StrategyQuant

https://strategyquant.com/doc/
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### Start StrategyQuant GUI Webserver

Source: https://strategyquant.com/doc/gui-starts-webserver-to-access-gui-remotely

Run this command to start the StrategyQuant CLI with a web interface, accessible at http://localhost:8080.

```bash
sqcli.exe -gui
```

--------------------------------

### Initialize settings in start()

Source: https://strategyquant.com/doc/example-plugin-a-complete-custom-project-task

The start() method begins by loading settings prepared in the SettingsFilterByCorrelation plugin.

```java
    public void start() throws Exception {
        loadSettings();
```

--------------------------------

### Implement MQL start() Method

Source: https://strategyquant.com/doc/adding-envelopes-indicator-step-by-step

The MQL implementation for calculating the Envelopes indicator values based on the moving average.

```mql
  int start()
  {
   int limit;
   if(Bars<=MA_Period) return(0);
   ExtCountedBars=IndicatorCounted();
//---- check for possible errors
   if (ExtCountedBars<0) return(-1);
//---- last counted bar will be recounted
   if (ExtCountedBars>0) ExtCountedBars--;
   limit=Bars-ExtCountedBars;
//---- EnvelopesM counted in the buffers
   for(int i=0; i<limit; i++)
     { 
      ExtMapBuffer1[i] = (1+Deviation/100)*iMA(NULL,0,MA_Period,0,MA_Method,Applied_Price,i);
      ExtMapBuffer2[i] = (1-Deviation/100)*iMA(NULL,0,MA_Period,0,MA_Method,Applied_Price,i);
     }
//---- done
   return(0);
  }
```

--------------------------------

### Initialize and Run OptimizationEngine

Source: https://strategyquant.com/doc/running-optimizations-programmatically

Initializes the OptimizationEngine with prepared settings, registers listeners for results and logging, and starts the optimization process.

```java
OptimizationEngine engine = new OptimizationEngine("CustomCAOptimization", progressEngine, null, "OptimTask", null);

// it is initialized with settings prepared above
engine.initialize(settings);

// sets listener that will be called when the optimization result(s) is ready
engine.setNewResultListener(new INewResultListener() {
    public void newResult(ResultsGroup resultsGroup) throws Exception {
        processResult(resultsGroup, strategyToOptimize.getName(), targetDatabank, dontSaveOriginalStr);
    }
});

// set other listeners that can be ignored for now.
// You could use these listeners to track the optimization progress and messages
engine.setLogListener(new IEngineLogListener() {
    public void processMessage(String message) {
        Log.debug(message);
    }
});
engine.setStepsListener(new IStepsListener() {
    @Override
    public void step(int stepNumber) {
    }
});

// start the optimization - method will finish after the optimization fully finished
engine.optimize();
```

--------------------------------

### RetestWithHigherPrecision.xml Configuration Example

Source: https://strategyquant.com/doc/backtesting-strategy-programmatically-including-robustness-tests

