[SQX v126] Trading options in SQX's embedded ALGW are NOT saved in SQX file / Differen export content

Hello,

* Description:

SQX's embedded ALGW does not save/export properly all trading options.

* Expected result

1) Trading options are preserved in SQX

2) Source view and SQX content are identical.

* Impact: High. ALGW generated strategies produce different results in other components due to "missing" trading option settings.

Steps to reproduce:

1) In SQX's ALGW create new strategy from Examples : SQX->ALGW->Examples->Bearish Divergence->Open (Attached)

2) Adjust Trading options (put some non-default values) as indicated in screenshot: ALGW->Strategies & backtest setting (Attached file)

3) Open source code (XML format) in ALGW window (Attached)

4) Trading options are not saved in SQX file / Text export. Both attached.

<AvailableTradingOptions>
    <TradingOption>ExitAtEndOfDay</TradingOption>
    <TradingOption>ExitOnFriday</TradingOption>
    <TradingOption>LimitTimeRange</TradingOption>
    <TradingOption>MaxTradesPerDay</TradingOption>
    <TradingOption>MinMaxSLPT</TradingOption>
</AvailableTradingOptions>
</StrategyFile>

5) Note there is a difference between SQX export and "source/export" XML strategy definition. XML node AvailableTradingOptions is completely missing in SQX file export.

Thank you.

Attachments

StrategyTradingOptions.png

(28.16 KiB)

BearishDivergenceExample.sqx

(2.33 KiB)

BearishDivergenceExample.txt

(14.48 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority High

History

Enyx

28.01.2020 11:07

Task created

Enyx

28.01.2020 11:13

Attachment OnlineALGW_BearishDivergenceExample.sqx added

Same bug reproduced in Online ALGW. New strategy created from Examples and modified as described. Trading options are missing. See attached SQX export file.

Tomas Brynda

17.04.2020 08:46

Status changed from In progress to Fixed

Hi Enyx,

actually the <AvailableTradingOptions> element is not necessary, it is added on backend automatically for intern purposes.

But there was an issue that last backtest settings were not saved into the strategy file. It is fixed now and will be working in the upcoming release.

Thank you for your report.

Best regards,

Tomas

Enyx

18.04.2020 14:14

Hello Tomas,

Thank you for fixing this out. I got to the same conclusion subsequently but bug was valid by itself.

BR Enyx

Votes: 0