The most convenient way I have found to update the statistics of multi-symbol portfolios is to go to Custom Projects and use the Auto Retest task. However, in the Custom Data tab, there is no option to define an In-Sample and Out-of-Sample period, as you can in Builder, Retester, and Portfolio Master. This prevents us from working with IS/OOS filters, while updating multi-symbol portfolios directly from Retester is far too cumbersome. Please consider adding this functionality.

aiki1985 9 days ago

StrategyQuant

In custom projects, it would be good to have a project management feature, currently the order of projects is always set in alphabetic/numeric order, it would be good to be able to set the order. By default, to be in order of newly added projects, and drag and drop to be able to manually move a project before or after another project

mne1000 17 days ago

1

StrategyQuant

I have tried different values on this feature, and there is no difference to results. I further inspect into the generated codes for TS/MC, the feature is not present. Please implement it.

marc 28 days ago

StrategyQuant

in the custom projects tab, where all the projects are listed. Would it be possible to move the bar that indicates the project is running? Maybe a small icon next to the name. Currently it is not very confortable to track which projects are running as we need to go all the way to the right, then follow the line all the way to the left to read the project name. I believe this bar could be replaced by a simple rotating wheel at the left of the project name.

Javier Piris 29 days ago

StrategyQuant

I have a big problem since i am using custom block, when i run Monte carlo Random parameters. Why don't you allow us to randomize our range for period? That would be so much easier, because i don't want to use Global period settings from builder. And i don't want to go in the builder and set a custom range like it can be done when using INTs It's huge waste of time, and i encounter some problem also (in the previous mail i sent you) For example here SR_length always go back to default settings. The reason is that when i run MC random parameters, I realized that it is much better to choose period than INT like here Because if i choose INT, ok i can randomize myself straight away, but the problem is that the parameter will be categorized as OTHER and not PERIOD Problem is that in others there are many parameters that i don't want to randomize in the MC test That's why it should be categorized as period. So you should let us randomize the periods in the custom block section : min, max, step.

Tomas about 1 month ago

StrategyQuant

Hello! It would be a great upgrade to add a grid martingale option available in builder mode, it will be much more siplier for us to add it from the option that tha algo wizard has.

A.R.S about 1 month ago

StrategyQuant

Hi, It’s not that I’ve been missing it for years, but it would be necessary, since SPP and walk-forward testing requires good input variables to succeed. The strategy generator alone creates countless strategies, but I can then predict how many of them are profitable—or conversely, unprofitable—and determine the percentage in order to assess the ratio. This filter works together with stability and both together gives better results.

Dieter about 1 month ago

StrategyQuant

1) Confirmation/Setup of the Existing MCP Interface Confirm MCP server status: Does the MCP server run automatically and continuously alongside the SQX instance, or does it need to be separately activated/kept running (even when the GUI is minimized/in the background)? Clarify port reservation: The MCP server shares its port with "Remote Access" (default 8080, or the first available port). Can a fixed, dedicated port be configured so external clients don't need to search for the current port after every restart? Authentication/security: Not mentioned in the current documentation — is there (or is it planned) any access control for the MCP server (token/password), or is it open by default to any local process on localhost? Concurrent access: SQX currently only allows one running instance at a time (confirmed via CLI test: sqcli.exe refuses to start if the GUI is already open). For automation purposes, it would be relevant to know: can an MCP client work against the same running instance while the user is simultaneously active in the GUI — or do the two block each other? 2) Missing Functionality in the Current MCP Toolset (as of "first release") Currently available: list_projects, list_strategies, list_databanks, get_strategy_stats, run_project, stop_project. For our use case (automated snippet creation + trade evaluation), the following are missing: Snippet management via MCP: A tool to create/update Java snippets (currently only possible via direct filesystem access to the extend/Snippets/SQ/... folder + manual restart to trigger recompilation — no MCP tool exists for this) Detailed trade export via MCP: get_strategy_stats only returns aggregated metrics (Fitness, Net Profit, Number of Trades, Sharpe Ratio, Drawdown) — no individual trades. An MCP equivalent to the existing CLI commands -tools action=orderstocsv and -databank action=export would be needed to retrieve full trade lists programmatically Snippet reload without restart: Currently, a restart of the SQX instance appears necessary for new/changed Java snippets to be detected and recompiled (hash comparison on boot). An MCP tool for targeted reloading/recompiling of individual snippets without a full restart would be significantly more practical for automated workflows Robustness tests via MCP: Not currently mentioned in the toolset — Monte Carlo, System Parameter Permutation, and Walk-Forward runs can indirectly be triggered via the existing CLI through -project tasks, but a dedicated MCP tool with a structured return value (instead of plain log text) would be desirable 3) Open Question Regarding the Roadmap Is there a timeline for when the functionality listed above (snippet management, detailed trade export) will be added to the official MCP toolset

Dieter about 1 month ago

StrategyQuant

The MCP server in build 144 is genuinely useful, but get_strategy_stats only returns SQX's built-in statistics. Custom databank columns created via Custom Analysis snippets aren't available, and stats can only be fetched one strategy at a time. Both limits make it impractical to use the MCP connection for real portfolio work. 1. Return custom databank columns (highest value) Many users add custom scoring columns via Custom Analysis — robustness scores, retention metrics, composite rankings. These are often the columns we actually select strategies on, but they're invisible over MCP, so any AI-assisted analysis has to fall back to manual CSV exports. Ideally get_strategy_stats would return whatever columns the databank's currently selected view displays, so custom and built-in columns come through identically and the view acts as the column filter. 2. Add a bulk endpoint Fetching stats one strategy at a time doesn't scale — a databank of 250 strategies means 250 round trips, and calls time out on larger projects. A single call such as get_databank_stats(project, databank) returning all rows at once (or paginated) would make analysis across a full databank practical. 3. Optional: expose the export function An MCP equivalent of "Export databank contents" — returning the databank as CSV — would achieve points 1 and 2 in one step and require little new logic, since the export already exists in the UI. Why this matters The current workflow for AI-assisted analysis is: manually export each databank to CSV, sync the files somewhere the assistant can read them, repeat every time anything changes. With the above, the MCP connection would replace that entirely. Given build 144 positions SQX as an AI-integrated platform, closing this gap makes the integration genuinely usable rather than a demonstration.

Rob Tabuteau about 2 months ago

1

StrategyQuant

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 2 months ago

1

StrategyQuant

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 2 months ago

1

StrategyQuant

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 2 months ago

StrategyQuant

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 2 months ago

StrategyQuant

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 2 months ago

StrategyQuant

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 2 months ago

StrategyQuant

The progress pagevertical slider is frozen in place. See screen shot below;

Ralph P. 3 months ago

1

StrategyQuant

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. 3 months ago

1

StrategyQuant