An example of an XML configuration file for the RetestWithHigherPrecision crosscheck, defining precision, spread, and acceptance conditions.

```xml
<RetestWithHigherPrecision use="true">
<Settings>
<Precision>2</Precision>
<Spread>3</Spread>
</Settings>
<AcceptanceSettings>
<Conditions CrossCheck="RetestWithHigherPrecision">
<Condition use="true">
<Left-Side valueType="column">
<Column-Value column="NetProfit" columnType="0" format="Decimal2PL" resultType="RetestWithHigherPrecision" direction="0" sampleType="127" plType="10" confidenceLevel="50" market="1" subresult="30" pctRatio="0" class="NetProfit" />
</Left-Side>
<Comparator value="&gt;=" />
<Right-Side valueType="column">
<Column-Value column="NetProfit" columnType="0" name="Net profit" format="Decimal2PL" resultType="main" direction="0" sampleType="127" plType="10" confidenceLevel="undefined" market="undefined" subresult="undefined" pctRatio="80" class="NetProfit" />
</Right-Side>
</Condition>
<Condition use="true">
<Left-Side valueType="column">
<Column-Value column="NumberOfTrades" columnType="0" format="Integer" resultType="RetestWithHigherPrecision" direction="0" sampleType="127" plType="10" confidenceLevel="50" market="1" subresult="30" pctRatio="0" class="NumberOfTrades" />
</Left-Side>
<Comparator value="&gt;=" />
<Right-Side valueType="column">
<Column-Value column="NumberOfTrades" columnType="0" name="# of trades" format="Integer" resultType="main" direction="0" sampleType="127" plType="10" confidenceLevel="undefined" market="undefined" subresult="undefined" pctRatio="80" class="NumberOfTrades" />
</Right-Side>
</Condition>
<Condition use="true">
<Left-Side valueType="column">
<Column-Value column="DrawdownPct" columnType="0" format="Decimal2Pct" resultType="RetestWithHigherPrecision" direction="0" sampleType="127" plType="10" confidenceLevel="50" market="1" subresult="30" pctRatio="0" class="DrawdownPct" />
</Left-Side>
<Comparator value="&lt;" />
<Right-Side valueType="column">
<Column-Value column="DrawdownPct" columnType="0" name="Max DD %" format="Decimal2Pct" resultType="main" direction="0" sampleType="127" plType="10" confidenceLevel="undefined" market="undefined" subresult="undefined" pctRatio="130" class="DrawdownPct" />
</Right-Side>
</Condition>
</Conditions>
</AcceptanceSettings>
</RetestWithHigherPrecision>
```

--------------------------------

### Example content for command file

Source: https://strategyquant.com/doc/introduction-to-cli

A sample structure for a command file containing multiple CLI commands separated by newlines.

```text
-data action=update
-symbol action=list > C:/symbols.log
-databank action=list project=Builder   > C:/databanks.log
```

--------------------------------

### Start Python HTTP server

Source: https://strategyquant.com/doc/calling-python-from-sq-java-introduction

Command to launch a simple built-in Python HTTP server on port 9000.

```bash
python -m http.server 9000
```

--------------------------------

### Full CAChangeTaskConfig implementation

Source: https://strategyquant.com/doc/changing-task-config-programmatically

A complete example of a CustomAnalysisMethod that retrieves a task and prepares it for configuration modification.

```java
package SQ.CustomAnalysis;
import com.strategyquant.lib.SQTime;
import com.strategyquant.lib.XMLUtil;
import com.strategyquant.lib.constants.SQConst;
import com.strategyquant.tradinglib.CustomAnalysisMethod;
import com.strategyquant.tradinglib.ResultsGroup;
import com.strategyquant.tradinglib.project.ProjectEngine;
import com.strategyquant.tradinglib.project.SQProject;
import com.strategyquant.tradinglib.project.websocket.DataToSend;
import com.strategyquant.tradinglib.project.websocket.SQWebSocketManager;
import com.strategyquant.tradinglib.project.websocket.WebSocketConst;
import com.strategyquant.tradinglib.taskImpl.ISQTask;
import org.jdom2.Element;
import org.joda.time.format.DateTimeFormat;
import org.joda.time.format.DateTimeFormatter;
import org.json.JSONObject;
import java.io.File;
import java.util.ArrayList;
import java.util.List;
public class CAChangeTaskConfig extends CustomAnalysisMethod {
//------------------------------------------------------------------------
//------------------------------------------------------------------------
//------------------------------------------------------------------------
public CAChangeTaskConfig() {
super("CAChangeTaskConfig", TYPE_PROCESS_DATABANK);
}
//------------------------------------------------------------------------
@Override
public ArrayList<ResultsGroup> processDatabank(String project, String task, String databankName, ArrayList<ResultsGroup> databankRG) throws Exception {
// get current project
SQProject sqProject = ProjectEngine.get(project);
// get task by name
ISQTask buildTask = sqProject.getTaskByName("Build strategies");
if(buildTask == null) {
throw new Exception("No such task exists!");
}
// alternatively you can use sqProject.getTasks() to get a list of all tasks
// and go through them to get the one you want
// this is how you get task settings XML in the new way (SQ 136 up)
// It returns JDOM XML Element with full task configuration
Element elConfig = buildTask.getConfig();
// create a new config by cloning it - it is important to make a clone,
```

