FRACTAL building blocks - different trading

i have made some comparation of my strats running on demo incubators and if the strategy uses fractal building block, the trading is totally diferent



in MT platfom i am getting big number of trades, instead SQX backtest shows only few of them...there need to be done something strange in the MQL code


proof that FRACTAL building block sucks and trading is totally different - green line is the backtest from MT platform using Tick Data Suite - and trades are the same as on demo account, but SQX backtest (BLACK line) opening only a few trades



this is DOW JONES strategy using darwinex data WS30

Attachments
strategy.zip
(139.04 KiB)
DJ_15_811526170_S_FR_CF_SQX-MM_EQ___BTvsREAL.png
(33.33 KiB)
  • Votes +4
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Low

History

h
#1

hankeys

31.01.2021 07:59

Task created

h
#2

hankeys

31.01.2021 08:00
Voted for this task.
b
#3

bentra

31.01.2021 08:39
Voted for this task.
MF
#4

Mark Fric

01.02.2021 09:35

Subject changed from CRUCIAL - FRACTAL building blocks - different trading to FRACTAL building blocks - different trading

MF
#5

Mark Fric

03.02.2021 15:01

Priority changed from Normal to Low

TB
#6

Tomas Brynda

04.02.2021 09:24

Status changed from New to Fixed

Hi Hankeys,

I have reviewed your strategy. The problem is the Fractals indicator returns either a high/low value or 0.

In your case it happens that it outputs zero and it is then used as an open price.

In sqOpenOrder function the zero is then replaced with the current market price because it is considered market order.


So what happens here is that the stop orders are actually dealt with like market orders and that's why there are lots of trades.


I have modified the code so that it doesn't replace zero price with current ask/bid in case of stop/limit orders. But be careful when using Fractals in your strategies.

It is not very wise to use it to calculate open prices.


Best regards,

Tomas


h
#7

hankeys

04.02.2021 09:51
how can users be so clever to find out, that some building block in SQX could lead to these results - for me its simple - i have this building block in SQX, so i assume that i can use it without a problem


and i have made more research on my fractal strategie, because this is not the only one and some of them are trading the same way as backtester in SQX


so if is something in SQX which could lead to a totally different trading - remove it - its simple, because we are loosing real money



g
#8

geektrader

04.02.2021 14:00
Voted for this task.
k
#9

Karish

10.02.2021 00:39
Voted for this task.

Votes: +4

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