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129.302 - MultiTF MC strategies sometimes ignores limited time range

For some reason all of the strategies I get back are ignoring the time range I have set.




Attachments
trade error.sqx
trade error.sqx
(985.66 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

KL
#1

kainc301

25.08.2020 00:14

Task created

KL
#2

kainc301

25.08.2020 00:16

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In the recorded trades, there is a highlighted close time of 17:00 which is later than the defined range.

h
#3

hankeys

25.08.2020 08:55
it could be caused by gap in the data or another problem with datarange - no trading hours, holidays, etc.
KL
#4

kainc301

25.08.2020 14:57
@hankeys what do you think I should do to look into this further? How would you spot problems in the data range? I wouldn't know what to look for.


Also I am getting this on multiple data series. The probability of them all having issues is something I can't evaluate but it was from the SQ CDN so I would assume the quality of the data isn't poor

h
#5

hankeys

25.08.2020 17:26
hard to said, you can analyze the data in datamanager or turn on in trading options "store chart data" and you can analyse every trade and found out why the exiting "doesnt" work


and i dont get it why are you using only selected TF only precision - always use as minimum 1M precision and for sure if you are using some DAILY entry filters - yep, you are using Multicharts, so 1M you cant use

KL
#6

kainc301

25.08.2020 20:34
Patiently waiting for 1M precision on MultiCharts haha.
KL
#7

kainc301

02.09.2020 04:53

Attachment Screen Shot 2020-09-01 at 102519 PM.png added

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(499.04 KiB)
Here's more proof I'm finding. Some trades stay open for days but if they were obeying the time range, they would close at the end of the day each day.
TB
#8

Tomas Brynda

15.09.2020 11:50

Status changed from New to Waiting for information

Hi Kainc,

please check the data for holidays or some general gaps.

Aren't the multiday trades held over the weekend?


Best regards,

Tomas

TB
#9

Tomas Brynda

07.10.2020 15:00

Status changed from Waiting for information to Refused

I was looking into history data and the issues you describe are caused by gaps.

It is not about the quality of the data, sometimes there are holidays, limited trading hours in some days, weekends etc.



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