--------------------------------

### Implement initCompute method

Source: https://strategyquant.com/doc/add-new-statistical-value

Initializes parameters at the start of computation. This implementation is left empty as no specific initialization is required for this value.

```java
public void initCompute(SQStats stats, StatsTypeCombination combination, SQOrderList ordersList, SQSettings settings, SQStats statsLong, SQStats statsShort) throws Exception {
}
```

--------------------------------

### Get step count with getStepsCount

Source: https://strategyquant.com/doc/running-optimizations-programmatically

Helper method to calculate the total number of steps between a start and stop value given a specific step size.

```java
//------------------------------------------------------------------------
private int getStepsCount(double start, double stop, double step){
return (int)((stop - start) / step);
}
```

--------------------------------

### MetaTrader old MQL code style implementation

Source: https://strategyquant.com/doc/article/special-trade-history-exporters-for-metatrader-and-tradestation.html

Example of integrating trade logging into an EA using the older MQL init, deinit, and start functions.

```MQL4
…  
#include<SQLogTrades.mqh>  
…
int init() {  
sqInitLog(“My_EA_Results.csv”, 0, 10);  
…  
return(INIT_SUCCEEDED);  
}
void deinit(const int reason) {  
sqCloseLog();  
…  
}
void start() {  
sqLogTrades();
…  
}
```

--------------------------------

### Initialize and run BacktestEngine

Source: https://strategyquant.com/doc/running-strategy-backtests-programmatically

This snippet demonstrates creating a MetaTrader4 simulator, configuring the BacktestEngine with settings, and executing the backtest to obtain a ResultsGroup object.

```java
// create trading simulator (later used for backtest engine)
ITradingSimulator simulator = new MetaTrader4Simulator();

// set testing precision for the simulator
simulator.setTestPrecision(Precisions.getPrecision(Precisions.PRECISION_BASE_TF));

// create backtest engine using simulator
BacktestEngine backtestEngine = new BacktestEngine(simulator);
backtestEngine.setSingleThreaded(true);

// add backtest settings to the engine
backtestEngine.addSetup(settings);

// ------------------------
// run backtest - this will run the actual backtest using the settings configured above
// Depending on the settings it could take a while.
// When finished, it will return new ResultsGroup object with backtest result.
// In case of error an Exception is thrown with the description of the error
ResultsGroup backtestResultRG = backtestEngine.runBacktest().getResults();
```

--------------------------------

### Verify StrategyQuant License via CLI

Source: https://strategyquant.com/doc/gui-starts-webserver-to-access-gui-remotely

Use this command for the first-time setup to verify your license key before launching the GUI.

```bash
sqcli.exe license=XXXXX
```

--------------------------------

### Update progress engine in start()

Source: https://strategyquant.com/doc/example-plugin-a-complete-custom-project-task

After loading settings, the progress engine is configured with a log prefix and started to track the filtering process.

```java
        progressEngine.setLogPrefix(taskLogPrefix);
        progressEngine.printToLog(L.t("Starting strategies filtering..."));
        progressEngine.start();
```

--------------------------------

### Prepare Backtest Settings

Source: https://strategyquant.com/doc/running-strategy-backtests-programmatically

