list of trades impact on deleted strategies.
SQ I removing strategies because the orders are not filled . If the rules are met it registers it as a trade but the Action order criteria is not met so the order will never be filled and now it is discarded as a bad strategy which is not true. This I think is the main cause for SQ4 B5 find very few strategies.
Attachments
No attachments
-
Votes 0
-
Project StrategyQuant X
-
Type Bug
-
Status Fixed
-
Priority Normal
History
Votes: 0
© Copyright. All rights reserved. ProjectPanel.com
If you are saying that pending order is placed, but it is not filled and because of this SQ filters out this strategy as bad it is true.
The conditions were too strict. I changed it to filter out the strategy only if it has more than 90% unfilled pending orders from the total number of orders.