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All jForex Translation Bugs to date from Build 130.457

Thought is might be useful to summarize the bugs so far in one place. All from build 130.457 Dev 3. These are just the bugs I found in relation to translating the code from SQX to jForex.


STRATEGY INTRUMENT PASSED BASIC MECHANICS CHECK
1.14.133 EURJPY Double Trades SQX vs jForex BUG 7385
1.51.133 EURJPY Double Trades SQX vs jForex BUG 7385
2.39.182 EURJPY ZERO  trades bug 7418
2.55.157(1) USDJPY Double Trades SQX vs jForex BUG 7385
2.96.161 EURUSD sqLowestInRange not defined bug 7416
3.63.100 GBPUSD Double Trades SQX vs jForex BUG 7385
4.28.134 USDJPY Error Generating Source Code, BUG 7400
4.36.147 EURJPY ZERO  trades bug 7418
8.28.170 EURJPY Double Trades SQX vs jForex BUG 7385
1.18.103 EURJPY syntax error sacing to jforex bug 7420

Strategies for each attached, also the original bug number for reference.

Attachments
Strategy 8281701.sqx
Strategy 8281701.sqx
(49.41 KiB)
EURJPYStrategy 118103.sqx
EURJPYStrategy 118103.sqx
(503.85 KiB)
image-0.png
image-0.png
(23.81 KiB)
EURJPYStrategy 4361471.sqx
EURJPYStrategy 4361471.sqx
(50.08 KiB)
Strategy 363100.sqx
Strategy 363100.sqx
(343.10 KiB)
USDJPY Strategy 428134.sqx
USDJPY Strategy 428134.sqx
(268.74 KiB)
EURJPYStrategy 2391821.sqx
EURJPYStrategy 2391821.sqx
(48.97 KiB)
USDJPY Strategy 2551571.sqx
USDJPY Strategy 2551571.sqx
(489.71 KiB)
EURJPYStrategy 1141331.sqx
EURJPYStrategy 1141331.sqx
(42.13 KiB)
Strategy 15113321.sqx
Strategy 15113321.sqx
(91.72 KiB)
EURUSD Strategy 296161.sqx
EURUSD Strategy 296161.sqx
(405.87 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Low

History

NT
#1

NathanTest

10.12.2020 11:26

Task created

TB
#2

Tomas Brynda

14.12.2020 07:35

Description changed:

Thought is might be useful to summarize the bugs so far in one place. All from build 130.457 Dev 3. These are just the bugs I found in relation to translating the code from SQX to jForex.


STRATEGY INTRUMENT PASSED BASIC MECHANICS CHECK
1.14.133 EURJPY Double Trades SQX vs jForex BUG 7385
1.51.133 EURJPY Double Trades SQX vs jForex BUG 7385
2.39.182 EURJPY ZERO  trades bug 7418
2.55.157(1) USDJPY Double Trades SQX vs jForex BUG 7385
2.96.161 EURUSD sqLowestInRange not defined bug 7416
3.63.100 GBPUSD Double Trades SQX vs jForex BUG 7385
4.28.134 USDJPY Error Generating Source Code, BUG 7400
4.36.147 EURJPY ZERO  trades bug 7418
8.28.170 EURJPY Double Trades SQX vs jForex BUG 7385
1.18.103 EURJPY syntax error sacing to jforex bug 7420

Strategies for each attached, also the original bug number for reference.

TT
#3

Tamas

14.12.2020 19:27

Status changed from New to In progress

Attachment JForex.zip added

JForex.zip
JForex.zip
(157.92 KiB)
Hello Nathan,


please overwrite JForex template files with the patch attached  \extend\Code\JForex

It should fix the problem with zero trades and also the problem with double trades for some strategies.


Please keep me updated.


Sincerely, 

Tamas

NT
#4

NathanTest

16.12.2020 11:55
Thanks Tamas!


I patched 130.467 public with the file.


It fixed the zero trades errors.


