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Random parameters not being generated correctly

Ive been running some simple test templates from Algo Wizard in the SQX builder on hull moving averages and also the up coming SuperTrend indicator. I ran them using a two timeframe build and found the following errors:

- both Hull MA and SuperTrend did not generate random parameters - the period was fixed at 10 for both timeframes
- the parameters used were the same for each time frame despite the parameter range settings being different.
- the ATR multiplier of the SuperTrend appears to be fixed at '3' and does not get listed in the random parameter list of the pseudo code.
- SuperTrend does not seem to be applied to all timeframes. The pseudo code does not list any of the additional time frames in the SuperTrend code lines suggesting it is only being applied to the main time frame.

Mac Build 131 Dev3

Attachments

Screenshot 2021-03-18 at 184119.png

(221.80 KiB)

Simple Test 2.sqx

(2.96 KiB)

Screenshot 2021-03-18 at 184046.png

(156.33 KiB)

Test Build.cfx

(46.36 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Urgent

History

Jabezz

18.03.2021 12:54

Task created

Jabezz

19.03.2021 07:16

Additionally I have noticed that the maximum number of periods that can be set for the Hull Moving Average in Algo Wizard is 252. I have some very good manually built systems that use periods of 550 for some time frames. Can you increase this limit to 600?

Mark Fric

19.03.2021 08:06

Priority changed from Normal to Urgent

Mark Fric

22.03.2021 10:07

Status changed from New to Fixed

there was one unresolved edge case that caused problems with random value ranges

Jabezz

22.03.2021 13:24

Thanks Mark, was you also able to increase the range limit from 252?

Votes: 0