Bid Price in Exit Rules

I disable all Bid blocks I found,  but I still get strategies where Bid is used in Exit Rule, it is not used in Entry just Exits!


Attachments
2018-09-30 16_34_20-Window.png
(11.76 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

d
#1

DalFX

30.09.2018 22:36

Task created

d
#2

DalFX

30.09.2018 22:39
I accidentally created two tasks, sorry for that, could not find delete to get rid of one!
MF
#3

Mark Fric

01.10.2018 07:35

Status changed from New to Waiting for information

can you add also code for long exit rule? 


block is added automatically, if it is an opposite block to some block used in opposite rule.


Bid is opposite to Ask, so if you use Ask in Long exit, then Bid will be used in Short exit.


If you want to change the opposite blocks, you can do it by editing /user/settings/OppositeBlocks.csv - you can specify that Ask opposite is not Bid, but Ask, and Bid opposite is Bid.


The format of the file is:

Block;Opposite block

d
#4

DalFX

01.10.2018 12:23

Attachment 2018-10-01 06_15_06-Window.png added

Attachment 2018-09-30 16_34_20-Window.png added

Mark


I found what is problem, not sure if that is bug or is just how should work!

It is connected to Parabolic SAR block I checked Java source for block , that blocks is using Bid price in block logic!

Because I'm doing  two chart strategy, main chart is Renko and second chart is Daily.

It runs SAR on Daily but Bid is from Renko chart that does not have tick information only OHLC.


Anyway for now I disabled SAR and everything is ok, non of generated strategies is using Bid any more!




MF
#5

Mark Fric

01.10.2018 14:35

Status changed from Waiting for information to Fixed

ok, the problem was probably not in Parabolic SAR, but with he configuration of blocks - I'd be able to see it for sure if you'd attach your build config.


But ParabolicSAR by default doesn't use Bid in any comparison. Bid could have been maybe used if there was no other price block to choose from in comparison.

But it still shouldn't be used if you don't have Ask and Bid checked for usage.

d
#6

DalFX

01.10.2018 15:20

Attachment 2018-10-01 09_18_21-Window.png added

Attachment RenkoMultiChartMarketE.xml added

Hi Mark


There is config and screenshot of Java source for SAR, you can see there that Bid is used in Java portion!


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