"Max Global Indicators Period" + "Global Lookback Period (Shift)" & "Reserved Bars (At Trading Options Tab)", No Sense!, They Must Sync!

Max Global Indicators Period & Reserved Bars (At Trading Options Tab), Must Sync!

There is no sense to allow the user to configure "Reserved Bars (At Trading Options Tab)"
It should be always the same number of "Max Global Indicators Period",

I hope the development team knows what i am talking about here,

If lets say i use EMA(400) but "Reserved Bars (At Trading Options Tab)" is set to "50",
That is a problem, Just like in MT4 it will give a log error saying there is not enough historical data in order to calculate the EMA(400) because we started counting from "50" bars,

I would suggest to remove "Reserved Bars (At Trading Options Tab)", Make it grayed out or something..,
It should be always in sync with "Max Global Indicators Period",

In addition to that, "Global Lookback Period (Shift)" parameter that should be also taken in to the equation.
for another example:

if i use EMA(400)[10] this means i need even 410 bars to calculate the data.**
So this is very important, please fix this and do not forget to take the "Global Lookback Period (Shift)" into account also.

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

History

k
#1

Karish

24.09.2020 18:57

Task created

k
#2

Karish

24.09.2020 18:57
Voted for this task.
k
#3

Karish

25.09.2020 22:22

And Another important thing!,


After some research and testing that i made concerning this issue,

i came to a conclusion,


if i want to build strategies on my whole data that i got for @MES for example: 1997.09.11 ~ 2020.01.01,

And the "Reserved Bars (At Trading Options Tab)" is set to "410",

And the "Max Global Indicators Period" set to "400" & "Global Lookback Period (Shift)" set to "10"


Hence i need 410 reserved bars AT-LEAST in order to calculate the indicator/s for the backtest/retest etc..,


When i build/retest etc my strategies i do not get the same results, I get different results in terms of the equity curve etc..*,

Because i do not have those 410 reserved bars from before the date: 1997.09.11,

which means that i need to reserve those 410 bars manually ahead of time...,

because SQX wont do that by itself....



BUT


When i do this thing instead....:


EXAMPLE:

My whole data is from 1997.09.11 ~ 2020.01.01,

But i will reserve at-least 410 bars now ahead of time,

i dont know what exact date should i begin with but for this example i will use those dates for my building: 2000.01.01 ~ 2020.01.01,

Now i know i got at least 410 bars (Daily Bars) to get accurate results when building/retesting etc..


__


The solution must be as follows:

If the user sets:
"Max Global Indicators Period" to "400" & "Global Lookback Period (Shift)"  to "10",

SQX should automatically reserve at-least 410 bars of that same TimeFrame the user is about to build/retest/etc on  *(i would say 411 bars in reserve is even better, just in case.),


The "Reserved Bars (At Trading Options Tab)" wont longer be needed from this point on-wards.. because SQX will do everything automatically.

k
#4

Karish

25.09.2020 22:28

Attachment exaaaaa.png added

exaaaaa.png
(43.94 KiB)
Screenshot of the example i meant..
MF
#5

Mark Fric

29.10.2020 10:52

Status changed from New to Refused

no, the settings will stay there and willl be independent;. Reserved bars are handled differently in MT and TS/MultCharts, MT is able to load bars before your start date (if it has them).


Moreover, you can want to set reserved bars much bigger than max indicators period


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