compile error in some Moneymanagement snippets

As you can see in attachment , there are some compile error in some Moneymanagement snippets of SQX138, but it work in SQX137

I found at least three snippets: ATRVolatilitySizing from SQX documentation, FixedFractional and PercentVolatility which created myself

Attachments
complile error.png
(319.26 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

b
#1

binhsir

03.12.2023 03:38

Task created

b
#2

binhsir

04.12.2023 11:16
Voted for this task.
TT
#3

Tamas

19.12.2023 14:33

Attachment image-0.png added

Status changed from New to Fixed

image-0.png
(134.07 KiB)

Hello, 


in version 138 we have added support for order size step rounding.

It can be defined for each instrument separately - print screen attached.


Due this there is one extra parameter in method computeTradeSize


public double computeTradeSize(StrategyBase strategy, String symbol, byte orderType, double price, double sl, double tickSize, double pointValue, double sizeStep) throws Exception {


Please edit the problematic snippets in CodeEditor and add parameter double sizeStep manually.


Don't forget to recompile the snippets to get it work.


We will fix this in sqx139.


Sorry for the complications,

Tamas


Votes: +1

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