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strategy not match with unfinished trades

1, strategy holds some postions for a long time. but Sq didn't filtered.

2, trades in MC and SQ are different. the equity curve looks more different. So I and note sure that the MAE in SQ is right or not.

The last trades in MC didn't close, but it make more trades in SQ.

Attachments

Strategy 511515.sqx

(75.69 KiB)

equity.png

(121.04 KiB)

the last trade in mc.png

(41.72 KiB)

equity2.png

(86.91 KiB)

trades in sq.png

(141.30 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

eastpeace

01.10.2019 04:42

Task created

Tomas Brynda

22.05.2020 09:50

Status changed from New to Fixed

Hi Eastpeace,

1. SQ probably haven't filtered the result, because the long trade had not affected the overall PL of the strategy to some significant measure.

2. I analyzed the problem with the different trades - it was caused by weird SL levels. For short orders, the SL was even negative, which doesn't make sense. Nevertheless, I have modified the code so it behaves equally in SQ and TS/MC.

Best regards,

Tomas

Votes: 0