130rc2 bad code after importing SQ3 into SQX

130rc2 unable to see source code after importing SQ3 into SQX

Steps to reproduce problem:
1. In SQX, import SQ3 str file
2. click on source code and some bad code appears like this:


An error occured while generating the strategy XML source code.
Exc. Can't convert this string to number: "0:0"
The blamed expression:
==> intValue?number  [in template "global/globalFunctions.inc" at line 349, column 12]

----
FTL stack trace ("~" means nesting-related):
    - Failed at: ${(intValue?number / 100)?int}  [in template "global/globalFunctions.inc" in macro "printTimeFromHHMM" at line 349, column 9]
    - Reached through: @printTimeFromHHMM block, "#TimeFrom#"  [in template "PseudoCode/blocks/HighestInRange.tpl" at line 1, column 48]
    - Reached through: #include "blocks/" + blockKey + ".tpl"  [in template "PseudoCode/pseudoBlocks.inc" in macro "printBlock" at line 122, column 20]
    - Reached through: @printBlock block?children[0], shift  [in template "PseudoCode/pseudoBlocks.inc" in macro "printBlock" at line 107, column 9]
    - Reached through: @printBlock c, shift  [in template "PseudoCode/pseudoBlocks.inc" in macro "printBlockChild" at line 148, column 14]
    - Reached through: @printBlockChild block, "#Right#"  [in template "PseudoCode/blocks/IsGreater.tpl" at line 1, column 40]
    - Reached through: #include "blocks/" + blockKey + ".tpl"  [in template "PseudoCode/pseudoBlocks.inc" in macro "printBlock" at line 122, column 20]
    - Reached through: @printBlock block?children[0], shift  [in template "PseudoCode/pseudoBlocks.inc" in macro "printBlock" at line 107, column 9]
    - Reached through: @printBlock block  [in template "PseudoCode/blocks/AND.tpl" at line 5, column 38]
    ... (Had 22 more, hidden for tersenes) (Hidden 4 "~" lines for terseness)

----
Attachments
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

m
#1

mabi

03.12.2020 06:59
Voted for this task.
TB
#2

Tomas Brynda

03.12.2020 07:51

Status changed from New to Waiting for information

Hi Mabi,

can you attach the strategy so I could test it?


Best regards,

Tomas

m
#3

mabi

03.12.2020 09:47

Attachment 1047_EURUSD_H1_23112016.str added

Attachment 1212_EURUSD_H1_23112016.str added

1212_EURUSD_H1_23112016.str
(349.17 KiB)
1047_EURUSD_H1_23112016.str
(338.06 KiB)
Okey, Most of them works fine actually just a few that do not like the once attached.  Backtest are a bit diffrent so i will probably not convert them to SQx , (SQx3) formate atleast not the ones that have traded well since 2017. 
f
#4

fm663

03.12.2020 10:09

Attachment GBPUSD-loadissue1.str added

GBPUSD-loadissue1.str
(458.01 KiB)
Attached one produces exact same error. Also, the trading options is not coming through correctly (e.g. no Friday close in str, but Retested defaults to Friday close).
TB
#5

Tomas Brynda

03.12.2020 10:25

Status changed from Waiting for information to Fixed

Ok, thank you both.

There was a problem in reading time parameters from SQ3 strategies, it is fixed now.


Best regards,

Tomas

f
#6

fm663

03.12.2020 11:31
Thanks Tomas, which release will it be on?


Also, can you check fix the Strategy Options from SQ3 are not coming through?

TB
#7

Tomas Brynda

03.12.2020 12:09
Unfortunately the strategy options from SQ3 are not converting well into SQX, because back then the options had a different logic and the conversion is problematic.

We've decided to focus more on new things than to the old strategies conversion.


The fix will be available in the upcoming release, probably at the beginning of the next week.

f
#8

fm663

03.12.2020 13:31
Thanks Tomas. Is the conversion in the extend section of the code? What xml tags are not compatible from SQ3 to SQX so that I can search inside to ensure I manually take care of them. is there a reason why SQ3 and SQX tests differ? Which one is more accurate with MT4/MT4 backtest and live trading - SQ3 or SQX? 
TB
#9

Tomas Brynda

03.12.2020 14:11
The conversion scripts are inside internal/web/SQWizard/xslt folder, but I would not advise you to change anything in there, you could break the whole conversion of SQ3 strategies.


The tests differ because we have made various changes in a way the strategies work. The compatibility for lots of strategies is good, but sometimes there are bigger differences depending on a logic of the individual strategy. The accuracy should be the same in old SQ3 and SQX, both MQL codes should produce the same results as the backtest in SQ version they were created in does.


I would advise you to load the old strategies into SQX and make new robustness tests to know if you can trust the strategies also in SQX. 

Some strategies probably won't work very well, but most of them should.

h
#10

hankeys

03.12.2020 17:26
i make very my hard decision months ago - i delete all of my old SQ3 strategies and focus only on SQX ones


because backtest will be different and why to hold something i cant backtest on newest data

m
#11

mabi

04.12.2020 04:10

Results from live traded SQ3 strategies and backtested in SQX is totally different unfortunately so the ones i do not have trade results from i will delete as  Hankeys or install SQ3.


Problematic is new SQx strategies with updates that make changes to logic so you need to keep track on which version of SQx they were made on and to mix such strategies 3 years from now on the same MT4 or MT5 how can this be controlled or do we need to run separately version 126,128,129,130,131.....150  it can be done ofcourse but already i have 100rds of strategies incubated for 2 years on earlier version of SQx that have good performance should i then trust because i get a similar back test in 130  that it will trade identical to the past i don't think so because i know it will not since some bugs were fixed in 129 that was distance to price for example that only effected trading in Mt4 and not SQX.

TB
#12

Tomas Brynda

04.12.2020 07:53
We are continuously improving our strategy algorithms and fixing bugs so yes, the results can change slightly between individual versions of SQ.

We are making maximum effort not to influence existing strategies results but sometimes we just have to fix the bugs and if we know it may have some impact on existing strategies, we let you know in an info popup after update. In past we've found some bugs in our indicators, that was unpleasant. But in recent versions all indicators work fine. I can tell because I do a lot of testing. I personally check mostly all reported differences in results between SQ and trading platforms.


Before every new release we are making automatic backtests on more than 1300 sample strategies and checking results between MT4/MT5 and SQ to make sure we haven't broken anything.

I think our approach is right and that you can trust new versions of SQ. 



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