B120 Crucial trading options limits bug + other minor bugs

-Attached strategy(USDJPY daily with dukascopy data) and configuration of search, in the tests that I have done when it is established stoploss by indicators are not respected the limits established in trading options. Clearly, the 300 pips stoploss limit is not respected. When exporting the systems, the limits are not respected in the real market, neither the stoploss limit nor the take profit limit. 


-As for the search configuration as you will see, the automatic filter of many open trades is not active, however a system percentage is rejected by that filter...


-When searching for strategies that use multiple charts, it is not possible to calibrate indicators automatically, it is necessary to put the search in simple strategy to calibrate them and then return to multiple.

Attachments
Build.cfx
(24.74 KiB)
Strategy 021733.sqx
(36.72 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

m
#1

Martin

15.04.2019 11:00

Task created

MF
#2

Mark Fric

16.04.2019 08:53

Status changed from New to Refused

1. max pips limits on SL/PT are not applied when SL/PT are based on indicators, only when they are pips/ATR based.

So it is not a bug, more a feature request - if this shoudl work also on indicator-based SL/PT.

I created a new feature task for it: https://roadmap.strategyquant.com/tasks/sq4_4633


2. too many open trades is an automatic filter that is always watched - it is triggered when the strategy opens more than few hundreds of open trades in parallel. I guess we should not have it configurable, because it is always on.

This is a protection, strategy cannot have more opened trades than some (quite high) limit. 
When you generate strategies with SL/PT based on indicators I guess in many cases SL/PT is never triggered and the trade will be left open infinitely.



3. calibration works only on main chart, but you can run it also when you have multiple charts. Do you have any problems with it?



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