SQX export sq3 format_time in trade error

Time in trade value is wrong

Attachments
EURUSDFZD1H1L_Strategy 019133.sqx
(66.15 KiB)
EURUSDFZD1H1L_Strategy 019133.str
(228.50 KiB)
SQX_exportsq3_error.jpg
(254.10 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Low

History

y
#1

yusung

28.09.2018 14:27

Task created

y
#2

yusung

29.09.2018 02:16
I want to use QA4 to combine portfolios, but I found that the files imported from SQ4 are wrong in calculating the trading time and number of times, 


which will make the portfolio composition wrong. Please refer to the attached figure.

MF
#3

Mark Fric

29.09.2018 07:39

Priority changed from Normal to Low

Dw
#4

Diwi

29.09.2018 12:53
Voted for this task.
TT
#5

Tamas

29.09.2018 16:06

Status changed from New to In progress

TT
#6

Tamas

01.10.2018 13:03

Status changed from In progress to Refused

In SQ3 and QA are orders with close type expired/deleted/replaced marked as Time in trade 0.
y
#7

yusung

01.10.2018 14:58

Attachment SQX_QA4_different.jpg added

I understand~


QA4 is not listed as the number of trades for close type expired/deleted/replaced marked ,


This will affect the winning percentage and other statistics:


Is it possible to solve this limitation for SQX expiration strategies (like exit x trade...)?


TT
#8

Tamas

01.10.2018 19:23
Create portfolio right in SQX. There is a button Create portfolio in Databank.

Votes: +1

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