SQX 107 - Retester strange calculatin of % stagnation and stability for strategy without basic SL

SQX build 107

Strategy (see attached file) has strange calculation of % stagnation and stability by eyes compare to equity graph. This can be due this strategy do not has basic SL (stoploss), only moving SL to BE. This can be problem all strategies without basïc SL.

Config file is after some changing during building of strategy in builder (basic SL required setting on etc.). At the start of removing of strgs from builder to Tester I copied this setting to retester and unfortunately I saw this problem after.

Thr equity graf stagnation setting is set to FULL. In setting to IS i see big stagnation somewhere in IS + OOS together, see attached file - it is very strange. May be it is due long opened order in this strategy without basic SL and equity graph do not display drawdown for OPEN trades.

Attachments

old setting of builder PCSQX10 107 XAUUSDM15H1H4 Limit shift 1_1 SSaHL GEN 500_7_60_50_1_3_3_20_5 RDD2NP5SQN1Sym2Stab1_OOS75p.xml

(1018.73 KiB)

Strategy 13926 stagnation stability caklc problem.sq4

(33.74 KiB)

SQX107 stagnation sttability calculation x equity graph tick retest tradeequity.png

(205.55 KiB)

SQX 107 Builder symmetric setting but asymmetric rules in strategies codes detail of data settings equity graf stagnation set to IS.png

(202.63 KiB)

SQX107 stagnation sttability calculation x equity graph tick retest time equity.png

(175.24 KiB)

SQX107 strategy 13926 without basic SL stagnation stability calculation problem.png

(206.76 KiB)

Retest stagnation stability strange but this setting was changed during building.xml

(24.88 KiB)

new setting of builder PCSQX11 107 XAUUSDM15H1H4 Limit shift 1_1 SSaHL GEN 500_7_60_50_1_3_3_20_5 RDD2NP5SQN1Sym2Stab1_OOS75p.xml

(1018.60 KiB)

Votes +1
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

todtv

31.07.2018 17:53

Task created

fdaprile

19.11.2018 04:20

Voted for this task.

fdaprile

19.11.2018 04:21

Please refer also to task ID sq4_3287 and sq4_2699.

General bug with stagnation.

Thank you!

Tomas Brynda

19.11.2018 11:28

Status changed from New to Fixed

Votes: +1