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Trade Duration incorrect in Trade Analysis vs List of Trades

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mikeyc

Customer, bbp_participant, community, 877 replies.

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8 years ago #113903

Hi,

 

I have a problem with the trade duration shown in the Trade Analysis section

 

I’m using Exit At End Of Range setting in Strategy Options:

 

 

My understanding is that checking this box will mean that any position that is open after 07:00 will be closed, and no further positions will then be opened until the Time Range is entered again at 22:00.

 

Here’s the trade durations of a strategy using this setting, sorted highest to lowest duration:

 

 

Due to weekends, the maximum duration is around 2 days and 9 hours.

 

However, looking at trade analysis shows trade duration to be 4 days:

 

 

I suspect the duration is incorrect since it is treating the weekends differently to the Time in Trade calculation.  The trade analysis should use the same logic as the Time in Trade. 

 

Thanks,

 

Mike

 

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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8 years ago #131182

you are right, this is a bug. Could you send me (or post here) one sample strategy or backtest report so we can check it and fix it also in the new Quant Analyzer?

Mark
StrategyQuant architect

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