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in versione 130 SL not work correctly in Retester

I generated the strategy from 2010 to 2017 and it respected SL and TP. In the retest with the years from 2010 to 2020 the SL does not work correctly.

See operation number 282. It remains open for 669 daily. So he didn't take the SL.

Attachments

1.png

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Strategy 211111.sqx

(56.50 KiB)

2.png

(72.75 KiB)

3.png

(118.86 KiB)

Votes +1
Project StrategyQuant X
Type Bug
Status Fixed
Priority Urgent

History

mantovani.cristian@gmail.com

08.12.2020 18:35

Task created

mantovani.cristian@gmail.com

08.12.2020 18:37

Voted for this task.

Mark Fric

09.12.2020 08:24

Priority changed from Normal to Urgent

tohle jsme uz myslim resili pro strategie ktere nepouzivaji SL - tam se NEMA respektovat to min/max SL.
Pkud ale maji indikator a ten jim vrati 0 nebo spatnou hodnotu a ve vysledku je SL=0 tak tam by se min/max mel aplikovat

hankeys

09.12.2020 11:49

mám za to, že to snad i fungovalo a že jsem kolem toho taky kdysi cosi psal, ale to už bude hodně dávno

každopádně vím, že u ATR SL to funguje, nebo aspoň dosud fungovalo...

SL na indikátor u svých strategií nepoužívám, ale fungovat by to mělo i tam

Tomas Brynda

09.12.2020 12:05

Status changed from New to In progress

There is problem with stop losses that use indicators which can generate zero values.

When SL is set to 0, SQ handles it like it was not set at all and then min/max SL settings are ignored.

In your strategy there is Fractals used as a SL and that causes problems.

We are fixing the issue

Tomas Brynda

10.12.2020 07:48

Status changed from In progress to Fixed

Votes: +1