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Open Balance

Open balanses does not calculate correctly for some pairs like the ones containing JPY . Usdjpy tested one strategy with 125 pip fixed stoploss that had frekvent 10 times larger open balance .It is the same if loading one from SQx with MAE enabled it also show up wrong in max open balanse tab. Seems to be 10 times higher then the max stopploss in general for all UJ, GJ, EJ which is the ones i tested and actually deleted unessecary it seems now ..

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Votes 0
Project QuantAnalyzer
Type Bug
Status Fixed
Priority Low

History

mabi

09.11.2019 23:36

Task created

Tamas

16.01.2020 11:09

Status changed from New to Waiting for information

Attachment open balances.jpg added

Attachment open balances m1 data.jpg added

Did you set the correct point value / pips size when you loaded the report ?

For usdjpy it should be

Point Value 1000

Pip/Tick size 0.01

Please check the printscreens where you can see that I generated a strategy in SQX and then loaded it into QA and run Open balances.

The computed values MAE/MFE are the same as in SQX.

If you have still a problem with Open balances feature, share the report + m1 data + some printscreens where I can see the problem.

Tamas

03.02.2020 09:11

Status changed from Waiting for information to Fixed

Votes: 0