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SQX138: Edge Ratio doesn't work for stockpicker strategies

The Edge Ratio is always zero for stockpicker strategies - see attached screenshot. Attached are also the 3 first strategies from the screenshot. 


I checked that Edge Ratio is working fine for forex and futures strategies but not for stockpicker strategies.

I looked in the java code and suspect that order.ATROnOpen is 0 (not set).

Regards

Attachments
image-0.png
image-0.png
(27.53 KiB)
Strategy 1167.sqx
Strategy 1167.sqx
(35.68 KiB)
Strategy 1285.sqx
Strategy 1285.sqx
(36.51 KiB)
Strategy 1284.sqx
Strategy 1284.sqx
(27.28 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status New
  • Priority Normal

History

d
#1

Hamselv

12.01.2024 01:21

Task created

d
#2

Hamselv

12.01.2024 01:24
Voted for this task.
Votes: +1

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