Max Shift Multicharts Start Range Bug

This is a continuation of the issue:

https://roadmap.strategyquant.com/tasks/sqp_0060

After more debugging and upgrading to latest 124 build I can confirm that there is an issue.

Issue:
Shift starts from 1 instead of 0 for most of indicators if conditions are met.

Conditions:
Multicharts engine selected

Max shift is bigger then 0

Affected:
All indicators except candle indicators such as Close[0],  Open[0]
This bug might affect other engines too, I haven't tested them.

Attachments
No attachments
  • Votes +3
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

KP
#1

CooleRnax

06.09.2019 17:35

Task created

KP
#2

CooleRnax

06.09.2019 17:35
Voted for this task.
e
#3

eastpeace

24.10.2019 08:31
Voted for this task.
e
#4

eastpeace

24.10.2019 08:55

Attachment Strategy 134338.sqx added

Attachment Strategy 141292.sqx added

Attachment Strategy 146263.sqx added

Attachment Strategy 43357.sqx added

Attachment Strategy 412243.sqx added

Attachment Strategy 426313.sqx added

Attachment Build i shift0.cfx added

Interesting issue.


I have tested this.  We can set shift as 0 in Mulicharts because the entry bar is the next bar after the signal bar. 


I have checked this post,


https://roadmap.strategyquant.com/tasks/sqp_0060


Mark said the SQ will allow shift start from 0 when it use Multicharts engine. 


But it never generates the strategies with indicators shifted 0 when the lookback period is 5 or 10.


 I try to set the max lookback period as 0. SQ can generate many strategies with indicators shifted 0 to 1.


So the global setting can't set the lookback period bound? Shift 1 is the default choice?



RL
#5

rickliao

25.10.2019 10:20
Voted for this task.
RL
#6

rickliao

25.10.2019 18:15

Attachment 2019-10-25_235618.jpg added

It seems even use 0 option, it's still no generated strategies with 0.

For me, I don't use 0. It's risky for indicators and strategies, but maybe some users like to use 0


For example: if I use a function: Highest(High,10)[0] for breakout strategies, that would be not working.

It has to be Highest(High,10)[1] , so that can be working.


If possible, add a Min. option with Max. option as a range for Global Lookback period(Shift).

So users can choose to use 0 or not.



e
#7

eastpeace

01.11.2019 18:00
Rickliao's advice sounds good.
e
#8

eastpeace

25.05.2020 10:29
Hope this issue can be solved this time.
MF
#9

Mark Fric

27.05.2020 10:37

Status changed from New to Waiting for information

Attachment shift0.jpg added

I don't understand this issue. When I start this build it generates many strategies where shift = 0 for indicators.


When I load the attached strategies almost ALL of them use Shift==0 in indicators. So please explain better where the problem is.

KP
#10

CooleRnax

27.05.2020 11:17

I'm not sure about the latest builds

But in previous builds including 126

if you select max shift bigger then 0

I didn't get any zero shifts for all indicators

except for candle indicators such as Close[0], Open[0]

MF
#11

Mark Fric

27.05.2020 12:14

Status changed from Waiting for information to Fixed


Votes: +3

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please