[RC1] Limit Values on Indicator when using Automatic Optimizer for SPP calculation

Sometimes you run the optimizer on automatic mode and some values are outside the values, like on an oscilator, above 100 or below 0.

That messes up SPP calculations, so it would be a nice idea to limit the values for indicators that doesn't have existent values above or below certain level.
Check the picture, as you can see, this makes the calculation with a more positive and stable calculation for SPP KPIs.
If some value of an oscillator has an initial value of 90, and the optimization is set up 30% up and 30% down, the values would go from 63 to 117, consider eliminate every value above 100.
If it has 5 steps, the steps would be normally 63, 76.5, 90, 103.5, 117.
So this means, keeping the 63, 76.5 and 90 values and get rid of 103.5 and 117.

Attachments
Screen Shot 2022-12-02 at 205952.png
(287.65 KiB)
  • Votes +9
  • Project StrategyQuant X
  • Type Bug
  • Status New
  • Priority Normal

History

CG
#1

Chris G

03.12.2022 02:14

Task created

CG
#2

Chris G

03.12.2022 02:14
Voted for this task.
E
#3

Emmanuel

03.12.2022 03:16
Voted for this task.
BT
#4

EndUser

03.12.2022 03:39
Voted for this task.
KB
#5

kbtech

03.12.2022 04:24

Attachment image-0.png added

image-0.png
(31.13 KiB)

Could be fixed using the indicator min and max parameters. Which limits how high or how low it would go

KB
#6

kbtech

03.12.2022 04:25
Voted for this task.
l
#7

Loonly

03.12.2022 07:56
Voted for this task.
CG
#8

Chris G

03.12.2022 13:17
Thanks kbtech, that could make it a quick fix!
Fs
#9

Fortunate

03.12.2022 17:05
Voted for this task.
m
#10

Michael

03.12.2022 17:54
Voted for this task.
k
#11

Karish

12.12.2022 01:39
Voted for this task.
JH
#12

Jabezz

24.12.2022 08:15
Voted for this task.

Votes: +9

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