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Parameter names mismatch

Hi,

In B130 there are still some of the same issues as previously reported in https://roadmap.strategyquant.com/tasks/sq4_5776

ISSUE 1. There is still mismatch in nomenclature of parameters as used by the WFA optimizer and as produced by the source code TAB:
Example:

WFA optimizer uses labels named as: 'LongPrd' and 'LongSmallestRangePrd'

But in the source code tab we can see that:

'LongPrd' is named 'Period'
'LongSmallestRangePrd' is named 'SmallestRangePeriod'

ISSUE 2. Code from source-code tab doesn't compile in TS: E.g.:
...
   OrderSize(0),
   RemainingSize(0),
   ExitPrice(0);

//------------------------
// Orders Exits (SL, PT, Trailing) for Rule: Long exit
//------------------------
if(MarketPosition > 0) then begin
    
    If IntPT > 0 then begin
        Sell("LongPT") next bar at IntPT limit;
    end;

Errors:
Error 1; Description: ExitPrice is an EasyLanguage reserved word, it will no longer function as a reserved word; Location: xStrategy4.2.115(1)_WFA; Line: 56 //ExitPrice
Error 2; Description: This word has already been defined.; Location: xStrategy4.2.115(1)_WFA; Line: 56 //ExitPrice
Error 3; Description: Order name already used.; Location: xStrategy4.2.115(1)_WFA; Line: 221 //LongPT



Can you fix this?
Attachments
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Low

History

Kc
#1

coensio

13.11.2020 16:34

Task created

TB
#2

Tomas Brynda

18.11.2020 14:30

Subject changed from Multiple issues with easylanguage code generation in B130 to Parameter names mismatch

Priority changed from Normal to Low

The issues with EL code were fixed already
Kc
#3

coensio

18.11.2020 19:44
But not in yet included in SQX_130_Dev1_win version??
TB
#4

Tomas Brynda

19.11.2020 07:01
The fix is not present in the 130 Dev1 version. It will be avaiable in the next release by the end of this week or beginning of the next week.
Kc
#5

coensio

20.11.2020 18:16
ok thanks for info
MF
#6

Mark Fric

05.01.2021 12:39

Status changed from New to Fixed

Attachment image-0.png added

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1. is not a bug - Long/Short in the name of parameter means that you use unsymmetric optimization - so long and short params have separate variables.


Then in source code you probably have Parameter variables set to Recommended, so it shows only one variable for long/short side. You should change it to Your own setting and make sure symmetry is not turned on:

Kc
#7

coensio

05.01.2021 15:56

thanks for reply however this is not what I've meant....the issue is that I'm using "unzipped" .sqx file to extract optimized parameters and thier values from WFA optimization. Then I to process those values and update the final strategy with it. But it's not possible since parameter labels from WFA are different in names comparing to source-code parameters.


LongPrd in .sqx file is called Period in source code. Even without Long prefix, "Prd" is a different label than "Period".


Is there any functional reason why you are using different labels for the same parameters WFA vs generated source code?


That's an issue not really a bug...


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