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Wrong ST and TP with futures symbol

I've configured the system for a futures symbol (http://www.bmfbovespa.com.br/en_us/products/listed-equities-and-derivatives/exchange-rates/mini-u-s-dollar-futures.htm). The symbol has 0.5 tick step and $5.0 tick value so both SP and TP must respect the 0.5 tick step but the MQL5 strategies generated by SQ4 generates wrong TP and SL like this one:

"2018.06.12 21:02:12.664 Core 1 2013.12.17 14:50:00 failed modify #9072 buy 1.00 WDO$N sl: 0.000, tp: 0.000 -> sl: 2325.800, tp: 2326.110 [Invalid stops]"

I've attached screenshots of SQ4 configurations, and MQL5 code generated.

Attachments

Strategy 028.sq4

(761.42 KiB)

SQ4.png

(25.45 KiB)

test-v3.mq5

(165.07 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Low

History

ricardo

13.06.2018 02:08

Task created

Mark Fric

02.07.2018 07:04

can you tell me which broker did you use? And teh symbol was WDO$N ?

ricardo

02.07.2018 17:43

I'm using a local Brazil Broker, XP Investimentos. I can't upload M1 data because of size.

Yes, the symbol is WDO$N. Each month we have a new contract ( we are currently at WDOQ18). So to backtest / optimize we use WDO$N like a continous series of the previous ones.

I have uploaded M1 data from 2016 to date at https://drive.google.com/open?id=1wPJ0oSpRaQ-_A1Pwbl3bZ3ttxayDqA4G if needed.

Thanks

Mark Fric

05.07.2018 19:15

Priority changed from Normal to Low

Tomas Brynda

06.08.2018 22:12

Status changed from New to Fixed

It should be fixed due to market price fixes in MQL we have done recently. If the problem persists in the next release, please reopen this issue

Votes: 0