[Build 121] Lack of customer support/ MT 5 zero duration trades/QA and SQX supporting

I'm very sorry to read your dissatisfied post. We try hard to investigate all reports added by our customers, but as our software is very extensive and there are many reports, it is very hard to manage all the requirements in time. This is a very specific branch where programming skills but also the ability to make tests and investigate strategy behaviour in different trading platforms are needed. 

I personally investigated this problem and in build 121 the netting engine will be working better. I made some fixes around exit methods such as exit after bars, so it will be working properly in this upcoming release. 

I builded some strategies with different settings and tested its results both in SQ and MT5 and I got 100% matches. The way indicators and other parts of strategy logic works is the same as in hedging mode, so there should be no problems with this.

Straight to the reported issue - The thing is that netting mode is a special kind of trading environment where trades are managed differently than in hedging mode. 

Because of these differences, the trades made by a strategy must be interpreted in a little different way. I've spent a lot of time working on this kind of engine and comparing results with those in MT5.

I came to a conclusion that to be able to compare the trades between SQ and MT, I need to see every market entrance made by a strategy. For simple strategies that do not allow opening new orders when actively in a market position, it is simple and the tradelist could be made the same way as in hedging mode. But the problem is when the strategy for example sells some lots, then multiple times sells some more, then buys some etc. 

To be able to check this kind of behaviour correctly, there must be all of the market entries listed. And that's when the zero duration trades show up.

It is just to know when the strategy made some trade and for what price and volume. When SQ is checking the builded strategies, it seems weird to it and it marks the strategies as faulty because of this. 

We are thinking about ignoring this kind of check when using netting mode and we will definitely make some efforts to fix this issue in next releases.
For now I advise you to turn off the "zero duration trades" automatic filter, because otherwise none of the generated strategies will be saved.  

Thank you for your report. We will do our best to improve our support.

Best regards,

Tomas

If i switch off "too many trades closing at the same bar" I will receive curve fitted 'something' which I am afraid even test on MT 5.

https://www.screencast.com/t/5VPq8KF7F   ;  https://www.screencast.com/t/WXduhfxT6R ;

Added strategy and config file 

I tried your attached config and it seems to be fine. But the attached strategy is weird. It does only short orders with big SL and very little PT level. If you retest it using higher precision, it will never be profitable.

But those types of strategies can be very easily filtered out using crosschecks. For example the one attached would not pass "Retest with higher precision" cross check.

We will fix the automatic checks and do some additional tests with netting engine until next release. Do you need some further assistance?

I've built for 2 hours in netted mode on 30m and have only 6 strategies. https://www.screencast.com/t/54RRel46bY https://www.screencast.com/t/5qOb0oqfw ;

I've turned off "too many trades closing at the same bar' and 'zero duration trades'

I've also turned on "retest with higher precision'

Two of strategies looks weird in equity curve. Attached here  https://www.screencast.com/t/nt00tX1uns

Still I can not say that I am ready to use it on netted exchange and that netted mode is solid.

Can you help me and say why it is so hard to SQX to build a new strategies in netted mode?

Build121  

I loaded your attached strategies into Retester and found out there is a bug in MAE/MFE computation, so thank you, I haven't noticed this problem so far.

It's fixed and it will be working well in the next build. It was just a matter of bad dividing. After the fix, the curves look normal