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B130Dev1 - Exception in backtest

I get lot of errors like this one "Exception in backtest: Cannot create strategy from XML! Error: Block 'LWMA' in THEN part is not an ActionBlock! " in log. I though that it was because of my settings of building strategies. However I tried default forex predefined settings and still I'm getting these errors. Also, some of my strategies which are expected to be symmetric in conditions eventually are not symmetric and have buggy conditions such as entrySignal = ADX(48) -> This is not a condition, this is a boolean assigned to an indicator. Also some strategies use code that I have not selected in building blocks, it only happens when the strategies are not symmetric, although I always have checked the option of building symmetric conditions. 
Attachments
Captura.png
Captura.png
(130.75 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority High

History

m
#1

Martin

22.11.2020 00:32

Task created

TT
#2

Tamas

22.11.2020 10:46

Priority changed from Normal to High

TT
#3

Tamas

22.11.2020 10:47

Status changed from New to Waiting for information

Can you please attach the problematic strategy + project config file ? 
m
#4

Martin

22.11.2020 11:43

Attachment Captura.png added

Attachment Captura2.png added

Attachment Build.cfx added

Attachment Strategy 21122.sqx added

Attachment Strategy 21126.sqx added

Attachment Strategy 21179.sqx added

Attachment Strategy 32138.sqx added

Attachment Strategy 42176.sqx added

Strategy 21122.sqx
Strategy 21122.sqx
(13.05 KiB)
Captura.png
Captura.png
(264.42 KiB)
Strategy 21126.sqx
Strategy 21126.sqx
(12.48 KiB)
Strategy 21179.sqx
Strategy 21179.sqx
(12.23 KiB)
Captura2.png
Captura2.png
(140.14 KiB)
Strategy 42176.sqx
Strategy 42176.sqx
(13.23 KiB)
Build.cfx
Build.cfx
(30.28 KiB)
Strategy 32138.sqx
Strategy 32138.sqx
(13.80 KiB)
Sorry it took me some minutes because I had deleted the strategy, but I was able to make an easy build project and reproduce it. I have attached 5 strategies which I created using the project attached. The symbol is "EU" which for me is EURUSD downloaded from Dukascopy and cloned to NY time. I just generated 300 strategies in the databank after like 30 seconds and just by looking at the first 50 I found these 5 strategies, the rest seemed normal. I also have attached a screenshot of the log in case that's helpful too and a screenshot where it is shown that the buggy conditions are not shown in the entry o exit indicators of the databank.
TT
#5

Tamas

22.11.2020 13:23

Status changed from Waiting for information to New

t
#6

tnickel

23.11.2020 01:32
Voted for this task.
m
#7

Martin

23.11.2020 18:47
Voted for this task.
MF
#8

Mark Fric

24.11.2020 13:18

Status changed from New to Fixed

this  was related  to another task - missing some checks in genetic crossover
MF
#9

Mark Fric

24.11.2020 13:18
this  was related  to another task - missing some checks in genetic crossover
MF
#10

Mark Fric

24.11.2020 13:18
this  was related  to another task - missing some checks in genetic crossover
m
#11

Martin

26.11.2020 13:37
I downloaded today SQX130 Dev 2 and although there was a reduction in the % of backtest exceptions I still find that there are some errors and some non symmetric strategies in the databank using the same project I attached in this task. Is it though to be already fixed or will it be fixed only for final version 130?
TT
#12

Tamas

27.11.2020 08:40

Status changed from Fixed to In progress

MF
#13

Mark Fric

01.12.2020 13:02

Status changed from In progress to Waiting for information

Martin, could you attach your log where I can see the exceptions and a few examples of strategies with bad symmetry generated using the config attached to this task?


I run it for a very long time but I don't experience any issues.

m
#14

Martin

01.12.2020 14:04

Attachment Build.cfx added

Attachment log_2020_12_01.log added

Attachment Strategy 44151.sqx added

log_2020_12_01.log
log_2020_12_01.log
(8.09 KiB)
Build.cfx
Build.cfx
(31.19 KiB)
Strategy 44151.sqx
Strategy 44151.sqx
(11.64 KiB)
Yes, here i upload the SQ log, one assymetric in exit strategy and again i reupload the build config I used. I was not completely sure if you meant this log.
m
#15

mabi

02.12.2020 03:04

Attachment 2.jpg added

2.jpg
2.jpg
(75.52 KiB)
I have 5 builds running on 3 computors they all have this issue 130 dev 2 .
MF
#16

Mark Fric

02.12.2020 13:21

Status changed from Waiting for information to Fixed

ok, I fixed the incorrect symmetry issues.


As for backtest exception - it could happen when the generated strategy has incorrect parameters - for exmaple bad numbedr of otput index. Some things cannot or are too difficult to be checked when the strategy is generated and they'll manifest themselves oly during backtest.


But this is normal, it is not even logged to a log file.

Votes: +2

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