[RC3] ATM Scaling Out Doesn't Work

ATM Doesn't work, I've attached the strategy and how it looks on Trades on Chart.
Attachments
Screen Shot 2023-05-21 at 142719.png
(547.84 KiB)
Atm.sqx
(43.63 KiB)
  • Votes +3
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

CG
#1

Chris G

21.05.2023 20:29

Task created

CG
#2

Chris G

21.05.2023 20:29
Voted for this task.
BT
#3

EndUser

21.05.2023 23:37
Voted for this task.
E
#4

Emmanuel

22.05.2023 03:27
Voted for this task.
TT
#5

Tamas

24.05.2023 12:04

Status changed from New to Waiting for information

Attachment image-0.png added

image-0.png
(484.67 KiB)
Hello Chris,  I've tested your scenario, and it works fine on my side.


Can you please go to Tradelist tab, sort trades by Open time and highlight the problematic trades ?

CG
#6

Chris G

24.05.2023 15:01

Attachment Screen Shot 2023-05-24 at 085741.png added

Screen Shot 2023-05-24 at 085741.png
(888.92 KiB)
The problem I see here is Exit #2 is not triggered here.
TT
#7

Tamas

24.05.2023 18:01

Attachment image-0.png added

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Attachment image-2.png added

image-0.png
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image-2.png
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image-1.png
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It looks suspicious.


Can you please save Retester config file + the problematic strategy and share it with me ?


I am curious about MM and ATM tab. 


When I apply settings from ATM.sqx I get an error

Error: Minimal ATM exit size equals to your fixed size in Money Management, but you have multiple ATM exits. This means it is not possible to use more than one exit !, in setting: Money Management / ATM settings


It means that lot size on MM tab must be set minimally to 0.2. In your case it is 0.1 ???


Please check the attached printscreens for better understanding.

CG
#8

Chris G

24.05.2023 18:12
Yeah, now this is working. I didn't know that I had to double the amount on fixed size to 0.2.

Thank you very much!

TT
#9

Tamas

24.05.2023 18:20

Status changed from Waiting for information to Fixed

Attachment image-0.png added

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Ok, great :)


But as I mentioned in my last comment, it should throw an error when you start the project like on my printscreen.

I will check the code what could be wrong.


Thanks for reporting the bug.

CG
#10

Chris G

24.05.2023 18:41

Attachment Screen Shot 2023-05-24 at 123914.png added

Attachment Screen Shot 2023-05-24 at 123920.png added

Attachment Atm 2.sqx added

Screen Shot 2023-05-24 at 123920.png
(47.11 KiB)
Atm 2.sqx
(6.06 KiB)
Screen Shot 2023-05-24 at 123914.png
(228.86 KiB)
Found another one thing here:

If I add exit rule, it leaves an error. Could you check what's going on?

?
#11

anonymous

25.05.2023 10:22

Attachment image-0.png added

image-0.png
(588.87 KiB)
I have modified the code to return correct error messages. 

For strategy from your last comment it returns me error "Cannot get ATM settings - ATM Exit #2 - Exit level not defined"


There must be some bug in UI. Please edit ATM Exit 2 and select one of the available Exit levels.


Votes: +3

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