Severe bug B136 Dev6: Stockpicker strategies are invalid: Strategies are looking into the future

Hi there. I tried building strategies for the stockpicker engine using the default option on the Getting started tab. Some of the promising strategies look like they are looking one day into the future. Typically, it is the strategies with too good Ret/DD ratios. I have attached one such strategy, let me explain: The last trade is on 2020.05.18. But if I set the end date to that date (2020.05.18) and retest, then the last trade is not on 2020.05.18 anymore. It is now on 2020.05.15.
I have worked with the TA-Lib library myself. My guess is that some of the indicators from Ta-Lib are set to look one day into the future.
Regards

Attachments
Strategy 137173.sqx
(38.75 KiB)
  • Votes +3
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

d
#1

Hamselv

28.10.2022 17:04

Task created

d
#2

Hamselv

28.10.2022 17:05
Voted for this task.
TT
#3

Tamas

22.11.2022 09:15

Status changed from New to Fixed

c
#4

crazyhedgehog

22.11.2022 12:20
Voted for this task.
E
#5

Emmanuel

22.11.2022 17:23
Voted for this task.

Votes: +3

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