[129.302] Non-sense signals created

Hello,

Using the Build 129.302, I just found a strategy showing the following pseudo code for the exit signals. Is there a way to avoid wasting time and resources testing this kind of conditional? Thanks


//--------------------------------------------------------------------
// Trading rule: Trading signals (On Bar Open)
//--------------------------------------------------------------------                   
LongEntrySignal = ((HeikenAshiHigh(Main chart)[3] < HighDaily(Main chart)[1])
   and (LowDaily(Main chart)[1] crosses below Ichimoku(Main chart,IchimokuTenkanPeriod, IchimokuKijunPeriod, IchimokuSenkouPeriod).KijunSen[1]));

ShortEntrySignal = ((HeikenAshiLow(Main chart)[3] > LowDaily(Main chart)[1])
   and (HighDaily(Main chart)[1] crosses above Ichimoku(Main chart,IchimokuTenkanPeriod, IchimokuKijunPeriod, IchimokuSenkouPeriod).KijunSen[1]));

LongExitSignal = (48 is rising for 28 bars  at 2 bar ago);

ShortExitSignal = (48 is falling for 28 bars at 2 bar ago);



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

History

FM
#1

Aimak_Rokalno

19.08.2020 15:32

Task created

h
#2

hankeys

19.08.2020 17:23
it seems that origin is FIXED PIPS building block...so there is only 1 solution - dont use it


another reason to add to SQX something like SIMPLIFIER, which i ask many times and many months ago - it will simplify the strategy and remove those redundant or nonsense conditions which are always true and dont have any impact to the strategy itselft


or you can find out, that some building block logic is making the strategy even worse - simplifier is needed, which wil ged rid off those too


we need to keep our strats simplest as possible

h
#3

hankeys

19.08.2020 17:23
Voted for this task.
TB
#4

Tomas Brynda

15.09.2020 10:08
Hi Aimak,

there is no such way to avoid those kinds of conditions right now. We may introduce some tool to remove conditions like this in the future as Hankeys suggested, but we focus on bugfixes right now.


I don't think it's a major problem, in this case the exit conditions are always false and that doesn't hurt the strategy. The important thing is how robust is this strategy.

If you mind the performance impact of evaluation of those rules when comparing to simple false values - I don't think it has a big impact as this calculation should be very fast.


Best regards,

Tomas

TB
#5

Tomas Brynda

15.09.2020 10:09

Status changed from New to Refused


Votes: +1

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