SQX 107 - Builder/Tester - big last order drawdown (I am not sure it is a bug.)

SQX build 107

See attached file. In Builder and after in Tester (especially when I tested strategies at higher/lower basic TF - multitimeframe strategies). I see big last order drawdon. It seems to be due end date of retest/bulder force close open order outside of strategy rules. I see this in builder too at basic M15, but not so spectacular as in retester  during test at higher M30 timeframe. Printscreens are for strategy 2.31.8. See the details in red ellipses.


Vladimir Todt
Attachments
Last order too big DD in retestStrategy 257.sq4
(34.10 KiB)
Last order too big DD in retestStrategy 2318.sq4
(36.65 KiB)
Last order too big DD in retestStrategy 213411.sq4
(32.05 KiB)
Last order too big DD PCSQX7 107 XAUUSDM15H1H4 Limit shift 1_5 SSaHL GEN min 7_3_50000 RDDw2NPw1SQNw1.xml
(24.11 KiB)
SQX 107 Retest big last order DD.png
(144.78 KiB)
Last order too big DD in retestStrategy 21386.sq4
(35.18 KiB)
SQX 107 Retest big last order DD list of trades.png
(242.79 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

t
#1

todtv

29.07.2018 20:40

Task created


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