Task created
Attachment 12-2-20aStrategy 124156 - Optimization 09896.sqx added
Attachment Capture.png added
1. On data - In SQX I see no where to change the UTC. So, I assume the UTC is 0 no region and I have my ticks in MT4 set as the same (GMT+0 no region). Isn't that correct?
2. I am still experimenting on how to get trades not to float for days or weeks. So on the one I sent you, it was just a one example of many. I am working on that portion.
3. I am starting the initial generation of strategies in builder using the standard MM tab. However, during retest, optimization, then back to restest, I am using the ATM parameter of "enable ATM on and use ATM from strategy". Is that making any difference with the risk size calculation in BT'ing?
Will upload more examples shortly of EA's and BT results. It is still not working on my machine/software. And by the way, the lot sizes to increase/decease on MT4 (have not tested in SQX retester), but they are not working in terms of the exact calculation. IE: risk set to 50% with starting balance of $200 still yields a lot size of .01 for an entire 10 year BT. I need to increase the risk to 95% in order to get the increases past .01.
datamanager - tools - clone to timezone
about the ATM - my advice is simple - dont use anyhing you dont really understand. ATM has nothing to do with MM and your setting will make nothing - because your strategies dont have ATM
I will not use the ATM function for the next samples. But, I would like to have an exchange with someone to understand what this new tab does to the strategies. There is a reason that tab has been added....
Status changed from New to Waiting for information
You can find more information here https://strategyquant.com/doc/strategyquant/settings-atm/
We've done extensive testing in recent days ad the MM should work fine.
You can attach a log from your MetaTrader if you need further assistance.
I am in the process of generating strategies based on the cloned data and imported MT4 TDS ticks all matched on GMT0. After that is done, I am going to begin testing in SQX and MT4 and see if this problem still exists. On initial testing, EA's without ATM are calculating lot sizes currently in MT4 tester. But again, with ATM strategies, the lot sizes (opening size) is not working. But, I will start a new ticket once I have evidence. My first batch could have been a bug on my computer (running too many cores).
Status changed from Waiting for information to Refused
We will be releasing the final build 130 next week so please try it on the latest version. The issue might be fixed there.
but your strategy has bigger problem - you are building on UTC0 data and want to exit friday at 23....but UTC0 data will have no candle at this time, so your strategy is exiting on Sunday
and be aware - using not cloned data to your broker time will lead to a false backtest