Configures the strategy object, initial capital, and money management settings for a backtest.

```java
private void prepareBacktestSettings(SettingsMap settings,ResultsGroup strategyToRetest) throws Exception {
// creates strategy object from strategy XML that is stored in the source ResultsGroup
String strategyName = strategyToRetest.getName();
Element elStrategy = strategyToRetest.getStrategyXml();
if(elStrategy == null) {
// result doesn't have any strategy, cannot be tested
throw new Exception("Result doesn't have any strategy, cannot be tested!");
}
StrategyBase strategy = StrategyBase.createXmlStrategy(elStrategy.clone(), strategyName);
settings.set(SettingsKeys.StrategyObject, strategy);
settings.set(SettingsKeys.MinimumDistance, 0);
// set initial capital and Money management
settings.set(SettingsKeys.InitialCapital, 100000d);
settings.set(SettingsKeys.MoneyManagement, MoneyManagementMethodsList.create("FixedSize", 0.1));
// Note - you can create a different Money Managemtn method by specifying its (snippet) name
// and parameters in their exact order, for example:
// MoneyManagementMethodsList.create("RiskFixedPctOfAccount", 5, 100, 0.1, 0.5))
// create and set required trading options
TradingOptions options = createTradingOptions();
settings.set(SettingsKeys.TradingOptions, options);
}
```

--------------------------------

### Verify Python installation via command line

Source: https://strategyquant.com/doc/calling-python-from-sq-java-introduction

Use this command to ensure Python is correctly installed and accessible from your system's command line.

```bash
$ python myscript.py
```

--------------------------------

### Modify Task Configuration XML Elements

Source: https://strategyquant.com/doc/changing-task-config-programmatically

This snippet demonstrates how to retrieve the 'Data' and 'Setups' elements from a configuration object and update the 'dateFrom' and 'dateTo' attributes of the first setup.

```java
// now change anything in the new config
Element data = XMLUtil.getChildElem(elNewConfig, "Data");
Element setups = data.getChild("Setups");
List setupList = setups.getChildren("Setup");

if (setupList.size() > 0) {
    Element firstSetup = (Element) setupList.get(0);

    DateTimeFormatter formatter = DateTimeFormat.forPattern("yyyy.MM.dd");

    firstSetup.setAttribute("dateFrom", SQTime.formatDate(SQTime.toLong(2007, 1, 1), formatter));
    firstSetup.setAttribute("dateTo",SQTime.formatDate(SQTime.toLong(2017, 1, 1), formatter));
}
```

--------------------------------

### Get product name

Source: https://strategyquant.com/doc/running-optimizations-programmatically

Returns the product identifier.

```java
@Override
    public String getProduct() {
        return "SQUANT";
    }
```

