real account forward testing mismatch mt4 vs sqx130

Hello again.

Please have a look at this strategy.
It is the only one strategy that is mismatching In my small eurusd portfolio of 7 strategies. 
I assume something wrong with a particular strategy.
Thanks

Attachments
Strategy 111180.sqx
(125.71 KiB)
Strategy 111180.mq4
(224.74 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority High

History

VO
#1

GRoundofInferno

28.03.2021 20:22

Task created

MF
#2

Mark Fric

29.03.2021 08:24

Priority changed from Normal to High

TB
#3

Tomas Brynda

29.03.2021 10:21

Status changed from New to Fixed

Hi Valery,

looking at the strategy logic, I can tell that this strategy is not very good.

It's SL is based on Fractals which is problematic -> described here https://strategyquant.com/doc/strategyquant/best-practices-for-multi-tf-strategies-backtesting-and-trading/

Also the KAMA uses high periods. We have adujsted min/max settings of the KAMA periods recently so Builder doesn't produce periods that may be problematic.

The adjustments were max ShortPeriod = 30, max LongPeriod = 50. It will be included in final build.


I suggest removing this strategy from your portfolio and replacing with another one.


Best regards,

Tomas


VO
#4

GRoundofInferno

29.03.2021 11:38

Attachment Strategy 45144.sqx added

Attachment Strategy 17547.sqx added

Attachment Strategy 64166.sqx added

Strategy 17547.sqx
(34.65 KiB)
Strategy 64166.sqx
(31.51 KiB)
Strategy 45144.sqx
(92.05 KiB)
Thanks Tomas,

could you please have a look at these 3 strategies as well as they are not placing SL,TP orders in MT4.

I've reported 4.5.144 to Tomas Matejka and he said that issue with TP was fractals again and he reported it to the team

But not placing SL is not good.

Thank you in advance.




h
#5

hankeys

29.03.2021 12:13
dont use SL on indicator without setting some MIN values of SL in pips in the trading options
VO
#6

GRoundofInferno

29.03.2021 12:17
Hi hankeys,

how to calculate optimal minimal sl in pips then? during the building process, SQX automatically finds the best one. 

TB
#7

Tomas Brynda

29.03.2021 12:25
That's right, the 4.5.144 is also using Fractals in SL. 

17547 is a little weird, because it uses Monthly Close price 5 months back as a PT which doesn't make much sense to me.

I can't see anything suspicious in 64166.


Hankeys made a good point. It is definitely a good choice to use minimal SL when building strategies with indicator based SL.

That way you can be confident that there will always be SL applied.

VO
#8

GRoundofInferno

29.03.2021 12:51

Attachment 2021-03-29_13-46-35.png added

2021-03-29_13-46-35.png
(700.88 KiB)
It is only with a buy limit of 64166.

So should I uncheck indicator based SL and TP as it is not guaranteed that they will be used?

I can't get how could I set minimal SL,  just set as 10 pips?  And it could be set higher by the strategy later?  How to calculate it properly? 


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