQX
I realize that whenever SQX codes (with multi timeframe) pasted in MultiCharts or Tradestation, it instantly underperform badly. SQX uses look-forward data for higher timeframes when [0] is used. eg. Close[0], HighD[0]. This is highly disturbing and wasting resources especially GA to continue optimizing codes in that direction. I try to look into “What to Build“ > “# of Conditions, Period“ > “Global Lookback period Shift” There is no “Minimum“ for Shift. This look-forward bias generation problem could just be solved if SQX allows Higher timeframe data to specify its shift to Minimum = 1. This is a high ROI, low effort step SQX could do in next Build. Thanks.
marc 11 days ago
StrategyQuant
Feature - Strategy column in Portfolio's list of trades
When opening a portfolio in SQX and navigating to Results → List of Trades, there is no way to identify which strategy each trade belongs to. As a result, I have to open the portfolio in QA4 instead. Please add a Strategy column to the List of Trades. Thanks!
aiki1985 12 days ago
StrategyQuant
Feature - Strategy column in Portfolio's list of trades
When opening a portfolio in SQX and navigating to Results → List of Trades, there is no way to identify which strategy each trade belongs to. As a result, I have to open the portfolio in QA4 instead. Please add a Strategy column to the List of Trades. Thanks!
aiki1985 12 days ago
StrategyQuant
Feature - Portfolio Composer - Custom margin/leverage for each instrument
In the Portfolio Composer (MM configuration tab), you can configure a cross-leverage to evaluate a portfolio. The problem is that CFD brokers require different margins for each instrument. Example: Darwinex -> XAU/USD 5% margin, XAG/USD 10% margin. Please, enable an option in the Portfolio Composer to choose between cross-leverage (as now) or the specific margin (and contract size) configured for each instrument in the portfolio. The specific margin could be configured in the Portfolio Composer or in the DataManager (this would be a new field in the instrument screen). Thanks!
aiki1985 12 days ago
StrategyQuant
Feature - Portfolio Composer - Custom margin/leverage for each instrument
In the Portfolio Composer (MM configuration tab), you can configure a cross-leverage to evaluate a portfolio. The problem is that CFD brokers require different margins for each instrument. Example: Darwinex -> XAU/USD 5% margin, XAG/USD 10% margin. Please, enable an option in the Portfolio Composer to choose between cross-leverage (as now) or the specific margin (and contract size) configured for each instrument in the portfolio. The specific margin could be configured in the Portfolio Composer or in the DataManager (this would be a new field in the instrument screen). Thanks!
aiki1985 12 days ago
StrategyQuant
Completed
SQX Engine Crashed
This has been happening often typically within 1 hour of running SQX. What can be done to prevent future crashes ? See below for screen shot of the error;
Ralph P. 20 days ago
StrategyQuant
Completed
SQX Engine Crashed
This has been happening often typically within 1 hour of running SQX. What can be done to prevent future crashes ? See below for screen shot of the error;
Ralph P. 20 days ago
StrategyQuant