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My review of StrategyQuant from strategyquant.com after 10 days of trial.


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My review of StrategyQuant from strategyquant.com after 10 days of trial.

  #11 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
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Christophe View Post
I wanted to test the software on ES and CL. Already I could see the first limitation of the software. SQ seems to be primarily developed for Forex traders. The only way to import futures historical data was to import continuous contracts. SQ doesn't have any notions of contract expiry and roll over. Anyway I decided to import a few years worth of 1 minute historical data for both CL and ES.


markfric View Post
it should work for stocks as same as for futures or forex.

So how does the data work for Futures? Do you still have to import all your own data or is their any available data options (for futures)


xplorer View Post
hi there Mark

It sounds to me like you should get in touch with @Big Mike to change your user status to 'vendor', given you are speaking on behalf of this company.

+1

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  #12 (permalink)
 Christophe 
Sydney Australia
 
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SMCJB View Post
So how does the data work for Futures? Do you still have to import all your own data or is their any available data options (for futures)

+1

I believe it wasn't build with futures in mind.
From what I remember and as mentioned in my post you'd need to import continuous futures contract data.

I have noticed the version number hasn't moved. I had version 3.8 in 2015 and it's still the latest version available on their server.
I'd be a bit cautious investing money in this software if no serious update have been made in almost two years.

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  #13 (permalink)
 George P 
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solotrader View Post
We have tried several programs that do claim to find trading systems for you. My company invested about 30K in related software. We have found out that Price Action Lab creates more robust systems and we have upgraded since to all new versions. Support is excellent and they have answered all questions to our satisfaction.

BTW StrategyQuant is almost the same with Adaptrade. Only minor differences that we could find. We are also in the process of testing tssb but no significant results are available yet.

Giasou and kalimera Solotrader,

what is "...tssb..."? Anyway I'd like to contact with you. Please reply.

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  #14 (permalink)
 kevinkdog   is a Vendor
 
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George P View Post
Giasou and kalimera Solotrader,

what is "...tssb..."? Anyway I'd like to contact with you. Please reply.


Computer software based on this book: https://www.amazon.com/Statistically-Learning-Algorithmic-Financial-Instruments/dp/148950771X/ref=sr_1_2?ie=UTF8&qid=1486308453&sr=8-2&keywords=david+aronson

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  #15 (permalink)
 
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 Mabi 
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I got Strategyquant (SQ) in mid 2016. Tried to make it work with Futures and Ninjatrader. I gave that up for various reasons. The largest reason was that since SQ spits out millions of strategies there is a need to be able to test them in SQ and not in Ninjatrader. Since we can only use selected time frame in SQ with Ninjadata the accuracy is not there, You simply do not know if the result from your test match the reality. And how would you go about to test 1000 strategies in Ninjatrader Market replay. Well i tried and found that 99.99% failed and gave up.

But then i switched to MT4 and Forex and since November 2016 i have added strategies to Forex portfolios made in SQ and are today pretty happy that i did. It seems to work fine even thought it is just as much work making and testing strategies as before i had SQ but the reults is better and today i have 3 portfolios (41 strategies) that all are in profit. 15%, 8%, 6%. that are traded with real money. I also have 2 demo accounts were one are at 26% !! and one at 8 % profit. Now they have all had large drawdowns but have now made new highs which is cool. I would however claim that this works and actually Forex is not bad since you size you positions better and create hughe portfolios which are great for stability and minimising of stagnation and drawdowns.

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  #16 (permalink)
 
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 Mabi 
sweden
 
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Mabi View Post
I got Strategyquant (SQ) in mid 2016. Tried to make it work with Futures and Ninjatrader. I gave that up for various reasons. The largest reason was that since SQ spits out millions of strategies there is a need to be able to test them in SQ and not in Ninjatrader. Since we can only use selected time frame in SQ with Ninjadata the accuracy is not there, You simply do not know if the result from your test match the reality. And how would you go about to test 1000 strategies in Ninjatrader Market replay. Well i tried and found that 99.99% failed and gave up.

But then i switched to MT4 and Forex and since November 2016 i have added strategies to Forex portfolios made in SQ and are today pretty happy that i did. It seems to work fine even thought it is just as much work making and testing strategies as before i had SQ but the reults is better and today i have 3 portfolios (41 strategies) that all are in profit. 15%, 8%, 6%. that are traded with real money. I also have 2 demo accounts were one are at 26% !! and one at 8 % profit. Now they have all had large drawdowns but have now made new highs which is cool. I would however claim that this works and actually Forex is not bad since you size you positions better and create hughe portfolios which are great for stability and minimising of stagnation and drawdowns.


Still running one of those first portfolios i made on forex with SQ it is now at 178 % and made me close to 4 k.

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  #17 (permalink)
 shinobe 
Vista, CA
 
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StrategyQuant has gone through iterations since Christophe's review. Has anyone tried or been using SQ recently? What has been your experience so far? How does it compare to GSB, for example?

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  #18 (permalink)
 
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 Sawyer 
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Does anybody use Multicharts to trade strategies generated via Strategyquant?

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  #19 (permalink)
 Hemmo 
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Sawyer View Post
Does anybody use Multicharts to trade strategies generated via Strategyquant?


I bought an Ultimate SQX license mid-year but unfortunately, I have not had the time since then to really deep dive into the software and use the many online resources for learning and using the modules within SQ X. However, I did quite a bit of pre-purchase due diligence to understand what I was buying. The support guys at StrategyQuant had no hesitation in extending my trial period to allow me to test the ability to export out the SQX strategies and import them into MultiCharts.

From reading the previous review posts in this thread, I can see that the SQX software has changed a lot with many of the shortcomings previously raised now being covered. As a result, I recommend checking out the free trial if you really want to see the software before purchase.

If you haven't already seen this webpage, this is a crucial resource for matching up the strategies between SQX and MultiCharts:

https://strategyquant.com/blog/how-to-build-and-backtest-strategies-in-multicharts/

Please note, I'm not a vendor of the SQX product, just a previous buyer.

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