[132]Emergency issues for the purpose to close position with FIFO

Dear SQ team

I want to build a template for build the strategy with FIFO in MT5 netting mode.
First, I find I can't use the action "Close position" to close the fixed lot I want. (photo1) I only can close full position just like Close all position.
So, I don't understand what is the different between them.


Second, because of the reason above I change my thinking try to reach my purpose.
So, I change all exit action to open the opposite position when my conditions was true.(strategies in attachments)
It can build well in SQX.
But I find 3 obviously issues.
1. It can't get "drawdown" and "open drawdown" very well.(photo2)
2. It can't calculate the MAE/MFE well.(photo3)
3. In "MonteCarlo retest" with this trading construction it can't get any result.(always 0 and no result) (photo4)
4. It always show "too many trades close at the same bar" error.(strategies in attachments)
Can you help me to check those issue above, thank you.

Attachments
photo1.png
(19.90 KiB)
photo3.png
(163.34 KiB)
photo4.png
(126.13 KiB)
photo2.png
(182.12 KiB)
ALLMC2.rar
(1.39 MiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status New
  • Priority Normal

History

SC
#1

fxchess

21.06.2021 04:22

Task created

E
#2

Emmanuel

11.11.2022 15:41
Voted for this task.

Votes: +1

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