Fundamental Bug detected: Bollinger Bands

Hi Mark,

 

please 1-stly have a look at the following xml-snippet (auto generated by “Build strategies”):

 

FILE_1.str:

 

<Params ForIndicator=”BB_DOWN”>
<Param Name=”pBB_UP_2″ Type=”int”>46</Param>
<Param Name=”pBB_UP_3″ Type=”int”>2</Param>
<Param Name=”pBB_UP_4″ Type=”int”>0</Param>

…

<Params ForIndicator=”BB_UP”>
<Param Name=”pBB_UP_2″ Type=”int”>46</Param>
<Param Name=”pBB_UP_3″ Type=”int”>2</Param>
<Param Name=”pBB_UP_4″ Type=”int”>0</Param>

 

But after reloading/resaving via “Retest strategies” SQ changes this in the following manner:

 

FILE_2.str:

 

<Params ForIndicator=”BB_DOWN”>
<Param Name=”pLongBB_DOWN_2″ Type=”int”>46</Param>
<Param Name=”pLongBB_DOWN_3″ Type=”float”>2.0</Param>
<Param Name=”pLongBB_DOWN_4″ Type=”int”>0</Param>

…

<Params ForIndicator=”BB_UP”>
<Param Name=”pShortBB_UP_2″ Type=”int”>46</Param>
<Param Name=”pShortBB_UP_3″ Type=”int”>2</Param>
<Param Name=”pShortBB_UP_4″ Type=”int”>0</Param>
 

Not only that the Names are changed automatically during the resave procedure! But also the parameter type of the first “p*_3”-parameter was changed from “int” to “float”. The result is a strange behavior when trying to edit the strategy in Strategy Editor! There occures mismatch between LONG and SHORT side. And when trying to edit the Parameters via Editor, only the “p*_DOWN_”-parameters occur there.

 

Looks for me like a fundamental bug, worth to repair … .

 

 

Hello,

 

thanks for notifying me, work with parameters is not as good as it should be. We already  plan to improve it a lot in the new version 4.