MM bug - can't get accurate BT's

please attach at least one strategy (in SQX format) where you experience this problem.

Here is just one example.

Hi,

I've taken a look on your strategies and I think for these two strategies the problem is in your money management settings.

I've seen the order size sometimes jumps to 1 lot although it is a very big volume at that time. 

The one lot volume is caused by LotsIfNoMM setting. It applies if there is no stop loss set (not your case) or if there is unsufficient balance to open an order by applying the MM logic.

Try to set some minimal value, for example 0.01 lot and the results should be fine.

Sometimes a high volume can be also caused by a very tight SL level. This is not the case for the two strategies attached, but may happen in others (for example if the strategy uses ATR or indicator based SL).

Best regards,

Tomas 

 

Thank you for checking.  Yes.  I determine the "result" of the problem is by having a default 1 in the "if no MM exists" space in the MM tab.  However, that doesn't change the issue of the problem.  Regardless of SL size, ATR parameters or indicator used in strategy, no EA should perform like that when trading.  And while in the SQX environment, there is no way to get good data to make decisions from if all of your strategies have these spikes.  This needs to be fixed.  In the meantime, I have changed the value to .01 in the above space.  But, again, this will significantly impact EA results after optimizations.

I think the algorithm is fine. If you want the strategy to completely stop trading if there is unsufficient balance, you can set LotsIfNoMM to zero.

You will filter out this kind of strategies very quickly so I think no other improvement is necessary in this area.

But if you have some further suggestions, we can discuss it.

Ahhh.  Ok.  I will set to 0 then and see if this works.  Thank you for looking into it.