Build 129 Dev miscalculates Stagnation

Hi, please see screenshots: Build 126 calculates Stagnation in the right manner, but Build 129 Dev does not!

Glad to see a (nearly) stable SQX-Build soon ... .

Best regards: kleva (your "permanent Betatester" since 2013)
Attachments
Stag_build_129_Dev.jpg
(402.83 KiB)
Stag_build_126.jpg
(403.71 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

k
#1

kleva

15.06.2020 17:47

Task created

TT
#2

Tamas

15.06.2020 22:33

Status changed from New to Waiting for information

Can you attach the strategy please ?
k
#3

kleva

15.06.2020 22:54

Attachment Strategy 336100 Build 129 Dev1.sqx added

Attachment Strategy 336100 Build 126.sqx added

Attachment Strategy 336100.sqw added

Strategy 336100 Build 126.sqx
(640.71 KiB)
Strategy 336100 Build 129 Dev1.sqx
(531.12 KiB)
Strategy 336100.sqw
(30.94 KiB)
here it is ...
k
#4

kleva

15.06.2020 22:57

Subject changed from Build 19 Dev miscalculates Stagnation to Build 129 Dev miscalculates Stagnation

k
#5

kleva

15.06.2020 23:02

Attachment ExitOnWednesday.java added

ExitOnWednesday.java
(5.21 KiB)
May be, you also need my custom Trading Option "ExitOnWednesday", here it is too ... .
h
#6

hankeys

16.06.2020 07:04

Attachment mt5.jpg added

mt5.jpg
(403.39 KiB)
to kleva - you really want to trade strategy with 5000 trades on 10 years history and profit factor only 1.14 or are you testing something?


to devteam - MT5 netted has in list of trades something called "control trade" - so we see in EQ curve and list of trades double portion of trades - this cant be final, we are fooled about the stats


and second i tried to load the klevas strategy to b129 dev2 and if i look to the column "time in trade" there are only high number, maybe seconds? its not ih HH:MM:ss format

h
#7

hankeys

16.06.2020 07:09
and if you look at the column "type" and "sample type" there are only numbers


type should be buy/sell and type is IS/OOS/IST... etc.

k
#8

kleva

16.06.2020 10:09

   "to kleva - you really want to trade strategy with 5000 trades on 10 years history and profit factor only 1.14 or are you testing something?"


to hankeys: You are completely right of course :). I'm generating and testing lots of such strategies with "5000 trades on 10 years", simply to find purposeful signal-combinations. Later I plan to let them run in parallel as virtual EA's only (via VOM) and set only the (momentarily) best of them active. By the way, here is a good explanational link: https://www.mql5.com/ru/code/22577

But to finish such plans, firstly we need a stable and right-calculating SQX ... .


   "to devteam - MT5 netted has in list of trades something called "control trade"


to devteam: Those "control trades" also are misleading the calculation of "# consecutive losses",  because every "p/l = 0" counts as a "win" and breaks the loss-consecution in calculation


TB
#9

Tomas Brynda

18.06.2020 08:25

Status changed from Waiting for information to Fixed

Hi guys,

the tradelist columns values are fixed now. There was an improper formatting.


Regarding control orders - these are just to clarify the trading of the strategy if it opens more than one order at the time. They are ignored when calculating statistics and we plan to add a switch that would hide those virtual trades form the tradelist. I will check the "# consecutive losses", thanks for the suggestion.


Best regards,

Tomas

h
#10

hankeys

19.06.2020 14:44
yes we need to get rid of the control orders, they need to stay hidden, because they have no value for user


if i look to EQ curve, the number of trades is with the control orders


and finally we need for MT5 netted also some portfolio functions - to simulate the behavior of strategies in the pas by netted method


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