SQX 108 - Improver fails with error

Hi Mark,

I took an existing strategy and tried to improve just the exit rules, using the same settings and building blocks used to generate the strategy. SQX fails with this error message:

09:13:14 Initializing backtest data... 09:13:14 Loading backtest data for Main test - EURUSD_New_York_Tick / H1 09:13:14 Data loaded from memory 09:13:14 Created new batch of strategies, evaluating them... 09:13:16 All backtest data prepared 09:13:16 ----------------------------- 09:13:16 Loading data and starting test run... 09:13:16 Test run finished ok 09:13:16 Starting strategies generation... 09:13:16 Created new batch of strategies, evaluating them... 09:13:16 Strategy 0.0Strategy 0.0 - Error: com.strategyquant.tradinglib.generator.GenerateException: Bad configuration - No random block found for identifier 'RandomActionLong' referenced by 'EnterAtMarket->#StopLoss.StopLoss#' at com.strategyquant.tradinglib.generator.GeneratorBase.getIdentifiers(Unknown Source) at com.strategyquant.tradinglib.generator.GeneratorBase.getIdentifiers(Unknown Source) at com.strategyquant.tradinglib.generator.GeneratorBase.getIdentifiers(Unknown Source) at com.strategyquant.tradinglib.generator.Gene finished in 0.00 s. 09:13:16 Strategy 0.6Strategy 0.6 - Error: com.strategyquant.tradinglib.generator.GenerateException: Bad configuration - No random block found for identifier 'RandomActionLong' referenced by 'EnterAtMarket->#StopLoss.StopLoss#' at com.strategyquant.tradinglib.generator.GeneratorBase.getIdentifiers(Unknown Source) at com.strategyquant.tradinglib.generator.GeneratorBase.getIdentifiers(Unknown Source) at com.strategyquant.tradinglib.generator.GeneratorBase.getIdentifiers(Unknown Source) at com.strategyquant.tradinglib.generator.Gene finished in 0.01 s. 09:13:16 Strategy 0.5Strategy 0.5 - Error: com.strategyquant.tradinglib.generator.GenerateException: Bad configuration - No random block found for identifier 'RandomActionLong' referenced by 'EnterAtMarket->#StopLoss.StopLoss#' at com.strategyquant.tradinglib.generator.GeneratorBase.getIdentifiers(Unknown Source) at com.strategyquant.tradinglib.generator.GeneratorBase.getIdentifiers(Unknown Source) at com.strategyquant.tradinglib.generator.GeneratorBase.getIdentifiers(Unknown Source) at com.strategyquant.tradinglib.generator.Gene finished in 0.01 s. 09:13:16 GRID: Stopping build, job failures (exceptions) exceeded 70%! 09:13:16 Project stopped 09:13:16 Finished in 2s

I have attached my config file and the strategy. Can you please take a look?

Thanks,

Mike

Attachments

improve exit rules.xml

(1.17 MiB)

2018820Strategy 029545.sq4

(44.37 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

mikeyc

27.08.2018 10:21

Task created

mikeyc

02.09.2018 21:28

This is a real problem, it seems to be when you are trying to improve a strategy that originally had a SL and TP, but you want to find a better exit strategy, so you don't select SL and TP as exit blocks.

Can you please fix this. SQ3 used to allow strategies to be generated with SL and TP and then improved to use alternative exist strategies...

Mark Fric

06.11.2018 13:08

Status changed from New to Fixed

I found an error and fixed it. However, there was error also in yor config.

The startegy you attached had SL + TP. You specified to Replace exit rules in Parts to improve, but you didn' tselect SL and PT in the building blocks.

Votes: 0