<- Back to Tasks

[Build 117] End Of Day/Range

Hi,

here is an extract of the conditions for generating strategies (Build and Trading Option).

1) End Of Day / Range
After the overview "List of Trades" the trades with the indication "End Of Day / Range" are not closed correctly.
If you check the date, you will notice that it is on a "Sunday".
This does not match the entry conditions "exit friday".
Due to the fact that currently no RollOver is considered, it also falsifies profitability.

2) Export "List of Trades"
In the course of the test, it has also been noticed that the "CSV export" <Builder - Results - Export - CSV "does not work correctly (with or without comma seperation) -" View is default ".

The tick data comes from the integrated download "Dukas Copy"

Can you please check it?
Many Thanks.

best regards

Attachments

TradelistExport.csv

(58.57 KiB)

TradelistExport_transform_Date-Format.xlsx

(92.56 KiB)

TradelistExport.xlsx

(33.05 KiB)

Build on Trading Option.png

(15.30 KiB)

Votes +3
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

Hans

06.01.2019 19:45

Task created

geektrader

07.01.2019 00:39

Voted for this task.

mabi

07.01.2019 04:19

Voted for this task.

rickliao

07.01.2019 04:46

Voted for this task.

Tomas Brynda

07.01.2019 08:51

Status changed from New to Fixed

Hi Hans,

I checked your tradelist export and dukascopy data. The problem is that you set LTR and EOF exit time to 23:58, but the Friday data ends at 21:59.

Your exit time lies in a gap between Friday close time and Sunday first bar time. If there was a tick at 23:59, the trade would be closed, but there's not. The trades can't be closed earlier, because the first tick after your time comes on Sunday - see the attached screenshot.

If you want to eliminate the number of trades that close on Sunday, modify the exit time to 21:50 for example.

Concerning the tradelist export - there was a bug and I fixed it.

Thank you for reporting

Best regards,

Tomas

Tomas Brynda

07.01.2019 08:52

Attachment DataView.png added

Votes: +3