Status changed from New to Waiting for information
Because you guys are not using SQX for trading...or for anything else than only for making money by selling it....if you would use your own software you would be able to reproduce and find all the bugs...
Once again I cannot share my IP in public.
Status changed from Waiting for information to Refused
You don't need to attach some of your final "good" strategies, only some random startegy that does the same.
And I don't appreciate your comment. Do you think I haven't tested SQ strategies in Tradestation?
I tested hundreds of them and never run into this problem.
Given so many strategy variants SQ produces there could be some that don't compile properly because we didn't experienced it yet. That's why we need somethign that wil help us reproduce this behavior.
ok guys I see our great SQX dev team refused this ticket. For all other people struggling with the same issue here is a work around(indicated in bold text) :
Orignal SQX generated code:
inputs:
// Strategy variables
MagicNumber(11111),
LongIchKmoBrkBllTnkPrd(142),
LongIchKmoBrkBllKjnPrd(26),
LongIchKmoBrkBllSnkPrd(52),
LongIchKmoBrkBllShf(1),
LongBarsValid(11),
LongExitAfterBars(0),
LongProfitTargetCoef(3.8),
LongProfitTrgAtrPrd(30),
LongStopLoss(835.2),
LongTrailingStop(240),
LongHighestPeriod(50),
LongHighestShift(1),
// Trading Options
ExitAtEndOfDay(true),
DayExitTime(1500),
ExitOnFriday(false),
FridayExitTime(2100),
LimitSignalsTimeRange(false),
SignalTimeRangeFrom(0800),
SignalTimeRangeTo(1600),
ExitAtEndOfRange(false),
MaxTradesPerDay(1),
MinimumSL(0), // Minimum SL in ticks/pips, 0 means unlimited
MaximumSL(0), // Maximum SL in ticks/pips, 0 means unlimited
MinimumPT(0), // Minimum PT in ticks/pips, 0 means unlimited
MaximumPT(0), // Maximum PT in ticks/pips, 0 means unlimited
// Money Management - Fixed size
mmLots(1),
InitialCapital(1000),
CreatedBy("StrategyQuant X");
vars:
// Internal variables
LongEntrySignal(false),
ShortEntrySignal(false),
LongExitSignal(false),
ShortExitSignal(false),
NumberOfShares(0),
tickSize(MinMove/PriceScale),
OpenOrdersAllowed(true),
PriceLevel(0),LongSL(0),ShortSL(0),PT(0),
LongTrailingStop(0),ShortTrailingStop(0),
LongSLPlaced(false),ShortSLPlaced(false);
Array: bool cond[100](false);
Work around:
vars:
// Strategy variables
MagicNumber(11111),
LongIchKmoBrkBllTnkPrd(142),
LongIchKmoBrkBllKjnPrd(26),
LongIchKmoBrkBllSnkPrd(52),
LongIchKmoBrkBllShf(1),
LongBarsValid(11),
LongExitAfterBars(0),
LongProfitTargetCoef(3.8),
LongProfitTrgAtrPrd(30),
LongStopLoss(835.2),
LongTrailingStop(240),
LongHighestPeriod(50),
LongHighestShift(1),
// Trading Options
ExitAtEndOfDay(true),
DayExitTime(1500),
ExitOnFriday(false),
FridayExitTime(2100),
LimitSignalsTimeRange(false),
SignalTimeRangeFrom(0800),
SignalTimeRangeTo(1600),
ExitAtEndOfRange(false),
MaxTradesPerDay(1),
MinimumSL(0), // Minimum SL in ticks/pips, 0 means unlimited
MaximumSL(0), // Maximum SL in ticks/pips, 0 means unlimited
MinimumPT(0), // Minimum PT in ticks/pips, 0 means unlimited
MaximumPT(0), // Maximum PT in ticks/pips, 0 means unlimited
// Money Management - Fixed size
mmLots(1),
InitialCapital(1000),
CreatedBy("StrategyQuant X");
vars:
// Internal variables
LongEntrySignal(false),
ShortEntrySignal(false),
LongExitSignal(false),
ShortExitSignal(false),
NumberOfShares(0),
tickSize(MinMove/PriceScale),
OpenOrdersAllowed(true),
PriceLevel(0),LongSL(0),ShortSL(0),PT(0),
//LongTrailingStop(0),ShortTrailingStop(0),
LongSLPlaced(false),ShortSLPlaced(false);
Array: bool cond[100](false);
Your workaround is a very bad solution, these two variables LongTrailingStop, ShortTrailingStop are used internally and strategy changes its values.