--------------------------------

### Prepare Settings for OptimizationEngine

Source: https://strategyquant.com/doc/running-optimizations-programmatically

The prepareSettings method constructs a SettingsMap containing fitness functions, trading options, chart configurations, and optimization parameters. It requires a ResultsGroup strategy and a boolean flag to determine if the original strategy should be saved.

```java
private SettingsMap prepareSettings(ResultsGroup strategyToOptimize, boolean dontSaveOriginalStr) throws Exception {
try {
// create parameter settings - configures ranges for optimized parameters
ParametersSettings paramSettings = createParametersSettings(strategyToOptimize);
// get strategy XML and create strategy object from XML with variables for parameters
Element elStrategyXml = strategyToOptimize.getStrategyXml();
StrategyBase xmlS = StrategyBase.createXmlStrategy(elStrategyXml);
xmlS.transformToVariables(paramSettings.symmetry, paramSettings.paramTypes);
// create fitness function and trading options used in optimization
IFitnessFunction fitnessFunction = createFitnessFunction();
TradingOptions tradingOptions = createTradingOptions();
// applies parameter settings to strategy variables
applyParamSettingsToStrategy(paramSettings, xmlS, tradingOptions);
// creates optimization setting - simple, WF? steps etc. - look at the method for the correct parameters
//OptimizationSettings optimizationSettings = createOptimizationSettingsSimple(paramSettings, dontSaveOriginalStr);
OptimizationSettings optimizationSettings = createOptimizationSettingsWF(paramSettings, dontSaveOriginalStr);
//OptimizationSettings optimizationSettings = createOptimizationSettingsWFM(paramSettings, dontSaveOriginalStr);
// creates final SettingsMap to return
SettingsMap settings = new SettingsMap();
// standard backtesting settings
settings.set(SettingsKeys.TestPrecision, Precisions.SelectedTF);
settings.set(SettingsKeys.StrategyXml, elStrategyXml);
settings.set(SettingsKeys.StrategyObject, xmlS);
settings.set(SettingsKeys.StrategyName, strategyToOptimize.getName());
settings.set(SettingsKeys.FitnessFunction, fitnessFunction);
settings.set(SettingsKeys.TradingOptions, tradingOptions.getClone());
settings.set(SettingsKeys.ATM, null);
settings.set(SettingsKeys.InitialCapital, 100000d);
settings.set(SettingsKeys.Slippage, 0d);
settings.set(SettingsKeys.MinimumDistance, 0d);
// prepare chart setup for backtest
ChartSetup chartSetup = new ChartSetup(
"History",
"GBPUSD_M1",
TimeframeManager.TF_H1,
SQTimeOld.toLong(2008, 1, 1),
SQTimeOld.toLong(2018, 12, 31),
3,
Session.Forex_247);
chartSetup.setTestPrecision(settings.getInt(SettingsKeys.TestPrecision));
chartSetup.setBacktestEngine(Engines.MetaTrader4);
ChartSetups chartSetups = new ChartSetups();
chartSetups.add((ChartSetup) chartSetup);
settings.set(SettingsKeys.BacktestChart, chartSetup);
settings.set(SettingsKeys.ChartSetups, chartSetups);
//OptimizationSettings jobOptimizationSettings = optimizationSettings.clone();
settings.set(SettingsKeys.OptimizationSettings, optimizationSettings);
settings.set(SettingsKeys.DateGenerated, strategyToOptimize.specialValues().getLong(SpecialValues.DateGenerated, -1));
return settings;
} catch(Exception e){
throw new Exception("Error while preparing settings - " + e.getMessage(), e);
}
}
```

--------------------------------

### Get fitness key

Source: https://strategyquant.com/doc/running-optimizations-programmatically

Returns the fitness key identifier.

```java
@Override
    public String getFitnessKey() {
        return ComputeFromStrategyResult;
    }
```

--------------------------------

### Method prepareBacktestSettings implementation

Source: https://strategyquant.com/doc/running-strategy-backtests-programmatically

