Wrong Trades Symmetry

Long and Short Number of trades are the same.

Trades Symmetry would be 100%, but SQX compute it be 1%.


Please see screenshot.

Attachments
Trades_Symmetry.jpg
(265.73 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

RL
#1

rickliao

05.03.2019 11:35

Task created

o
#2

Enric

08.03.2019 08:26
Voted for this task.
MF
#3

Mark Fric

10.04.2019 14:45

Status changed from New to Waiting for information

can you please attach your strategy?


It might been some error in older versions of SQ, but if you retest it doesn't it compute Trade Symmmetry correctly?

RL
#4

rickliao

10.04.2019 15:29

Attachment Strategy 03968.sqx added

Attachment 2019-04-10 212708.jpg added

Attachment Strategy 04973.sqx added

I didn't keep that str file, but I just generated a new one which Trades Symmetry is 1%.

It's easy to find out incorrect strategies, set filter Trades Symmetry=1%, and you will see.




MF
#5

Mark Fric

12.04.2019 12:17

Status changed from Waiting for information to Fixed

ok, i found the error. When long and short trades were exactly the same, SQ set symmetry to 1 instead of 100%.

Votes: +1

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