'Bars since order open' causes builder to stick on avaluating - error while building from template
If I include "Bars since order open" in the exit signal of a template the builder will not progress past the first step of 'evaluating strategies'.
Once that is removed from the template the builder will then generate strategies.
Build 135.867 Mac
-
Votes +2
-
Project StrategyQuant X
-
Type Bug
-
Status New
-
Priority Normal
History
JH
b
b
bentra
22.01.2022 15:55
What a pain! You wouldn't need to force close exits after x bars if we had SWAP in the main engine letting SQX do its thing, right? You have to do this because of missing swap costs don't you?
JH
Jabezz
23.01.2022 08:44
Yes correct it can be used for that but I also use it for an exit signal that closes the first bar in profit after a certain number of bars.Having tested it further I think the way the code calculates it isn't very efficient as on higher time frames and hence fewer bars it can get through it. So I'm not sure if this can be improved or not.
b
bentra
24.01.2022 02:30
Can you just specify the "exit after bars" on the action entry tab instead of inserting it as an exit rule?
JH
Jabezz
24.01.2022 05:05
Yes but that will also exit even if the position is loosing. I use the exit after xx bars only if in profit to close trades that are open too long. For example if trading intra day and the average trade length is 6 hours sometimes you can get outliers that are many days old so I'd just rather close them at the first profit bar.
b
E
TT
Tamas
11.09.2022 14:46Subject changed from 'Bars since order open' causes builder to stick on avaluating to 'Bars since order open' causes builder to stick on avaluating - error while building from template
Votes: +2
© Copyright. All rights reserved. ProjectPanel.com
