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Why the strategy didn’t work in some period?

1 replies

9 years ago #112971

the data for test start from 2010/12/13 to 2014/12/12

maximum total trades is default value,10 000

But the strategy only have more than 500 orders, and don’t have any trades in 2013 and 2014.

And I import “.el” strategy file to multicharts, this stargety has trading signals both in 2013 and 2014.

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9 years ago #127894

Hello,

I’m not sure, but it looks like it run out of trades, if I remember correctly it counts also unrealized stop/limit trades, which should probably be fixed in the new version.

It should help if you’ll increase max number of trades to 100,000.

Mark
StrategyQuant architect

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