Compatibility with SQ3 strategy files - Re-testing SQ3 strategies

When loading exported strategies from SQ3 into to SQX for retesting in SQX Retester, all strategies come accross OK (code wise)
however when you run a back test on the same market using the same data and same data precision  with all cross check settings off on the strategies
 I get these two errors on many strategies: 'Too many trades closing on same bar', and others with 'strategy problem: no trades'

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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

t
#1

traderNT

01.08.2018 16:52

Task created

MF
#2

Mark Fric

13.08.2018 14:55

Status changed from New to Waiting for information

there are some filters in SQ X that were not in SQ 3. Also, the tsrategy handling is slightly changed. 


Could you post a few SQ3 strategies here for each of these errors?

t
#3

traderNT

15.08.2018 15:10

Attachment EURUSD_dks H1 TF p1.zip added

Attachment EURUSD_dks H1 TF p2.zip added

Attachment EURUSD_dks H1 TF p3.zip added

Mark,


Thank you for taking the time to consider this issue, here is an example of strategies that produce results in SQ3 but in SQ4 most (90%) come up as 'no trades'

Please keep this open as I need to post the ones that say 'too many trades closing on same bar', I will post these soon as I get the chance (over this weekend)


Kind Regards

Paul

MF
#4

Mark Fric

15.08.2018 18:56

Status changed from Waiting for information to In progress

t
#5

traderNT

18.08.2018 16:11

Attachment TMTCatSB GBPJPY_H1.zip added

I have added the 'too many trades closing on same bar' error, note this was built in SQ3 for GPYJPY H1 timeframe and then imported and re-tested in SQ4 (same symbol, same TF, same resolution). The error that comes up is 'Too many Trades Closing at Same Bar' Error.

Let me know if you require more examples.


Really appreciate your help

Thanks and Kind Regards

Paul

MF
#6

Mark Fric

23.08.2018 09:14

Status changed from In progress to Fixed

Attachment too_many.png added

I found a bug in import of old strategies to SQ X, it will be fixed in the next build.


As for the problem with "too many trades closing on same bar" - it is correct warning. You didn't see it in SQ3, because it didn't have this check.

But the usual reason for this warning is that strategies have too small stop loss, and they really end at the same bar.


This message doesn't mean that the startegy is bad, it is only a warning that this situation happens.


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