This method configures the backtest settings including the strategy object, initial capital, money management, and trading options.

```java
private void prepareBacktestSettings(SettingsMap settings,ResultsGroup strategyToRetest) throws Exception {
// creates strategy object from strategy XML that is stored in the source ResultsGroup
String strategyName = strategyToRetest.getName();
Element elStrategy = strategyToRetest.getStrategyXml();
if(elStrategy == null) {
// result doesn't have any strategy, cannot be tested
throw new Exception("Result doesn't have any strategy, cannot be tested!");
}
StrategyBase strategy = StrategyBase.createXmlStrategy(elStrategy.clone(), strategyName);
settings.set(SettingsKeys.StrategyObject, strategy);
settings.set(SettingsKeys.MinimumDistance, 0);
// set initial capital and Money management
settings.set(SettingsKeys.InitialCapital, 100000d);
settings.set(SettingsKeys.MoneyManagement, MoneyManagementMethodsList.create("FixedSize", 0.1));
// Note - you can create a different Money Managemtn method by specifying its (snippet) name
// and parameters in their exact order, for example:
// MoneyManagementMethodsList.create("RiskFixedPctOfAccount", 5, 100, 0.1, 0.5))
// create and set required trading options
TradingOptions options = createTradingOptions();
settings.set(SettingsKeys.TradingOptions, options);
}
```

```java
private void prepareBacktestSettings(SettingsMap settings,ResultsGroup strategyToRetest) throws Exception { // creates strategy object from strategy XML that is stored in the source ResultsGroup String strategyName = strategyToRetest.getName(); Element elStrategy = strategyToRetest.getStrategyXml(); if(elStrategy == null) { // result doesn't have any strategy, cannot be tested throw new Exception("Result doesn't have any strategy, cannot be tested!"); } StrategyBase strategy = StrategyBase.createXmlStrategy(elStrategy.clone(), strategyName); settings.set(SettingsKeys.StrategyObject, strategy); settings.set(SettingsKeys.MinimumDistance, 0); // set initial capital and Money management settings.set(SettingsKeys.InitialCapital, 100000d); settings.set(SettingsKeys.MoneyManagement, MoneyManagementMethodsList.create("FixedSize", 0.1)); // Note - you can create a different Money Managemtn method by specifying its (snippet) name // and parameters in their exact order, for example: // MoneyManagementMethodsList.create("RiskFixedPctOfAccount", 5, 100, 0.1, 0.5)) // create and set required trading options TradingOptions options = createTradingOptions(); settings.set(SettingsKeys.TradingOptions, options); }
```

```java
private void prepareBacktestSettings(SettingsMap settings,ResultsGroup strategyToRetest) throws Exception {
    // creates strategy object from strategy XML that is stored in the source ResultsGroup
    String strategyName = strategyToRetest.getName();
    Element elStrategy = strategyToRetest.getStrategyXml();
    if(elStrategy == null) {
        // result doesn't have any strategy, cannot be tested
        throw new Exception("Result doesn't have any strategy, cannot be tested!");
    }
    StrategyBase strategy = StrategyBase.createXmlStrategy(elStrategy.clone(), strategyName);
    settings.set(SettingsKeys.StrategyObject, strategy);


    settings.set(SettingsKeys.MinimumDistance, 0);

    // set initial capital and Money management
    settings.set(SettingsKeys.InitialCapital, 100000d);
    settings.set(SettingsKeys.MoneyManagement, MoneyManagementMethodsList.create("FixedSize", 0.1));
    // Note - you can create a different Money Managemtn method by specifying its (snippet) name
    // and parameters in their exact order, for example:
    // MoneyManagementMethodsList.create("RiskFixedPctOfAccount", 5, 100, 0.1, 0.5))


    // create and set required trading options
    TradingOptions options = createTradingOptions();
    settings.set(SettingsKeys.TradingOptions, options);
}
```

--------------------------------

### Get preferred position

Source: https://strategyquant.com/doc/running-optimizations-programmatically

Returns the preferred position index.

```java
@Override
    public int getPreferredPosition() {
        return 0;
    }
```

