Allow duplicate trades = true does the same as false

When setting allow duplicate trades = true as fixed it does exactly the same as if it were false. At least the way I understand it the strategy should keep doing orders while it is on a trade however it does not. Neither the pseudo code show whether allow duplicate trades is true or false. 
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  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

m
#1

Martin

03.12.2018 07:41

Task created

m
#2

Martin

03.12.2018 07:45
Voted for this task.
g
#3

geektrader

19.12.2018 03:42
Voted for this task.
TB
#4

Tomas Brynda

28.12.2018 10:09

It should be working, it allows multiple positions to be opened at the same time. It can be best perceived on market strategies.


If you have some strategy that behaves strangely, please attach it and I will take a look at it.

m
#5

Martin

31.12.2018 11:28

Attachment ORDERS.jpg added

Attachment Strategy 05718.sqx added

I haven't tested the market systems, but it is very clear to see how in the limit or stop order systems this doesn't work properly. At least the way I understand it if this option is activated while you have an open trade it would have to continue to place orders, to see that this is not so attached a strategy whose condition of orders is always true and whose trades last multiple bars, removing the option not to store orders these are the results. If you could please add the possibility to see if a strategy has this option as false or as true in the pseudo code it would be great in order to generate strategies with this condition in random and not have to force it to true or false to know.
TB
#6

Tomas Brynda

10.01.2019 14:05

Status changed from Waiting for information to Fixed

Attachment params_edit.png added

Attachment tradelist.png added

I looked into your strategy config and this strategy (Strategy 05718.sqx) doesn't have duplicate trades allowed. 


I modified its parameters (shown in a screenshot params_edit.png) and started retest. Then in a resulting tradelist I can see that multiple positions were open at the same time (screenshot tradelist.png). 


Please try to modify the parameters as I did and retest the strategy. Then you shouls see that the strategy behaves as expected.


If you still have some problems, let me know.


On your suggestion, the duplicate trades option will be stated in Pseudo code to make it easier.


Votes: +2

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