It did not fix any of the double trades errors, these remain.


Also, do you know if all blocks are now working in 130.467 public with jforex engine? If not do you maybe have an up to date blocks config with those that are functioning?...my latest on is from November :)

TT
#5

Tamas

04.01.2021 16:23

Attachment JForex_patch_412020.zip added

JForex_patch_412020.zip
JForex_patch_412020.zip
(158.00 KiB)
I have attached JForex patch solving problem with "double trades errors"


Can you please test it and let me know if it works for you ?

TT
#6

Tamas

04.01.2021 16:24

Type changed from Testing - Bug to Bug

TT
#7

Tamas

04.01.2021 16:28

Status changed from In progress to Waiting for information

N
#8

nathan

06.01.2021 11:38
Hi Tamas


Thanks for the second patch! I now retried the strategies - it fixed the double trade bug for 50% of the strategies. For the remaining strategies the bug is still there.


These 3 strategies still make too many trades in jForex vs SQX backtest


1.14.133 +34% more trades in jForex

3.63.100 +44% more trades in jForex

1.40.1119 + 11% more trades in jForex


I am using a tolerance of +/- 10% match between the number of trades in SQX backtest vs jForex backtest.


+/-<=10% and I am fine if the equity curves match and the profiles are roughly the same - $expectancy,  %win, profit factor etc. There is never a 1:1 match between number of trades, which is to be expected I guess.

NT
#9

NathanTest

20.01.2021 15:31

Attachment WF_Optimization_GBPUSDStrategy_2_39_113.csv added

Attachment WF_Optimization_GBPUSDStrategy_2_39_113.java added

Attachment WF Optimization - GBPUSDStrategy 239113.sqx added

WF_Optimization_GBPUSDStrategy_2_39_113.java
WF_Optimization_GBPUSDStrategy_2_39_113.java
(127.68 KiB)
WF Optimization - GBPUSDStrategy 239113.sqx
WF Optimization - GBPUSDStrategy 239113.sqx
(62.78 KiB)
WF_Optimization_GBPUSDStrategy_2_39_113.csv
WF_Optimization_GBPUSDStrategy_2_39_113.csv
(136.04 KiB)
Hi Tamas


Not sure where to post this, so feel free to move this one to a separet ticket/non-test bug report.


I set 5 stratgeies live a couple of weeks ago after the varuous patches etc. They all backtested in jforex just fine. However when live they are all opening trades without a stop loss or profit target. The pending orders are always fine: Pending Order with atatched SL and TP. But when they trigger to acutal order, they are opened without the SL or TP. They are naked.


Atatched the log for one of them. I talked with dukascopy to filter out what was sqx side and dukas side. They said message like 'ticket' etc are developer generated (I was trying to link the tickets (pending orders to the live order when it opened, but couldnt).


Some have the error order rejected becasue not more than 1 order can be opened in 1 second. Some strategies dont show this error (but are still opened naked without SL or TP). All pending orders look fine on the live system - thye have TP and SL atatched, and TP and SL update appropraitely (although with this strategy you will see SL and TP updates to pending orders are only succesful EVERY OTHER update, which is strange).


I think there is more than 1 thing going on here, but basically none of the 5 staretegies I have live in jforex have succesfully opened with a TP and SL. All have opened naked without. 


PS Dukascopy tech said 'please ask the developer to stop spamming the logs with 'null'. You will see what i mean in the strategy log :)

NT
#10

NathanTest

20.01.2021 15:54
I posted somehting similar for another startegvy earlier last week...thought it was the only one at the time. This one was stopped by the jforex server itself.


https://roadmap.strategyquant.com/tasks/sq4_7585/edit


TT
#11

Tamas

20.05.2021 13:27

Status changed from New to Fixed

All the known bugs were fixed.


There can be still some differences in backtests. Please read post here https://strategyquant.com/doc/strategyquant/reliable-backtesting-in-jforex/

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