--------------------------------

### Java method to prepare OptimizationEngine settings

Source: https://strategyquant.com/doc/running-optimizations-programmatically

This method constructs a SettingsMap by configuring parameter ranges, fitness functions, trading options, and backtest chart parameters for a given strategy.

```java
private SettingsMap prepareSettings(ResultsGroup strategyToOptimize, boolean dontSaveOriginalStr) throws Exception { try { // create parameter settings - configures ranges for optimized parameters ParametersSettings paramSettings = createParametersSettings(strategyToOptimize); // get strategy XML and create strategy object from XML with variables for parameters Element elStrategyXml = strategyToOptimize.getStrategyXml(); StrategyBase xmlS = StrategyBase.createXmlStrategy(elStrategyXml); xmlS.transformToVariables(paramSettings.symmetry, paramSettings.paramTypes); // create fitness function and trading options used in optimization IFitnessFunction fitnessFunction = createFitnessFunction(); TradingOptions tradingOptions = createTradingOptions(); // applies parameter settings to strategy variables applyParamSettingsToStrategy(paramSettings, xmlS, tradingOptions); // creates optimization setting - simple, WF? steps etc. - look at the method for the correct parameters //OptimizationSettings optimizationSettings = createOptimizationSettingsSimple(paramSettings, dontSaveOriginalStr); OptimizationSettings optimizationSettings = createOptimizationSettingsWF(paramSettings, dontSaveOriginalStr); //OptimizationSettings optimizationSettings = createOptimizationSettingsWFM(paramSettings, dontSaveOriginalStr); // creates final SettingsMap to return SettingsMap settings = new SettingsMap(); // standard backtesting settings settings.set(SettingsKeys.TestPrecision, Precisions.SelectedTF); settings.set(SettingsKeys.StrategyXml, elStrategyXml); settings.set(SettingsKeys.StrategyObject, xmlS); settings.set(SettingsKeys.StrategyName, strategyToOptimize.getName()); settings.set(SettingsKeys.FitnessFunction, fitnessFunction); settings.set(SettingsKeys.TradingOptions, tradingOptions.getClone()); settings.set(SettingsKeys.ATM, null); settings.set(SettingsKeys.InitialCapital, 100000d); settings.set(SettingsKeys.Slippage, 0d); settings.set(SettingsKeys.MinimumDistance, 0d); // prepare chart setup for backtest ChartSetup chartSetup = new ChartSetup( "History", "GBPUSD_M1", TimeframeManager.TF_H1, SQTimeOld.toLong(2008, 1, 1), SQTimeOld.toLong(2018, 12, 31), 3, Session.Forex_247); chartSetup.setTestPrecision(settings.getInt(SettingsKeys.TestPrecision)); chartSetup.setBacktestEngine(Engines.MetaTrader4); ChartSetups chartSetups = new ChartSetups(); chartSetups.add((ChartSetup) chartSetup); settings.set(SettingsKeys.BacktestChart, chartSetup); settings.set(SettingsKeys.ChartSetups, chartSetups); //OptimizationSettings jobOptimizationSettings = optimizationSettings.clone(); settings.set(SettingsKeys.OptimizationSettings, optimizationSettings); settings.set(SettingsKeys.DateGenerated, strategyToOptimize.specialValues().getLong(SpecialValues.DateGenerated, -1)); return settings; } catch(Exception e){ throw new Exception("Error while preparing settings - " + e.getMessage(), e); } }
```

