SQX 111 - Fuzzy logic closes trades if % is less than 50% even with no exit rule
I have generated M5 strategies which use the trailing stop activation building blocks.
However, there are many trades that open a trade and then close it next bar, with a close type of Manual. There is no exit rule defined, so all trade exits should be SL.
See attached screenshot and strategy and config file.
Looks to me like there is something wrong with SQX to be manually closing trades after one bar...
-
Votes +5
-
Project StrategyQuant X
-
Type Bug
-
Status Fixed
-
Priority Normal
History
m
m
m
mikeyc
10.10.2018 20:58
Yes, it looks like if the fuzzy minimum is less that 50% the strategy closes the trade, even though there is no exit rule.
m
mikeyc
10.10.2018 20:59Subject changed from SQX 111 - Something odd with trailing stop activation? to SQX 111 - Fuzzy logic closes trades if % is less than 50% even with no exit rule
m
m
IH
m
mikeyc
15.10.2018 19:06
Is anyone going to look into this, because otherwise it means the "Fuzzy Logic" strategies are mostly unusable...
KL
KL
l
MF
Mark Fric
27.01.2019 16:07
I'll check this behavior. If there is an error it will be fixed in B118.
MF
Mark Fric
28.01.2019 15:04Status changed from New to Fixed
you were right., there was a mistake evaluating long exit fuzzy rule.
If there were no conditions in this signal it evaluated it to true.
Votes: +5
© Copyright. All rights reserved. ProjectPanel.com
LongExitSignal = FUZZY Logic. Variable is true if min 47 % conditions (0 out of 1) are correct:
- false
ShortExitSignal = FUZZY Logic. Variable is true if min 47 % conditions (0 out of 1) are correct:
- false