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thanks :D

thanks :D

thanks :D

thank you, im working hard to make it more amazing

did you code your template from scratch? Sounds like it's trying to reference the ID from another template

welcome

great for you, i like it too.

Futures is great if you have the capital. Safer too since it's centralized and probably better regulated. And there are multiple groups of markets so diversification is really good (eg commodities, currencies, stock indices). I started forex about 10 years since it requires less capital.

@@TradingTactI also agree that some futures markets require a lot of capital. I want to know, isn't it better to have a micro account for futures trading instead of trading CFDs. According to the advantages you mentioned... For example, with an initial capital of 3000 dollars and a portfolio consisting of 10 uncorrelated strategies. Thank you for your guidance.

@@javadnasiri8415 first you will need to check whether your micro account covers all the markets you want to trade. And what leverage your broker offers. My gut tells me 3000 is quite low. Try and keep your margin level above 175%.

well, i think regardless of method it will be laborious if done manually. Perhaps try grouping together strategies of different markets, timeframes, and trading style (e.g. trend/mean reversion).

thanks for contributing

what do you mean which GA?

@@TradingTact like there maybe many variation of genetic algorithms that might come to play so yes you are configuring the setting under genetic options tab but which algorithm is used exactly..btw there is mot only one genetic algo

@@fromzerotospyro i'm not sure if the SQ GA has a specific category. As a customer I don't know the exact ins-and-outs of it. I just explain it in terms of whatever info the developers have made available, and what's available in the GA literature

thank you. The newer videos in my playlists should be even better.

welcome

thanks, I'll keep it up

thank you, more awareness is required.

happy trading!

thank you

thank you :)

thanks for your support

thanks buddy

probabilistic means you can execute two trades under similar conditions, but get a different outcome

Strategies occurs bcz collective people believes in something and smc who try to manipulate believes.its hide and seek of smc vs collective.

@@TradingTact I code strategies on tradingview and when I back test them, they don't reach 50%-win rate with a risk reward higher than 1:1, they all lose money even with stoploss, even if I lower the win rate to 1:1, how can this be? How can one make a living?

@@TradingTact I code strategies on Tradingview, & even with stoploss and a risk reward higher than 1:1, the back test shows they are losing strategies, & when I change the risk reward to 1:1 it's doesn't even reach a 50%-win rate, how can this be? How can one make a living even with various risk parameters coded into the strategy?

@@Adhil_parammel what's smc?

what's SQ workbook? Some believe in WFO, some don't, just like everything in trading.

Actually no. The builder only uses the IS segment to optimize.The filters only determine which strategies pass and get saved into the databank. The fact that I evaluated the whole segment (not just OOS) does not mean the OOS was used to optimize.

@@TradingTact Yes, you are right, it does not "optimize" by that, I meant "we were optimizing" by that, we filter the results by that, so the results in the databank are not correct, not real, it is biased. If I want to know if the resulted strategies in the databank are valid or not I must not set any OOS conditions otherwise I will get much more profitable test results. But my intention is to get to know if it is a valid strategy or not.

only strategies that pass the OOS profit factor filter will be saved into the databank

@@TradingTact Yes, but does not it cause overfitting intentionally? I think we should not set any OOS conditions there as it invalidates the OOS results. If you set any OOS Profit factor condition than we will get only "too good to be true" results.

@@moltibcs i doubt the filtering of strategies into the databank influences the fitness evolution.

@@TradingTact no, it does not influence it but strategies with biased results will go into the databank

thank you

thank you

do you mean the stop/limit price ranges under Building Blocks?

@@TradingTact yes maybe, im new to SQ and was just curious how easy/difficult it is to generate this automatically. But of course you wont need to give away your secrets ;)

@@surfman88 haha for the stop/limit price ranges, I usually check all options except fixed pips. Because if testing on multiple timeframes or markets with different volatility, fixed pips will likely give bad results

thank you

thank you, i like it too

thank you, i hate fluff.

Hi, I have a playlist called 'StrategyQuant Guides'. You can access it here: czcams.com/video/HsRoOPWuXbU/video.html I have a few gold strategies, like this: czcams.com/video/kd0QGLyqpfg/video.html

You can watch the playlist Wayne provided and also buy the book mentioned in this video. You can crosscheck the things mentioned in the book and on this channel to understand that there are things that doesn't change even 10 years apart. The book will set you up for the right trading mindset. That book is a very cost effective knowledge investment.

@@TradingTact Thank you

@@TradingTact Thank you

Interesting. You just used a block search for finding the Rbo Strats? Just bought sq 😮 tia

hello, I created the strategy using StrategyQuant's genetic algo, which determines the optimal conditions.

hello, no i use StrategyQuant to create it, and trade it on MT4.

I add in some code in Metaeditor that says if the total number of opening + pending trades > 6, then skip the entry conditions

@@TradingTact makes sense, thanks!

​@@TradingTactOh this is interesting. Can you do tutorial how to do that please?

I have my portfolio for Forex And DAX, US 30 and JP225 and gold of course 😄

thank you

very interesting question. No I do not adjust them. After a large number of trades (100+), the bands level out and become almost parallel to the diagonal expectancy line. It looks like a y=sqrt(x) kind of graph.

yea he did!

havent tried creating one. I think swing trading works better for gold

thanks buddy

I have always used MT4. But I doubt MT5 will be any different. The current SQ version can test with swaps, which used to cause some small differences. I previously did a tick backtest comparison using SQ's engine and SQ tick data, vs. MT4 backtester with Tickstory tick data (also dukascopy), and results were similar.

@@TradingTact - Interesting, thanks for sharing. Although a subscriber, haven't been on SQx for a while due to this issue. Mind if I reach out if I have any additional difficulties? I'm MT5 creating Custom Symbols at this stage, but perhaps I need to convert to MT4.

@@55555davo You can ask questions here. I usually reserve email support for my customers.

@@TradingTact - Oh ok! What services do you offer? Have a site with more information?

Hi, Any good strategies for spot gold?

thank you

are you also using the dukascopy data from SQ? Are your trading options e.g. time filters, the same?

@@TradingTact Yes i use dukascopy 1M data. The only 'time' constraint i see in the video is not trading mondays. But maybe you do other constraints in settings that i am not aware of?

I extremely highly doubt it. Trading is a negative sum game because of transaction costs. If you have good risk management, you simply lose money slower.

@@TradingTact give it a try....the result may surprise us?

@@joomuatng6609 did you get this idea from Van Tharp? What strategy logic would you use to create the random entries?

@@TradingTact didn't read his book. I don't know how to write pine script to do the back testing nor any programming...wanted to see if by discipline risk to rewards itself has a certain edge in trading? reason is that many traders keep focus on the entry. there is focu but not much in risk management. if risk management in itself has a certain edge..then as a trader, especially beginner, should not stress too much on entry, especially when they are losses.

@@joomuatng6609 My opinion is that your entry is your edge against the house. You need it for long term profitability. Risk management is absolutely mandatory and is the only thing standing between you and a blown account. Because you will have losing trades along the way (some Martingale traders/gurus will disagree). So you need both to survive. And back to your question, if you can suggest the logic behind the random entries, I can code up a simple program and test it on a market of your choice.

thank you, your support matters

Great point. For forex, spreads typically widen within the 0000-0130 window. For a more reliable backtest, you should backtest using real spreads. In StrategyQuant, you can use the Real Tick-Real Spread option when selecting backtest precision.

welcome