--------------------------------

### Prepare Settings for OptimizationEngine

Source: https://strategyquant.com/doc/running-optimizations-programmatically

This method configures the necessary parameters, fitness functions, and backtest settings required to run an optimization programmatically.

```java
private SettingsMap prepareSettings(ResultsGroup strategyToOptimize, boolean dontSaveOriginalStr) throws Exception {
    try {

        // create parameter settings - configures ranges for optimized parameters
        ParametersSettings paramSettings = createParametersSettings(strategyToOptimize);

        // get strategy XML and create strategy object from XML with variables for parameters
        Element elStrategyXml = strategyToOptimize.getStrategyXml();
        StrategyBase xmlS = StrategyBase.createXmlStrategy(elStrategyXml);
        xmlS.transformToVariables(paramSettings.symmetry, paramSettings.paramTypes);

        // create fitness function and trading options used in optimization
        IFitnessFunction fitnessFunction = createFitnessFunction();
        TradingOptions tradingOptions = createTradingOptions();

        // applies parameter settings to strategy variables
        applyParamSettingsToStrategy(paramSettings, xmlS, tradingOptions);

        // creates optimization setting - simple, WF? steps etc. - look at the method for the correct parameters
        //OptimizationSettings optimizationSettings = createOptimizationSettingsSimple(paramSettings, dontSaveOriginalStr);
        OptimizationSettings optimizationSettings = createOptimizationSettingsWF(paramSettings, dontSaveOriginalStr);
        //OptimizationSettings optimizationSettings = createOptimizationSettingsWFM(paramSettings, dontSaveOriginalStr);

        // creates final SettingsMap to return
        SettingsMap settings = new SettingsMap();

        // standard backtesting settings
        settings.set(SettingsKeys.TestPrecision, Precisions.SelectedTF);
        settings.set(SettingsKeys.StrategyXml, elStrategyXml);
        settings.set(SettingsKeys.StrategyObject, xmlS);
        settings.set(SettingsKeys.StrategyName, strategyToOptimize.getName());
        settings.set(SettingsKeys.FitnessFunction, fitnessFunction);
        settings.set(SettingsKeys.TradingOptions, tradingOptions.getClone());
        settings.set(SettingsKeys.ATM, null);
        settings.set(SettingsKeys.InitialCapital, 100000d);
        settings.set(SettingsKeys.Slippage, 0d);
        settings.set(SettingsKeys.MinimumDistance, 0d);

        // prepare chart setup for backtest
        ChartSetup chartSetup = new ChartSetup(
                "History",
                "GBPUSD_M1",
                TimeframeManager.TF_H1,
                SQTimeOld.toLong(2008, 1, 1),
                SQTimeOld.toLong(2018, 12, 31),
                3,
                Session.Forex_247);

        chartSetup.setTestPrecision(settings.getInt(SettingsKeys.TestPrecision));
        chartSetup.setBacktestEngine(Engines.MetaTrader4);

        ChartSetups chartSetups = new ChartSetups();
        chartSetups.add((ChartSetup) chartSetup);

        settings.set(SettingsKeys.BacktestChart, chartSetup);
        settings.set(SettingsKeys.ChartSetups, chartSetups);

        //OptimizationSettings jobOptimizationSettings = optimizationSettings.clone();

        settings.set(SettingsKeys.OptimizationSettings, optimizationSettings);
        settings.set(SettingsKeys.DateGenerated, strategyToOptimize.specialValues().getLong(SpecialValues.DateGenerated, -1));

        return settings;

    } catch(Exception e){
        throw new Exception("Error while preparing settings - " + e.getMessage(), e);
    }
}
```

--------------------------------

### getStepsCount helper method

Source: https://strategyquant.com/doc/running-optimizations-programmatically

Calculates the total number of steps between start and stop values.

```java
    private int getStepsCount(double start, double stop, double step){
        return (int)((stop - start) / step);
    }
```

--------------------------------

### Get fitness type

Source: https://strategyquant.com/doc/running-optimizations-programmatically

Determines the fitness type based on the databank column name.

```java
@Override
    public byte getFitnessType() throws Exception {
        if (this.databankColumnName.equals("Weighted")) return ValueTypes.Maximize;
        else {
            return DatabankColumns.get().findClassByName(databankColumnName).valueType;
        }
    }
```

--------------------------------

### Create Walk-Forward Optimization Settings

Source: https://strategyquant.com/doc/running-optimizations-programmatically

Configures settings for a Walk-Forward optimization type, including specific period and parameter constraints.

```java
private OptimizationSettings createOptimizationSettingsWF(ParametersSettings paramSettings, boolean dontSaveOriginalStr) {
OptimizationSettings optimizationSettings = new OptimizationSettings("CustomCAOptimization");
optimizationSettings.type = OptimizationTypes.WalkForward;
optimizationSettings.optimizationMethod = OptimizationMethods.GeneticOptimization; //OptimizationMethods.BruteForce;
optimizationSettings.optimizationType = OptimizationConst.WF_TYPE_SIMIS_EXACTOOS;
optimizationSettings.maxOptimizationBacktests = 1000; // max optimizations limit as in UI
optimizationSettings.parameters = paramSettings.params;
optimizationSettings.dontSaveOriginalStr = dontSaveOriginalStr;
optimizationSettings.periodInPercent = true;
optimizationSettings.param1Start = 20;
optimizationSettings.param1Stop = 40;
optimizationSettings.param1Step = 10;
// param2XXX settings are not used, but must be set properly
```
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