[124] MultiCharts logic generation bug

I use this engine to generate strategies.
I haven't seen for a while any different logic except this in comparison with metatrader 5 engine.
I think there might be a bug in the logic generation.


if LongEntrySignal


if (ShortEntrySignal
   and Not LongEntrySignal)
   
if ((LongExitSignal
   and Not LongEntrySignal)
   and (MarketPosition("Any", MagicNumber, "") is Long))
   
if ((ShortExitSignal
   and Not ShortEntrySignal)
   and (MarketPosition("Any", MagicNumber, "") is Short))

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  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

KP
#1

CooleRnax

16.09.2019 05:10

Task created

KP
#2

CooleRnax

16.09.2019 09:17
Voted for this task.
MF
#3

Mark Fric

23.09.2019 15:00

Status changed from New to Waiting for information

can you be more specific?


where is the bug exactly? I don't see anything bad in this logic.

KP
#4

CooleRnax

23.09.2019 15:16
In MetaTrader5 engine I saw several logic types.

But in Multicharts I see same logic over and over again.

I'm missing other logic types, because it leads to less diversified portfolio.

For example I saw different logic like this in MetaTrader5:


if LongEntrySignal
   and Not ShortEntrySignal
   and Not LongExitSignal)


if (ShortEntrySignal
   and Not LongEntrySignal

   and Not ShortExitSignal)

if ((LongExitSignal
   and (MarketPosition("Any", MagicNumber, "") is Long))
 
if ((ShortExitSignal
   and (MarketPosition("Any", MagicNumber, "") is Short))

MF
#5

Mark Fric

24.09.2019 13:40
sorry, but I see the same logic in all the engines. The exact logic depends on the strategy. 


The same strategy shoudlk have the same logic in all the engines.


If you have strategy that has different logic in different engines please attach it here in .sqx format

KP
#6

CooleRnax

24.09.2019 14:33
The problem is not different logic in the same strategies over engines.

The problem is same logic in all strategies generated by MultiCharts engine.

MF
#7

Mark Fric

24.09.2019 14:40
the logic depends on strategy. The version of logi:

if LongEntrySignal
   and Not ShortEntrySignal
   and Not LongExitSignal)


if (ShortEntrySignal
   and Not LongEntrySignal

   and Not ShortExitSignal)

...


was from older strategy template, and if you generate MultiCharts code for it you'll see the same logic also in EasyLanguage.


The newest strategy architecture that is used in the latest SQ X builds is this:

if LongEntrySignal

if (ShortEntrySignal
   and Not LongEntrySignal)
   
if ((LongExitSignal
   and Not LongEntrySignal)
   and (MarketPosition("Any", MagicNumber, "") is Long))
   
if ((ShortExitSignal
   and Not ShortEntrySignal)
   and (MarketPosition("Any", MagicNumber, "") is Short))


There are no variations, unless you use your own strategy template.

KP
#8

CooleRnax

24.09.2019 14:55
I got it.

Have you considered dynamic logic generation using predefined templates?

I think It if can help to achieve better diversification.

KP
#9

CooleRnax

24.09.2019 14:57
You can create several logic templates and choose it randomly.
MF
#10

Mark Fric

10.10.2019 14:04

Status changed from Waiting for information to Refused

your suggestion if feature request, we haven't considered it. 


But it is possible to make something like this using custom projests - you can have for example 3 Builder tasks one after each other, each using its own template, and storing strategies to the same databank.


Votes: +1

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