[SQ4 B8] Odd / Faulty / Unlogic strategy (attached)
Please see the attached strategy, it seems very unlogical as the graph shows completely in red which usually indicated a drawdown, just that it affects the whole chart in this case - but the equity curve is actually raising, as you can see. Also, it says to have a stability of 0.9X, while the choppiness of the equity curve clearly cannot have such a high value. And at last, it only shows 470 trades on the equity chart, while the trade list has more than 2000.
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Votes 0
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
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MF
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geektrader
21.03.2018 22:52
Yes, the stagnation over the whole chart does not seem to be right, because it is in fact going up overall, so it should not be red for the whole chart.
Stability: I can send you the data if you want? I just was wondering to see such a high stability number for such a choppy equity curve.
Trades: right, I missed that one, it´s pending orders vs executed orders on the chart, all good :-)
MF
Mark Fric
22.03.2018 07:36
if you could send me the data it would be great, I can look at computation of stagnation and stability on the same data as produced these errors.
Because it was tested on Selected timeframe precision, I need only H1 data, they shouldn't be very big.
MF
Votes: 0
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Stability - I checked it, but cannot find anything wrong with the algorithm. I cannot verify it, because I don't have the same data as you.
Number of trades - it is because most of the trades are pending orders that are never filled. You see only filed orders in equity chart.
Could you send me H1 data from 1986, so I can test it on exactly the same data as you have? Or where do you have them from?