Strategy building on portfolio - multiple symbols appended

[algo.r...@gmail.com]

Greetings,

Circling back after a long time away.  I've been working on manual strategy development.  I have a strategy I want to take to the next level and I think the way to do that would be to essentially do a linear regression of possible inputs/adjustments to my indicator and do that via machine learning with adaptrade over many symbols.  I don't believe Builder has the ability to develop strategies based on many symbols at the same time.  Is that correct?  Would the best workaround be to append data with other symbols and fake dates?

For example, I have quotes of ABC for the year of 2022 and I also want to use XYZ quotes for the year of 2022.  Let's say ABC closed out the year at $100.  XYZ opened the year at $50.  Could I have the first quote of XYZ be $100 and then every price after factored as a percent increase or decrease of what actually happened instead of using the raw quote.  I'd have to put some more thought into this to get the math exact but is my basic idea good?

Has anyone else done this an easier way or created a spreadsheet that has the formulas in it to accomplish this?

[Mike Bryant]

You can build over multiple symbols in Builder. Just add all your symbols to the symbol library in the same folder. You can then add all those symbols at once to the Build Symbols table by selecting the folder, right-clicking and selecting “Add to Build”. It will then build over all symbols as a portfolio.

 

Mike Bryant

Adaptrade Software

[algo.r...@gmail.com]

Ok, thank you very much.  Been a while since I fired up Builder.  I plan on importing the symbols with my custom indicator values in the data file.  I assume this is still the only way to do this (rather than adding the custom indicator to the indicator library in Builder).  I was thinking I'd include the raw values for the indicator in the file with one attempt and with another have the value as -1/1 as a basic sell/buy signal based on the typical usage of my indicator.   I then was going to force Builder to use those custom indicator values and prioritize simplicity in the solution.  Any advice on the settings in Builder for this purpose?  How many symbols can it handle on a relatively powerful machine?  Do I have to worry about it crashing or will it just take a long time if I use too many symbols?

Thank you

[Mike Bryant]

There’s nothing special about the settings. The only limitation is memory usage, which is what the memory indicator in the status bar tells you. If you get a lot of “timed out” errors, it’s taking too long to reasonably complete. You can always override via Program Options (View menu) by changing the “time-out setting”, but if you need to do that, it means it will probably take too long to build. As far as a trade/no-trade filter, I wrote an article about that: http://www.adaptrade.com/Newsletter/NL-TrueFalseFilters.htm