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How Does Strategyquant Work

StrategyQuant uses genetic algorithms to randomly generate trading strategies and evolve them over multiple generations to find more profitable strategies. It starts with an initial population of randomly generated strategies using various indicators and logic. The best performing strategies are used to breed a new generation by combining rules and parameters. This process imitates evolution to result in strategies that achieve better performance over time. StrategyQuant backtests strategies over historical market data to evaluate their profitability and select parents for the next generation.

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319 views

How Does Strategyquant Work

StrategyQuant uses genetic algorithms to randomly generate trading strategies and evolve them over multiple generations to find more profitable strategies. It starts with an initial population of randomly generated strategies using various indicators and logic. The best performing strategies are used to breed a new generation by combining rules and parameters. This process imitates evolution to result in strategies that achieve better performance over time. StrategyQuant backtests strategies over historical market data to evaluate their profitability and select parents for the next generation.

Uploaded by

eric
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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StrategyQuant (53)
Introduction (2)
Installation (2)
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Cross checks – robustness tes
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How to… (6)
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Money Management (1)
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Documentation > StrategyQuant >

How does StrategyQuant work


Author: Tomas Vanek January 16th, 2019

Random generation is the foundation of Stra

Random generation of trading stra


A trading strategy in the initial population is co

https://strategyquant.com/do
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StrategyQuant
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StrategyQuant can use all standard technical i
blocks are then combined using logical and eq
In addition, it supports different entry and exi

With all the possible combinations of rules and

With all the possible combinations of rules and

The building process itself is completely rando


exit rule.
There are some validity constraints that ensur
The result is a completely new random trading

strategy is profitable, but StrategyQuant can p

Genetic Evolution
Genetic Evolution takes the process of finding
In this mode StrategyQuant first creates a num

This initial generation of strategies is then “ev

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How does
2/10/20,
StrategyQuant
3:29 AM wor
This process imitates the evolution – the algor
then used to produce new generation of tradi

As in evolution, this should result in better a


performance criteria.

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Futures and forex trading contains substantial ris

jeopardizing ones’ financial security or life style

Hypothetical performance results have many inhere

to those shown; in fact, there are frequently shar

limitations of hypothetical performance results is th

record can completely account for the impact o

material points which can also adversely affect act

cannot be fully ac

Testimonials appearing on www.strategyq

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