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Improve existing strategy - B135 Algo Wizard - Randomized Number using DAYOFMONTH function

I was trying to replicate the strat from StatOasis https://www.youtube.com/watch?v=C0cx_yNt3-Y&t=192s&ab_channel=StatOasis using Day of the month function, however when I randomize the days and exit after bars and go to builder, there are generated only strats with 0 day.











 


Another bug found during this test was that fixing the day number on algo wizard for example 20, I had one trade been performed on next month (day 2): 


Attachments
StatOasis - End of Month Strat.sqx
StatOasis - End of Month Strat.sqx
(2.76 KiB)
image-3.png
image-3.png
(6.45 KiB)
Build Day of Month.cfx
Build Day of Month.cfx
(36.62 KiB)
image-2.png
image-2.png
(6.86 KiB)
image-0.png
image-0.png
(51.68 KiB)
image-1.png
image-1.png
(8.76 KiB)
  • Votes +4
  • Project StrategyQuant X
  • Type Bug
  • Status New
  • Priority Normal

History

M
#1

MM1

10.10.2021 16:48

Task created

E
#2

Emmanuel

10.10.2021 18:15
Voted for this task.
E
#3

Emmanuel

10.10.2021 18:24
Maybe, you can ask Mr Casey to share his strategy directly, it would easier to understand what is not working.
M
#4

MM1

10.10.2021 18:41
Perhaps because he most probably faced this issue with SQx he did the strat directly on Tradestation.
M
#5

MM1

10.10.2021 18:46
Voted for this task.
E
#6

Emmanuel

29.01.2022 14:54
Voted for this task.
KB
#7

kbtech

11.07.2022 01:26
Voted for this task.
KB
#8

kbtech

08.08.2022 02:10

Attachment img1.png added

Attachment img3.png added

Attachment img2.png added

img1.png
img1.png
(43.35 KiB)
img3.png
img3.png
(47.28 KiB)
img2.png
img2.png
(53.68 KiB)
The bug seems to be with improve existing strategy (and having random conditions in that .sqx file). If I change it to build with template and update the template to have another condition added. It all works fine.

It seems that Improve Existing Strategy assumes the strategy is already built, so by default it sets the random condition to 0.
TT
#9

Tamas

06.09.2022 19:15

Subject changed from B135 Algo Wizard - Randomized Number using DAYOFMONTH function to Improve existing strategy - B135 Algo Wizard - Randomized Number using DAYOFMONTH function

Votes: +4

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