custom block problem

i have made this simple custom block, where i want to define 2 parameters



1. problem - for highest/lowest indicator i cant set the variable - i can choose only hardset period
2. even if i set the period (5) and the custom block looks OK, the building will not start and this error occurs


16:17:42 GRID: Stopping build, job failures (exceptions) exceeded 70%! 16:17:42 Strategy 1.0.3 - Exception in backtest: Instrument info for symbol '0 doens't exist - in 0.14 s. 16:17:42 Strategy 1.0.1 - Exception in backtest: Instrument info for symbol '0 doens't exist - in 0.15 s. 16:17:42 Strategy 1.0.2 - Exception in backtest: Instrument info for symbol '0 doens't exist - in 0.14 s.

Attachments
bars.jpg
(40.33 KiB)
  • Votes +3
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

h
#1

hankeys

31.05.2020 18:23

Task created

h
#2

hankeys

31.05.2020 18:23
Voted for this task.
e
#3

eastpeace

02.06.2020 07:32
Voted for this task.
h
#4

hankeys

03.06.2020 21:03
it could be done by change the "bars" from int to period


but there is an issus - period parameter doesnt have the MIN MAX and STEP - so period is only constant number

h
#5

hankeys

03.06.2020 21:09
and even if i set the period to 14 and came to custom blocks settings in builder - this value is not there - its still using MIN PERIOD and MAX PERIOD from the basic settings
h
#6

hankeys

04.06.2020 07:49
and another issue is that - why the opposite block (sell one) cant be written from scratch right as i am writing the buy one - i can make opposite only from existing building block or make a new one


but if i want to have building block for example BUY MOMENTUM i need to have for opposite for example SELL MOMENTUM - so for long i will be using buy momentem, for the sell - the opposite sell momentum, so far so good


but SELL MOMENTUM is on another row so i need to set also opposite for this row - buy momentum - and SQX will be trying to make also buy as sell momentum and sell for buy momentum

h
#7

hankeys

04.06.2020 14:21

Attachment chart.jpg added

chart.jpg
(169.80 KiB)
and another one - imagine that i have 40 custom blocks made from DAILY ohlc building blocks - is there any easy way how to convert all of those building blocks to WEEKLY or MONTHLY ohlc building blocks


because parameter "chart" can have only one value and it cant be parametrised



Dw
#8

Diwi

07.06.2020 13:26
Voted for this task.
TB
#9

Tomas Brynda

09.06.2020 12:34

Status changed from New to Waiting for information

To summarize things up:

  1. Period parameter - OK / feature request to be able to set min/max/step in period parameters
  2. Builder uses its predefined range for period - you can set the range in building blocks by customizing the parameter values of your custom block
  3. Opposite blocks - We've decided to create opposite blocks as individual blocks. I think it is OK this way, you can use the function Negate from opposite block for simple blocks and it will be negated automatically
  4. You can't convert daily blocks to weekly or monthly, these are special blocks for a specific timeframe
  5. Problem with build not starting - please attach you custom blocks, I will check that

Best regards,

Tomas

h
#10

hankeys

09.06.2020 12:45
the problem with no running builder is because of the "convert to pips" try it - and try them both


and about the closedaily, its obvious that i want to use only CLOSE where chart will be set as param - daily, weekly, monthly

TB
#11

Tomas Brynda

09.06.2020 13:15

Status changed from Waiting for information to In progress

Attachment screen.png added

screen.png
(15.75 KiB)
There is no option to parametrize the chart type - daily/weekly/monthly. The chart depends on the current settings of Builer/Retester etc. 

The only way is to create individual blocks for each type. You can duplicate the blocks through right click menu and change the chart type in the Close block itself - see the attached screenshot. 


I will further test the convert to pips function, thank you

h
#12

hankeys

09.06.2020 13:33
and thats exaclty i dont want... imagine that i have for now 30+ custom blocks made on "daily" basis and i want them have also for weekly and monthly, but i dont know if they will work and if its worth it


the best solution is that the "chart" could be parametrised, so i can choose that OHLC will be computed from daily, or weekly or monthly bars


and let the genetics to his job and try to find the strategies only with 30 blocks


why do we have in custom blocks parameter "chart" which doesnt have any parameters, only constant value, and default value set to 0?


why i cant choose some random values like in templates for example like 5:10:1, it could be the same daily,weekly,monthly


convert to pips - if i remove the convert to pips and set instead for example HIGHEST(5) - LOWEST(5) < 0.00200 it works - but by this way its 20 pips only for 5 decimal prices, not for JPY

MF
#13

Mark Fric

12.06.2020 10:25

Status changed from In progress to Fixed

- ConvertToPips bug is fixed


- adding blocks where Daily,Weekly,Monthly is parametrized - it is possible, but it is a feature request. I also don't see a big need for that. I understand that you want to use it to generate it but I doubt it is useful for many people.


- setting min,max, step has no effect for any of the parameters, we'll be disabling it. It can be cofigures in Builder -> Building blocks config


Votes: +3

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