Not logged in
Viewing 5 posts - 1 through 5 (of 5 total)

Forums>StrategyQuant>Application Support>Exit conditions. Bugged?

  • #261527 |
    Customer
    110 Posts

    Hi,

    Checking the logic of my strategies there’s something I don’t understand regarding the SQX parameters. My question is, I set these parameters to look for strategies with 1 or 2 entry conditions and only 1 exit condition as you can see on the screenshot.

     

    However, when I open the Source code of one of my Strategies generated with these parameters, I see the variables ExitSignals = false. See screensot.

     

    Shouldn’t I have some condition on the ExitSignals?? I defined minimum 1 exit condition on the parameters!! Also, maximum 1 exit condition. That is: I want 1 and only 1 Exit condition.

     

    How is that possible that SQX build strategies without Exit conditions? Is that a bug??

     

    I didn’t want to report a bug before sharing here. Maybe I’m missing something. For instance; moving SL to BE is considered an Exit condition…

     

    Attachments:
    You must be logged in to view attached files.
    #261529
    Customer
    110 Posts

    Digging a little more. Could the Exit after Bars condition, and so the BarsValid parameter on the code, be considered as an Exit condition?? It doesn’t make too much sense to me, but who knows…

    #261537
    tomas262
    Administrator
    1821 Posts

    Hi,

    the number of conditions you set is considered to be a maximum. If you set max exit conditions =3 there will never be more than 3 exit conditions used but there can be none, one, two or three.

    If you want all your strategies to contain the exit rule block you need to check the “required” parameter in the blocks setting

    #261546
    Customer
    788 Posts

    yes, exit bars is not an exit signal – you need to have checked the “required” in exit rule building block – if its optional the strategy could be still without it

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #261549
    Customer
    110 Posts

    Oh. My Good! I hadn’t the required check on the ‘Exit Rule’ parameter. I completely missed that field.

     

    Thank you for your answers. Very helpful indeed!

Viewing 5 posts - 1 through 5 (of 5 total)

You must be logged in to reply to this topic.