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Daily EA building issues & Timezone Data

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Lachlan McKie

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1 month ago #274882

Hi,

Hi, I’ve been building daily EA’s and previously built on UTC + 0 data (i.e. 6 daily candle per week data), and recently started building on UTC 2+ (EST 7 + DST), i.e. 5 candle per week data. However SQX is really struggling to build/pass daily strategies on the new timezone (EST 7 + DST) compared to the original UTC 0 data even while using the exact same filters on both (i.e. nothing passes initial genetic filtering anymore due to # of trades seeming to be capped at 3). My broker is in EST 7+DST (i.e. a 5 daily candle per week data). What’s confusing me is that when I ran the EA’s built on UTC 0 in mt4 strategy tester (the data of which is based on a 5 candle per week data on the daily), the ea actually performed really well consistently. Is there something I’m missing? Running the daily EA’s on 5 candle per week data should have had fairly different results but it didn’t. It’s tempting to keep building on UTC 0 even with my broker being in EST 7 + DST, even though everything is telling me I shouldn’t be. Edit: the number of trades on strategies built on the EST 7 data seems to be capped at 3 which is odd, so nothing is passing my filter. It’s nearly as if something is wrong with the data as the filters are all the same.

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Lachlan McKie

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1 month ago #274884

Edit: I’ve isolated the issue but am still unsure of the reasoning.

 

Essentially:  Having a set “limit time range for signals” toggle on with UTC data doesn’t limit the amount of trades that EA being generated takes.

However, having it toggled on for EST + 7 converted data stops the vast majority of all trades (i.e. every EA built only has 0-3 trades taken over a ten year period).  Is there some obvious reasoning I’m missing as to why it is behaving this way?  Thanks!

 

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Lachlan McKie

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1 month ago #274886

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Lachlan McKie

Subscriber, bbp_participant, customer, community, 7 replies.

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1 month ago #274890

Third update XD

Problem came down to: Daily EA’s only seem to want to take signals on the open of the first candle of the week.  For the UTC data, this was the extra “6th” candle of the week that opens at 22:00 on Sunday, hence why it passed the “trade within” 01:30-22:30 time filter.

On the other hand, the EST 7+ data (which starts the week on a candle beginning at 00:00) does not pass the “trade within” filter, which is why the EA’s being built had no trades ever.

1) Is there any way to point the builder to look for signals (for daily EA’s) on all days of the week, or is it taking sunday/monday signals because it is optimal.

2) How can I make the EA take a trade after candle open (i.e. at 01:30) to avoid the pre-market opening spread spikes?

 

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tomas262

Administrator, sq-ultimate, 809 replies.

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3 weeks ago #274933

Hello,

just sent you an email. Check and let us know ..

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