129.302 - SQX Produces 0 values for values that AlgoWizard cannot accept as 0.

MoveSL2BE is one example of this. The strategy code produces this value at 0 but When using with Algowizard, it will force you to only use values above 0 for this value.

Attachments
Screen Shot 2020-08-19 at 10337 PM.png
(52.38 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

KL
#1

kainc301

19.08.2020 19:06

Task created

Dw
#2

Diwi

21.08.2020 15:23
Voted for this task.
KL
#3

kainc301

05.10.2020 22:13

Attachment Screen Shot 2020-10-05 at 40733 PM.png added

Screen Shot 2020-10-05 at 40733 PM.png
(46.29 KiB)
This causes strategies to break in MC. One strategy of mine was produced with a profit target of 5.5x ATR(0). Once I changed the period of the ATR from 0 to 1, everything worked fine. But was like finding a needle in a haystack and needs to be fixed for all parameters because when I built the strategy, my minimum ATR period was 5. Currently, these values can cause very cryptic divide by 0 errors in MultiCharts that make it difficult to pinpoint what exactly is wrong.
h
#4

hankeys

06.10.2020 07:17
Voted for this task.
TB
#5

Tomas Brynda

06.10.2020 14:50

Status changed from New to Waiting for information

Hi Kainc,

please attach your builder config and I will check it out.


Best regards,

Tomas

KL
#6

kainc301

08.10.2020 22:34

Attachment Futures_Long_MultiTF.cfx added

Futures_Long_MultiTF.cfx
(28.20 KiB)
Here you go
TB
#7

Tomas Brynda

14.10.2020 10:44

Status changed from Waiting for information to New

MF
#8

Mark Fric

29.10.2020 10:44

Status changed from New to Fixed

this is a tricky bug, because it happens randomly. I added a check for these 0 vaues, hopefully it fixes it.
KL
#9

kainc301

29.10.2020 18:06
Is there a constraint to make sure that the output value stays within the user-defined range? I couldn't tell if the 0 value just pops up out of nowhere or if it's part of a larger problem where the user can define a range of say 5-20 for an ATR period and the output value can be 3 which is below the minimum.

Votes: +2

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