B114: SHIFT param is gone

globální nastavení pro posun zmizelo v novém buildu
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  • Votes +5
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority High

History

h
#1

hankeys

16.11.2018 16:36

Task created

IH
#2

clonex / Ivan Hudec

18.11.2018 09:35
Voted for this task.
MF
#3

Mark Fric

18.11.2018 16:53

Status changed from New to Waiting for information

yes, I removed it because it was misused. I saw user-generated strategies where blocks had shift value of few hundreds, it doesn't make any sense.

It is now set automatically to use shift in range from 1 to 3 bars back.


If there any need why you want to configure it more than this?

h
#4

hankeys

19.11.2018 08:08
Voted for this task.
h
#5

hankeys

19.11.2018 08:10
já bych třeba rád používal rozsah 0-10, takže za mě bych to vrátil zpátky a pokud někdo nastaví víc jak 10, tak vyskočí warning, že to není vhodný a pouští se do blbostí


a co ten shift 0 - aktuální svíčka? ten asi není rozumný používat, protože jak se svíčka vyvíjí, tak se mohou měnit podmínky

KL
#6

kainc301

19.11.2018 16:55
@Mark Frick Please allow a user manipulatable value for the shift instead of a default range. Agreed a few hundred is a ridiculous value. Instead, I would like to set a max shift value and let SQ figure out the optimal parameter.
KL
#7

kainc301

19.11.2018 16:55
Voted for this task.
mp
#8

Michele

19.11.2018 17:39
Voted for this task.
g
#9

geektrader

20.11.2018 06:26
Voted for this task.
g
#10

geektrader

20.11.2018 06:28
Please bring this back on, I have several GOOD strategies that use a shift of up to 500 for some indicators (for example RSI Period 157 with shift 375 is in one of them and this is a very profitable strategy) and they still make money nowadays on live accounts.


I also have another strategy which compares a moving average with period 326 and a shift of 467 to a moving average with period 35 and a shift of 60 and this makes money as well since a while.


Limiting the shift like this also effectively kills price based strategies (e.g. Open[100] > High[20]) as they use the "Shift" value instead of the Period value to determine their positions as I´ve seen in the building block parameter sections for these.


So removing this doesn´t help anyone and if people want to create strategies with such a big shift, you should let them do so, even if you don´t think it makes sense to you, such strategies work - and I can proof it. Thanks :-)

MF
#11

Mark Fric

20.11.2018 07:31
we wil put it back, but Shift will be limited to maximum 10 bars back. It makes no sense to use shift of few hundreds.


As for your profitable strategies - I believe that the conditions with this high shift don't have any effect on the performance. RSI 375 bars ago almost surely has no relation to what is happening on the market now.

h
#12

hankeys

20.11.2018 08:00
let the shift be back with no limitations, default settings 1-10, and if someone put higher value, let the warning be displayed, that its not recomended to look too much to the past. And everyone could choose whatever
MF
#13

Mark Fric

20.11.2018 09:03

Attachment shift_warning.png added

muzes to jeste udelat podle screenshotu? povolit max hodnotu do 500, ale pokud bude nad 10 tak zobrazit tento warning.


Na to generovani period se podivam, pak muzes tento task zavrit.

TB
#14

Tomas Brynda

20.11.2018 09:57

Status changed from In progress to Fixed


Votes: +5

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