129 Dev 6 Strategies in next generation databank ignore trading options

KL

#1

kainc301

31.07.2020 02:11

Task created

KL

#2

kainc301

31.07.2020 04:40

Attachment Futures Multi TF Trading Options Bug.cfx added

Futures Multi TF Trading Options Bug.cfx

(28.12 KiB)

Even weirder. It only occurs in one of my configs for developing on the short side only. My long config is giving me strategies back without this problem. Im attaching my config. Hopefully its just human error and I can figure out what I did wrong.

I am observing this bug while looking at the pseudocode of the evolving strategies in each generation.

KL

#3

kainc301

31.07.2020 08:22

Attachment Strategy 12125.sqx added

Attachment Strategy 12150.sqx added

Strategy 12125.sqx

(30.64 KiB)

Strategy 12150.sqx

(27.33 KiB)

Here are some strategies that are produced with the trading options disabled even though they are selected in the builder

KL

#4

kainc301

31.07.2020 08:48

I restarted SQX and this is now happening on my buy side too after saving a cfx where it previously was correct and now even using that cfx file, it does not work.

KL

#5

kainc301

31.07.2020 16:21

Subject changed from 129 Dev 6 Multi TF strategies on MultiCharts ignore trading options to 129 Dev 6 Strategies on MultiCharts ignore trading options

Attachment Screen Shot 2020-07-31 at 101805 AM.png added

Attachment Screen Shot 2020-07-31 at 101751 AM.png added

Screen Shot 2020-07-31 at 101751 AM.png

(220.81 KiB)

Screen Shot 2020-07-31 at 101805 AM.png

(190.83 KiB)

It seems to be ignoring these parameters completely.

Also I switched off of Multi-TF to the SQX architecture and it still produces this problem. Restarted the computer along with SQX too. It might be that the settings of the trading options are just not persisted or its reverting to a different config on the backend. I don't understand why the settings are no longer carrying over into the strategies because it was just working fine with no issue.

KL

#6

kainc301

31.07.2020 16:36

Description changed:

For some reason, even though my trading options are turned on to exit at the end of range and exit on friday, the strategies produced have these trading options set to false

Final update: So I am noticing that in my results, I will get strategies that match the options I selected and there isnt any issues. Theses issues are only visible on strategies that are in the "Next generation" databank. I don't know if the trade settings are being applied to the strategies in evolution until the very end but it apprears my results are as expected and this bugged pseudocode is only visible while strategies are evolving.

KL

#7

kainc301

31.07.2020 16:36

Subject changed from 129 Dev 6 Strategies on MultiCharts ignore trading options to 129 Dev 6 Strategies in next generation databank ignore trading options

MF

#8

Mark Fric

03.08.2020 22:24

Priority changed from Normal to High

MF

#9

Mark Fric

04.08.2020 11:38

Status changed from New to Fixed

you were right, the reason was that backtest settings were not saved to strategies in Last generation fatabank. I added it there.

KL

#10

kainc301

04.08.2020 11:42

Okay that should solve this issue as well then https://roadmap.strategyquant.com/tasks/sq4_6762

Thank you Mark!

129 Dev 6 Strategies in next generation databank ignore trading options

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