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[SQ4 B9] Incorrect usage of Ask / Bid for Buy / Sell orders

SQ4 is using "Ask" for Buy *and* Sell orders, while it should use "Bid" for Buy orders and "Ask" for sell orders - please see attached screenshot.

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Untitled.jpg

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Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority High

History

geektrader

22.04.2018 01:39

Task created

geektrader

22.04.2018 03:23

Attachment Untitled.jpg added

Here is one more example where this is an issue (this time on the exit and that can make all the difference in the world especially on high spread pairs and during rollover).

Mark Fric

23.04.2018 07:34

Status changed from New to Confirmed

this is misunderstanding, the stop price is randomly generated from all the blocks that are allowed.

If you include Ask block, it could be used in the Long rule.

I'll add more detailed documentation about this with better explanation.

hankeys

23.04.2018 08:36

this is only where the pending order will be placed

geektrader

23.04.2018 23:10

I don´t think it´s a misunderstanding. To keep symmetry (if that is checked), all orders / entry / exits should be placed correctly on either bid or ask, depending on their direction (as explained above). This matters A LOT on high spread pairs and during rollover where spreads are generally high for a few minutes.

Mark Fric

24.04.2018 07:30

Status changed from Confirmed to Fixed

I fixed the opposite blocks, now it will create Bid vs Ask in Long vs Short rule

geektrader

24.04.2018 08:43

Superb :-)

Votes: 0