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.
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?
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.
Status changed from New to Waiting for information
Attachment shift0.jpg added
When I load the attached strategies almost ALL of them use Shift==0 in indicators. So please explain better where the problem is.
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]