Cheers Ali. The best way to do the fuzzy logic example you highlighted is by creating a Fuzzy logic template in Algo Wizard. You can then specifically add a custom block like the Doji and then add "Random Condition" three times or how ever many other conditions you want. Set your fuzzy logic % requirement and save it all as a template. When you use this template in builder it will then always include the Doji plus three other random conditions. Obviously you would have the Doji switched off in the building blocks so it will never include it as one of the three randoms. [Jabezz].
@@StatOasis when you click the “add rule” tab you get an option to choose the type of rule eg “if-then”, “fuzzy logic” etc. It then sets up that rule template for fuzzy logic if you pick that one.
each one produce different strategy characteristics, there is no best/worse, if a strategy passes robustness testing then it is a matter of which portfolio it will fit in.
the concept actually is used by many hedge funds, where multiple systems give signal and based on percentage you can take a position. Also you can take this further, by attached position sizing to percentage of signals
Thanks Aly. So basically I will add 5 more databanks inbetween, say monday, tuesday etc etc and when in each databank I only do what if validation for that day right?
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Cheers Ali.
The best way to do the fuzzy logic example you highlighted is by creating a Fuzzy logic template in Algo Wizard. You can then specifically add a custom block like the Doji and then add "Random Condition" three times or how ever many other conditions you want. Set your fuzzy logic % requirement and save it all as a template. When you use this template in builder it will then always include the Doji plus three other random conditions. Obviously you would have the Doji switched off in the building blocks so it will never include it as one of the three randoms. [Jabezz].
Hi Yewbzee, I didn't get your answer. How do you create a fuzzy logic template in algo wizard?
@@StatOasis when you click the “add rule” tab you get an option to choose the type of rule eg “if-then”, “fuzzy logic” etc. It then sets up that rule template for fuzzy logic if you pick that one.
GREAT TNX
Thank you for watching
Im waiting for the next!😅🙏
But which give better results at the end. Normal SQx signal 1-3 or fuzzy 3-6 with 55-95% bias?
each one produce different strategy characteristics, there is no best/worse, if a strategy passes robustness testing then it is a matter of which portfolio it will fit in.
Been afraid of this feature Cause of overoptimization but you have any working strategies ?
the concept actually is used by many hedge funds, where multiple systems give signal and based on percentage you can take a position.
Also you can take this further, by attached position sizing to percentage of signals
Thanks Aly. So basically I will add 5 more databanks inbetween, say monday, tuesday etc etc and when in each databank I only do what if validation for that day right?
you do what if validation once for each day, then the filtered strategies can be in one databank or more (up to you)
How can I Fix strategy problems on Strategic Quant X strategies.?
you have to be more specific than that!