Indicator (Highest/Lowest AKA (Donchain Channel) - Won't use LookBack, Only using Bar[1]...

Indicator (Highest/Lowest AKA (Donchain Channel) - Won't use LookBack, Only using Bar[1]...
First of all this should be just renamed as Donchain Channel rather than Highest/Lowest..,
It is confusing,
And please enable it to use the Lookback function rather than just stuck on Bar[1],

Thank you..
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  • Votes +4
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

k
#1

Karish

28.12.2020 19:57

Task created

k
#2

Karish

28.12.2020 19:57
Voted for this task.
k
#3

Karish

28.12.2020 20:48
Even tried to use Fixed 10 bars lookback AKA Shift nothing works.., it always using Bar 1....,
Maybe other indicators are effected also with the same bug, please check.., thanks.
MO
#4

mareko

29.12.2020 11:45
Voted for this task.
b
#5

bentra

29.12.2020 16:34
Voted for this task.
TB
#6

Tomas Brynda

02.03.2021 18:15

Status changed from New to Fixed

Hi Karish,

I have tried to make a simple strategy in AlgoWizard using Highest in entry rules and changing the shift changed the results.

The shift change was also translated correctly into source codes.


During build, I have come across strategies that had shift in these indicators > 1. So I think everything works.

Maybe the problem was already fixed.


By the way, I didn't even know these simple indicators are parts of Donchian channel, never heard of it.

I think renaming it would cause more problems, because people are used to it.


Best regards,

Tomas



k
#7

Karish

02.03.2021 23:22
Thanks for looking at it Tomas,

I guess it was already fixed for build 131, i noticed that an other TASK about something similar to this issue was already fixed, so i guess it is alright,

looking forward to the official 131 build to be released and take a look at it when it is officially released,


About the convenience of Highest/Lowest and Donchain's Channel,

well i guess i works for both way, so yeah people who knows it is Donchain's channel can use it as it is right now, so not a problem.


Another thing i wanted to mention is kinda off this topic but i dont want to make another task for it and add for like over 10 tasks that are already created..., but man we gotta have a SWAP integrated into SQX, it is not that complicated to be added, and we all really need it badly, because the results can be very accurate with that add-on... so i hope it will be added finally for build 131.


thanks.

TB
#8

Tomas Brynda

03.03.2021 12:27
Clonex is already preparing swap computation as a part of What If simulations in Cross checks.

I think it is possible to be included in B131 final version

k
#9

Karish

03.03.2021 13:40

Tomas, The thing is that me and @Clonex already tried testing it when he just finished the first version of the code,


Thing is:

You can use it as with What-IF simulation yes..,

But you cannot check for swap included results with Mutlti-TF, Multi-Markets, MC tests, WF tests or any other things out there,

Because its just a what-if simulation,


We both agreed on that the best option would be just for you as the Dev-Team to include it into SQX as default,

Clonex would know all about it and how to do it best i believe,

Just like we have Spread,Slippage,Commissions, you can just add swap calculation in the same manner, i cannot understand why would you not do that,

it makes perfect sense to add it,


We just need it to act the same as the MT4 backtester nothing fancy,


Swap LONG: X

Swap Short: X

3-days Swap day: X


Thats really it, Simple.


MT4 does the backtest including swaps as fixed swaps, nothing fancy as i said.....


And when we will have swaps integrated into SQX we can simply use What-IF or MC tests to manipulate the results, so we can build MCs with randomized Swaps etc..


This is so awesome please just add it into SQX as default i see no reason why not to do so, especially after so many of us voted for it and wanted it from SQ 3.8 already...


I cant stress it enough, it is just a MUST HAVE FEATURE.

CG
#10

Chris G

14.04.2022 05:14
Voted for this task.

Votes: +4

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