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Problem with setting the Stop

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Rom

Customer, bbp_participant, community, 29 replies.

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8 years ago #114160

I have some basic problem(s) with  setup.   I am willing to expose myself to the worst indignities in order to solve it (them).  

 

 

In Build Strategies > Strategy options.  I choose symmetry simply because the Universe likes symmetry in all scales.  I definitely want Stop loss (checked).  Now i have to specify: in pips or in money.  I choose pips ( equivalent to ticks, I assume).  So, here the program requires from me to set the absolute value of a potential loss in dollars, but in later step it will give me the option to set it as a % of portfolio. And I wonder: why is there a range?  Will the program attempt to develop a dynamic Stop strategy?  I see that my assumption is wrong, because in the next step I can choose SL in fixed pips.  I’d rather not, so I check ATR multiple giving it the range from 0.5 to 8.  No go.  When I try to run it I get the error message/ warning about the discrepancy between the setting of minimum SL (set at 50) and max ATR multiple.  Either minimum SL has to be increased or max ATR multiple has to be increased.  Manual adjustments to some reasonable values don’t produce the effect – I get the same error message.  But the program offers automatic adjustment.  When I choose that option the max ATR multiple is in the rage 10^3.  

Even when I uncheck “SL required” I get the message about ATR multiple error.  

 

I tried to use settings from the article “Strategy building Process”  with similar results.  

 

Can somebody offer a suggestion?

 

 

 

 

 

 

 

 

 

 

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tomas262

Administrator, sq-ultimate, 2 replies.

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8 years ago #132483

Can you upload settings file from StrategyQuant? I cannot reproduce errors you mentioned.

When you set MM rules to fixed risk in % of account then position size is determined appropriately from calculated stop-loss (pips or money)

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Rom

Customer, bbp_participant, community, 29 replies.

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8 years ago #132485

Before sending the file I decided to check it again.  I was unable to reproduce the problem this time.  Puzzling. 

 

I run SQ on virtualized machine, but I can not imagine that this is a cause of the problem. 

 

Interestingly, I allowed the program to run in a random mode with those settings for an hour and not a single strategy passed.

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tomas262

Administrator, sq-ultimate, 2 replies.

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8 years ago #132494

Settings you provided is working fine for me. You can try to lighten your filtering criteria or try to tweak strategy options to increase chances to find something that matches your criteria

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