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[SQ4 B9] "Too many ambiguous trades" in "Automatic Filter" seems not be working in B9

Beta 9 is letting through strategies with 1000´s of ambiguous trades, although the "Too many ambiguous trades" in "Automatic Filter" is enabled (see screenshot).

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Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

geektrader

22.04.2018 02:16

Task created

Mark Fric

03.05.2018 16:08

Status changed from New to Fixed

it was recognized as bigger than 25% of all filled trades, not as absolute number.

I added additional condition that the number of ambiguous trades should not be bigger than 300.

Maybe it is still too big number. We plan make automatic dismissal conditions configurable, but it is not a priority right now.

geektrader

04.05.2018 04:12

Hi Mark,

I see, but 300? That is seriously too big. I do not allow more than 1% of trades to be ambiguous. Basically, you don´t really want any trade to be ambiguous.

Votes: 0