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Is there a reason for this? LongExitSignal = True; ShortExitSignal = True;

LongExitSignal = True;

ShortExitSignal = True;

Is this a bug? Do we need this to occur ever? I think we want them to be false always sometimes but... why true always sometimes?

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Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

bentra

03.08.2019 03:10

Task created

kainc301

03.08.2019 03:38

Can you post the full strategy rules so that this can be given more context? An sqx file is also beneficial

bentra

03.08.2019 03:42

Attachment Strategy 05-always-exit-bug.sqx added

Attachment Strategy 05-always exit bug 2.sqx added

Attachment always-exit-big-settings.cfx added

Sure here's a couple and also my settings. Maybe it's my settings, Im getting a lot of them actually.

hankeys

03.08.2019 09:04

i think that this only means, that no filtering of entry is made in the strategy....something like you set conditions to 0

but for SQX strategies this means, that they will be LONG only

with condition set to 0 you can generate symmetrival strategies only with SQ3 type of entry

bentra

03.08.2019 09:29

hankey, Exits not Entries. Exits always true seems like nonsense. You're right though I had conditions 0 as a possibility but I'd expect exits to always be false not true.

Mark Fric

06.08.2019 08:20

Status changed from New to Refused

strategies are generated randomly, so it can happen that it will generate conditions that don't make sense.

There is no way to check every possible thing. It is "checked" when strategy is backtested, strategy with bad rules will not work.

bentra

07.08.2019 00:49

Weird I thought I was getting a very high amount of these in particular but I can't reproduce it now.

Votes: 0