[Release Candidate 3] RC2 - Custom building block setting are ignored for ATR

Hi Team,

It looks like in RC2 custom building block settings are ignored (I also saw this for StdDev building block).

//--------------------------------------------------------------------
// Trading rule: Trading signals (On Bar Open)
//--------------------------------------------------------------------
LongEntrySignal = (((Bar closes above LinearWeighted Moving Average(Main chart,50))
and (ATR(Main chart,50) < 95.01))
and (Bar closes above Simple Moving Average(Main chart,50)));

ShortEntrySignal = (((Bar closes below LinearWeighted Moving Average(Main chart,50))
and (ATR(Main chart,50) < 95.01))
and (Bar closes below Simple Moving Average(Main chart,50)));

I set ATR min level to 0.0005 and max level to 0.0025.. However as you can see it has ignored this. See attached screenshots.

The default settings for many of the building blocks are ridiculous by the way.

Looks like this problem with custom settings being ignored applies to all building blocks I suspect.

Attachments

SQ4 RC2 Custom Parameters ATR Levels.png

(56.71 KiB)

SQ4 RC2 Custom Parameters ATR.png

(9.69 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

mikeyc

19.05.2018 11:23

Task created

Mark Fric

28.05.2018 07:38

skontrolovat jestli ma pravdu

Mark Fric

30.05.2018 08:03

Status changed from New to Fixed

it works, you made a mistake. The block you see in source code is ATRLower, not ATR Crosses down as in your screenshot.

mikeyc

09.06.2018 17:39

Attachment SQ4 RC3 Custom Parameters ATR Levels.png added

Look like it doesn't work to me.

LongExitSignal = ((ATR(Main chart,24) > 0)

and (Bar opens above Exponential Moving Average(Main chart,79) after opened below));

ShortExitSignal = ((ATR(Main chart,24) > 0)

and (Bar opens below Exponential Moving Average(Main chart,79) after opened above));

ATR min custom level is more than 0, so why does it generate a rule using a level below the custom minimum level set for the ATR building block?

Votes: 0