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[122] bug with build strategy in CFD strategy

Dear SQ team

************see #6 I find this the bug.***************

I use my own CFD data to crate Strategy in SQX below, data source from Hisdata and I just download it change the GMT time and datatime format to suitable SQX datamanager.
https://mega.nz/fm/2ldDRbCA

But I find that there are so many symbols will failed to crate strategy because always happen "too many trade close at the same bar"
According to the list of trades I find those symbols always entry order and close order at the same time.
NSXUSD(US100)
UDXUSD(US30)
SPXUSD(SP500)
WTIUSD(USOIL)
BCOUSD(UKOIL)
XAGUSD(XAGUSD)
GRXEUR(UK100)
Then I check the pseudo code with strategy, I can't confirm the reason is history data or SQX..
So, can you help me to check it, thank you.
attachments are my data and instrument manager setting and my build config (I use project to crate it)
if any others information you need please tell me thank you.

Attachments
2019-07-18_104615.png
2019-07-18_104615.png
(48.38 KiB)
0_CFD_B.cfx
0_CFD_B.cfx
(52.58 KiB)
2019-07-18_104603.png
2019-07-18_104603.png
(58.34 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority High

History

SC
#1

fxchess

18.07.2019 04:48

Task created

h
#2

hankeys

18.07.2019 07:48
the problem lies in your data settings, i take a quick look and have more questions than answers...


- why are you using histdata not dukascopy one?

- are you aware that indices as CFD instruments differs a lot through the brokers, different trading hours, specifications...you need to set your data nearest to your broker. Trust me i know what i am talking about, i am trading indices for 2 years by SQ strategies and took me months to figure everything out

- start with DAX...why you set it as 0.01/0.01, spread 420 + commisions? doesnt make sense to me...and i can continue with every market you choose


its not simple and you need 100% to know what you are doing, if not...no strategies, or strategies will be trading differently on real account

SC
#3

fxchess

18.07.2019 08:08
about your question


- why are you using histdata not dukascopy one?

Because CFD data from dukascopy has so many gap with it, so I use hisdata


- are you aware that indices as CFD instruments differs a lot through the brokers, different trading hours, specifications...you need to set your data nearest to your broker. Trust me i know what i am talking about, i am trading indices for 2 years by SQ strategies and took me months to figure everything out


Yes I know , so I focus on CFD data also for 2 years at the begin I use dukascopy data but I find so many gap with it , So I change to use the data from hisdata and I also change it to my GMT time to match my broker.


- start with DAX...why you set it as 0.01/0.01, spread 420 + commisions? doesnt make sense to me...and i can continue with every market you choose


"doesn't make sense" no, because this setting was from my broker.  I set it from the Marketinfo function in MT4.


SC
#4

fxchess

18.07.2019 09:49
BTW the way, is that possible reason with I just copy the history from the SQX folder path \user\data to another SQX directly, not re-import to the second SQX.(in different computer)

Because I build strategy well in my first SQX( which history data I import directly not copy)

SC
#5

fxchess

18.07.2019 10:59

Attachment 2019-07-18_165804.png added

Attachment 2019-07-18_104615.png added

I build strategy with in 2  SQX with the same setting and the same history data but one of them will always produce 

no trade or too many trades closing at the same bar.

Is that normally?


SC
#6

fxchess

18.07.2019 11:38

Attachment 2019-07-18_173808.png added

Attachment 2019-07-18_173642.png added

I think maybe I find the reason.

The history data is ok.

But if I chose data only in Builder page it will happen this error, I need to select data in setting page and make sure the price chart plot well.

It will be fine.

So, maybe this is a bug in SQX.


SC
#7

fxchess

18.07.2019 11:40

Subject changed from [122] Very strange with build strategy in CFD strategy to [122] bug with build strategy in CFD strategy

Description changed:

Dear SQ team

************see #6 I find this the bug.***************

I use my own CFD data to crate Strategy in SQX below, data source from Hisdata and I just download it change the GMT time and datatime format to suitable SQX datamanager.
https://mega.nz/fm/2ldDRbCA

But I find that there are so many symbols will failed to crate strategy because always happen "too many trade close at the same bar"
According to the list of trades I find those symbols always entry order and close order at the same time.
NSXUSD(US100)
UDXUSD(US30)
SPXUSD(SP500)
WTIUSD(USOIL)
BCOUSD(UKOIL)
XAGUSD(XAGUSD)
GRXEUR(UK100)
Then I check the pseudo code with strategy, I can't confirm the reason is history data or SQX..
So, can you help me to check it, thank you.
attachments are my data and instrument manager setting and my build config (I use project to crate it)
if any others information you need please tell me thank you.

MF
#8

Mark Fric

19.07.2019 15:09

Priority changed from Normal to High

MF
#9

Mark Fric

22.07.2019 10:45

Status changed from New to Fixed

there was a bug when computing Bars in trade for strategies in Tradestation / MultiCharts engine, it is fixed.
Votes: 0

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