<- Back to Tasks

Build [130.467] - "Bars in Trade" is negativ

In many strategies, the number of bars in trade at the end of the IS period is negative.

This affects the entire "Bars in Trade" evaluation. It is also unusual for a trade to be open for 3314 days. (I could not find any connection to the configured time period for the generation / strategy development). Sure, you could limit the number of "Ranking" trades you generate. The selection is only for "AVG Bars in Trade". According to my assumption, the number is also calculated with an average over the entire test period (IS / OOS) and would not prevent the negative result, which is not a fixed value but an average.


Here is a screen and a strategy as an example
Attachments
Bars in Trade_negative .png
Bars in Trade_negative .png
(80.65 KiB)
Strategy 416101_negative Bars.sqx
Strategy 416101_negative Bars.sqx
(29.67 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

HH
#1

Hans

09.01.2021 19:12

Task created

HH
#2

Hans

09.01.2021 19:12
Voted for this task.
Votes: +1

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please