entry symmetry doesnt work

testing new indicators and even if entry symmetry is set to true, i am getting this


LongEntrySignal = (HullMovingAverage(Main chart,157, PRICE_CLOSE)[2] changes direction downwards)
;

ShortEntrySignal = (CCI(Main chart,151) crosses Zero Line UP);
Attachments
  • Votes +9
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

h
#1

hankeys

12.11.2020 22:36

Task created

h
#2

hankeys

12.11.2020 22:43
no symmetry on fractals

Open Long order at FractalDown(Main chart,3)[2] Stop;

Open Short order at FractalDown(Main chart,3)[2] Stop;
JH
#3

Jabezz

13.11.2020 07:40
Voted for this task.
b
#4

gin

13.11.2020 10:57
Voted for this task.
h
#5

hankeys

13.11.2020 23:01
another one - i have not selected building block "CCI is raising/falling" i am still getting strats with them


LongEntrySignal = (CCI(Main chart,24) is falling 6 consecutive bars);

ShortEntrySignal = (CCI(Main chart,24) is rising 6 consecutive bars)
o
#6

Enric

15.11.2020 10:57
Voted for this task.
MF
#7

Mark Fric

16.11.2020 09:52

Status changed from New to Waiting for information

I fixed Fractal negation.


I cannot reproduce the other two issues mentioned - in my tests entry symmetry is always there and CCI is not used if not selected.


Can you attach your build config that produces this?


MF
#8

Mark Fric

16.11.2020 11:04

Status changed from Waiting for information to In progress

ok, I was able to reproduce it, entry symmetry sometimes does't work, I'll look at it.
MF
#9

Mark Fric

24.11.2020 10:05

Status changed from In progress to Fixed

fixed, the problem was that there were some checks missing for crossover
h
#10

hankeys

26.11.2020 20:01
another one from dev2


LongEntrySignal = Vortex(Main chart, 24)[2] changes trend UP;

ShortEntrySignal = Vortex(Main chart, 24)[2] changes trend UP;
MF
#11

Mark Fric

27.11.2020 11:08

Status changed from Fixed to Waiting for information

I checked this one the mistake was in this indicator setting, not in the engine. Did you find any other examples of wrong symmetry?
h
#12

hankeys

27.11.2020 11:13
nope
h
#13

hankeys

27.11.2020 18:27

Attachment entry.jpg added

entry.jpg
(140.90 KiB)
remaining is that even i havent choose CCI is falling/raising i am still getting strats with these entries


LongEntrySignal = (CCI(Main chart,48) is falling 6 consecutive bars);

ShortEntrySignal = (CCI(Main chart,48) is rising 6 consecutive bars)
W
#14

WJPII

28.11.2020 01:12
Voted for this task.
b
#15

bentra

28.11.2020 02:18
Voted for this task.
h
#16

hankeys

28.11.2020 22:08
another one 


LongEntrySignal = ((HullMovingAverage(Main chart,120, PRICE_HIGH)[3] changes direction upwards)

   and CustomBlock:Not Monday Not Friday(){(((Bar Day of Week = Tuesday)

   or  (Bar Day of Week = Wednesday))

   or  (Bar Day of Week = Thursday))});


ShortEntrySignal = (CustomBlock:Not Monday Not Friday(){(((Bar Day of Week = Tuesday)

   or  (Bar Day of Week = Wednesday))

   or  (Bar Day of Week = Thursday))}

   and CustomBlock:CCI Divergence 2(12, 45){((CCI(Main chart,12, PRICE_CLOSE)[1] < CCI(Main chart,12, PRICE_CLOSE)[45])

   and (Close(Main chart)[1] > Close(Main chart)[45]))});

h
#17

hankeys

28.11.2020 22:11
it seems, that symmetry is a bigger problem with new B130


LongEntrySignal = ((BearsPower(Main chart,13) crosses 0 downwards)

   and (ATR(Main chart,20)[2] is falling));


ShortEntrySignal = ((BullsPower(Main chart,20) < 0)

   and (ATR(Main chart,50)[2] is falling));

h
#18

hankeys

28.11.2020 22:25
and my finding is that its related to genetics building, because random is OK
b
#19

bentra

28.11.2020 22:50

Attachment SQ4StrategyTemplateExample.sq4 added

SQ4StrategyTemplateExample.sq4
(2.78 KiB)

Me too with gen builder 130dev2. I think b129 was fine with the same template.  I'm using a template which should be symmetric. Like hankeys says, probably the crossover process doesn't maintain the symmetry.

//--------------------------------------------------------------------
// Trading rule: Trading signals (On Bar Open)
//--------------------------------------------------------------------                   
LongEntrySignal = ((ADX(Main chart,49) < 40)
   and (Momentum(Subchart1, D1,40, PRICE_CLOSE)[2] is rising));

ShortEntrySignal = ((ADX(Main chart,40) < 30)
   and (Stochastic(Subchart1, D1,98185153).Fast%K[3] < Stochastic(Subchart1, D1,98185153).Slow%D[3]));

LongExitSignal = (Close below BollingerBands(Main chart,202, PRICE_CLOSE).LowerBand
   and (ADX(Main chart,14) < 50));

ShortExitSignal = ((Stochastic(Main chart,59171125).Slow%D[1] changes direction upwards)
   and (QQE(Subchart1, D1,4623.22).Value1[1] > QQE.Value2));



h
#20

hankeys

29.11.2020 09:10
yes its a problem and it seems its because the changes in the genetic algorithms i read about
GA
#21

GaryAitcheson

30.11.2020 16:47
Voted for this task.
t
#22

tnickel

01.12.2020 00:05
Voted for this task.
t
#23

tnickel

01.12.2020 00:06

Attachment not symetric1.png added

Attachment not symetric2.png added

Attachment Q63 GBPUSD H1H4L15_00000.cfx added

Q63 GBPUSD H1H4L15_00000.cfx
(148.44 KiB)
not symetric1.png
(93.21 KiB)
not symetric2.png
(55.31 KiB)
I have the same problem. I have defined some custom buildingblocks.

I use 4.130 rc2


MF
#24

Mark Fric

01.12.2020 13:48

Status changed from Waiting for information to In progress

# 14

condiion: (CCI(Main chart,48) is falling 6 consecutive bars) is Woodies Trend Up/Down


It looks like the problem happens when you use custom blocks or templates, I'll check it

h
#25

hankeys

01.12.2020 13:51
but this one is not with custom blocks, so its something general


LongEntrySignal = ((BearsPower(Main chart,13) crosses 0 downwards)

   and (ATR(Main chart,20)[2] is falling));


ShortEntrySignal = ((BullsPower(Main chart,20) < 0)

   and (ATR(Main chart,50)[2] is falling));

MF
#26

Mark Fric

02.12.2020 13:05

Status changed from In progress to Fixed

I found the issue, it should now work correctly in all cases.
e
#27

eastpeace

12.12.2020 10:25
Voted for this task.

Votes: +9

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