Serious issue with QuantAnalyzer dealing with pending orders

QuantAnalyzer has a huge problem with the way it deals with pending orders.


Here's the situation. An EA has a pending order feature for limit orders that are placed X pips away and the pending order has expiration time. IF the pending limit order is not triggered before the expiration time the order is removed. A pending limit order that is placed now could be triggered after 3 hours. QA shows the hourly winrate statistics completely wrong when using pending orders. IT looks at the hour at which a pending order was triggered/activated and shows those hours as succesfull or bad. But it could be that a pending order was placed 3, or 4 or 8 hours ago. So, the results shown by QA are completely misleading and wrong. While normal trades show immediate entry hours, pending orders data is shown of when the order was activated.


In the end I can NOT tell for the statistical results when my EA should open/place a limit order. QA only showing win/loss based on hour that the pending order was activated. This is totally useless and very misleading/WRONG.


Please, fix this in an urgent manner.

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  • Votes +1
  • Project QuantAnalyzer
  • Type Feature
  • Status Refused
  • Priority Low

History

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#1

anonymous

08.09.2017 23:27

Task created

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#2

anonymous

09.09.2017 18:01
So basically, when you think you are optimizing the hours of when pending orders can be placed, based on QA strategy report test,

you actually are looking at super random trade results of which you have no clue at what out those trades were placed (and should better be placed)?! This is awful. 

 

QA might show you that at 14.00 many trades were successful. So you filter out all other hours from your EA except 14.00 and run the backtest of the EA just to see you get terrible results.

Why such difference between day and night? Because QA was showing trigger times of the pending orders, while the pending orders were placed 4 hours ago. 


This is why QA and SQ are not suited for professional/serious EA builders. And it is more shocking that an employee did not even know the above problem and had to research it before confirm it is really the case.


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#3

anonymous

09.09.2017 18:20
I informed my group of algo-traders about this problem. 

We'll be waiting for the fix.

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#4

anonymous

13.09.2017 10:41

QA only read the data from the list of  trades.

MABI
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#5

anonymous

15.09.2017 13:56
lol. 
TT
#6

Tamas

27.11.2017 15:15

Status changed from New to Refused

QA works with backtest results loaded from the report.
E
#7

Emmanuel

20.12.2023 19:42
Voted for this task.

Votes: +1

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