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[Build 135] Walk Forward optimization and Walk Forward Matrix use no session only

SQX Ver 134 still not fix the issue of WFO and WFM being not able  to use custom session as set in the trading options. Only no session is used during WFO and WFM. Here is the example

Despite trading option was set to use Session 0345-1315 in the builder successfully. The generated strategy when used for WFO and WFM for robustness testing, did not follow the custom sessions. As a result trade activities occurred outside the  designated time (3:45-13:15) as seen in Trade list and Trades on chart data (chart occurred outside the custom session). 

Attachments
DT004-2 CL 30m_Strategy 111133.sqx
DT004-2 CL 30m_Strategy 111133.sqx
(83.25 KiB)
WF Optimization - DT004-2 CL 30m_Strategy 111133.sqx
WF Optimization - DT004-2 CL 30m_Strategy 111133.sqx
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  • Votes +3
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Urgent

History

LP
#1

hotcabi

12.09.2021 14:47

Task created

LP
#2

hotcabi

12.09.2021 14:47
Voted for this task.
b
#3

bentra

12.09.2021 17:18
Voted for this task.
LP
#4

hotcabi

16.09.2021 17:56

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Attachment Strategy 11102 Original strat in WFO.sqx added

Attachment Strategy 11102.sqx added

Attachment WF Optimization - Strategy 11102.sqx added

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Strategy 11102 Original strat in WFO.sqx
Strategy 11102 Original strat in WFO.sqx
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image-5.png
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WF Optimization - Strategy 11102.sqx
WF Optimization - Strategy 11102.sqx
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Strategy 11102.sqx
Strategy 11102.sqx
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Hello SQX team in SQX Ver 135 the WFO and WFM still could not use custom session as set in the Trading option. I also found that the builder in custom project did not set custom session properly as shown in the Trade on chart 

The following screen shot show the example

Strategy 1.1.102 was created by builder in the custom project show custom session (03:45-13:15) but on the Trade on Chart the session start at 9:00-13:15

1. setting of custom session

LP
#5

hotcabi

16.09.2021 18:04
the other screen shots show the issue of data outside custom session were created in the Trade on chart as if no sessions was set. Even the original strategy copied to the output data bank during WFO ( Strategy 1.1.102 Original strat in WFO.SQX) shwo data as if no custom was set. 

Please fix this issue ASAP. 

E
#6

Emmanuel

27.09.2021 16:42
Voted for this task.
Votes: +3

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