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As we are continuously adding new features, some of them may have been unnoticed for our users (transition could become hidden from our users)
which would be quite a pity.
So let me start with the new templating system as this is one of the essential parts of the new StrategyQuant which defines the kind of generated
strategies.
In this article I will focus mainly on the introduction and basics of templating system and show you how to set up basic conditions in SQ.
It can be indicators, operators, values etc. Simply put, these are the bricks you build your new house from – in this case – your trading strategy. In
StrategyQuant, you can easily define which building blocks will be used for generating a strategy. SQ supports more than 40 indicators and various
predefined conditions.
Building blocks in StrategyQuant
The second step – conditions and levels created from building blocks
Generating conditions
In this step, we put together single building blocks and generate strategy conditions. In the table below, you can see several examples of building
blocks.
Condition Description
Filtering condition which defines a rising/growing market. Very
Close>MovingAverage(200)
efficient especially on a daily timeframe (D1)
Highest[40]+0.3*ATR[14] Entry level for placing stop orders
RSI(20) < 50 Indicates oversold market, buy filter
StrategyQuant uses Genetic or Random engine for generating building blocks, you can also use ready-made conditions which are called “Signals”.
Condition 1: Close>MovingAverage(200)
Now it is time to create your first basic strategy. Please note that it is not a real world example and it was simplified for demonstration purposes.
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The condition “placeholders” in strategy template were replaced with the actual conditions. So the template defines where exactly the conditions
should be used and how the resulting strategy will be generated.
Now let’s say we have this strategy template:
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You can see that strategy template allows you to use also a negation of a condition which will be created automatically.
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You can see that we have used the same conditions, but we were able to generate three slightly different strategies.
And that it is. By putting building blocks into your template, you will easily get strategy logic. You can see that by using different strategy templates
you can customize StrategyQuant strategy creation process in almost limitless ways. Later within this series of articles, I will introduce l other types of
templates which you can customize based on your own ideas.
In the next article we will move into StrategyQuant and test templates by yourself.
Kornel Mazur
1 COMMENT Oldest
Emmanuel (@emmanuel1)
November 27, 2021 10:20 pm
Continue reading
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 …
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Risk Disclosure:
Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial
investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading
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