[130 dev2] no trades filter logic flaws

These trades happened indeed, but failed due to  trades filter.
Attachments
Strategy 320101.sqx
(16.45 KiB)
Strategy 137121.sqx
(15.93 KiB)
Retest.cfx
(3.79 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

e
#1

eastpeace

12.12.2020 08:43

Task created

TB
#2

Tomas Brynda

05.01.2021 10:03

Status changed from New to Refused

Hi Eastpeace, 

the filter is set up in a way that it reports no or too little trades when the strategy has less than 20 trades.

I suggest not using no trades filter when backtesting on a short history.


Best regards,

Tomas


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