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Total trading months calculated incorrectly

From 2006 to 2016 many months no trading

But Total Trading Month shows 172 is incorrect

Please look up my attachment then fixed it thanks

Attachments

1580134408059.jpg

(272.21 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

Ronen

27.01.2020 15:15

Task created

hankeys

27.01.2020 15:29

if i am right and see some of your strategies - i cant tell that they are not trading - they are holding positions for years

is it right? if so - are they trading or not?

Tamas

21.02.2020 10:01

Status changed from New to Waiting for information

Can you attach the strategy ? As Hankyes sayd, it looks that your strategy is holding positions for years ...so it is trading for a lot of months

Ronen

24.02.2020 15:10

Attachment 1582553004023 TTM INCORRECT.jpg added

For this example :In 2010

Real TTM(Total Trading Months)is 5(Jan, Feb,Oct,Nov,Dec), only 5 months have trading orders,No any trading in other month, but the table show value is 12(so is incorrect)

Ronen

24.02.2020 15:53

Attachment Strategy 111162.sqx added

Attachment Strategy 473183.sqx added

these are my example strategies

Ronen

25.02.2020 18:54

Subject changed from Total trading months calculated incorrect to Total trading months calculated incorrectly

Mark Fric

16.04.2020 15:06

Status changed from Waiting for information to Refused

computation is correct, the strategy has open position all the time. In the monthly results you see only closed trades, not the open ones.

Votes: 0