Multicharts engine signal doesn't match

I have check the 60 minute data in SQ is same with MC. (In MC red bar is positive, and green bar is negative) 


But the curve looks different. Most other strategies with same setting works well. So is it a bug?



Attachments
sq curve.png
(74.72 KiB)
no singal.png
(125.11 KiB)
Strategy 31408 no singal.sqx
(36.75 KiB)
mc curve.png
(50.69 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

e
#1

eastpeace

09.05.2019 05:09

Task created

e
#2

eastpeace

09.05.2019 07:27

Attachment Strategy 412382 mismatch.sqx added

Attachment Strategy 412421 mismatch.sqx added

Attachment Strategy 412467 mismatch.sqx added

Attachment Strategy 412493 mismatch.sqx added

Attachment Strategy 412502 mismatch and reference bar error.sqx added

Attachment Strategy 412503 less trade.sqx added

Attachment Strategy 45537 less trade in mc.sqx added

And there some ohters, looks bad. most of them use atr in sl,trailing.
MF
#3

Mark Fric

10.06.2019 14:18

Status changed from New to Fixed

I found the problem there was a mistake in how Trailing stop and Move SL2 BE was handled for strategies wiht no StopLoss

Votes: 0

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