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ExitAfterBars

It seems this code follows each strategies even if it was not selected during Build. This effects the WFA since it by default seems to use all exits that are in the code. There for many "passed" WFA runs have exit after 1 bar which we know usually do not work very well.

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Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

mabi

02.07.2018 04:01

Task created

Mark Fric

02.07.2018 06:56

Status changed from New to Waiting for information

can you explain what exactly you mean? I don't understand.

Do you mean that ExitAfterBars is used in WF even if the strategy doesn't have it?

Can you attach some strategy with WF results here?

mabi

02.07.2018 07:46

Attachment 1.jpg added

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I meant that exit after bars is always included in the strategy even if it is un ticked. I noticed this already previously in other versions but I thought I was okey since it was set to =0. But now I think it is a problem. (Maybe it is the same with other exits I have not checked that.)

mabi

02.07.2018 08:44

Attachment 4.jpg added

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Only with SL and PT selected still have Exitafterbars rule included.

mabi

03.07.2018 16:04

Attachment 201871Strategy 3736.sq4 added

Attachment 201871Strategy 3837.sq4 added

Attachment 201871Strategy 31041.sq4 added

Attachment 201871Strategy 24928.sq4 added

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Mark Fric

04.07.2018 15:12

Status changed from Waiting for information to Fixed

Votes: 0