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Having an issue with to many trades closed on same bar

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mike

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4 years ago #257402

just curious if there is a setting that causing this?  I am some what new to Stratgeyquant; however, learning a-lot in a short amount of time.  Anyhow help would be much appreciated

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hankeys

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4 years ago #257404

is this an issue or not? if you are trading daily strategies or higher TFs it could be normally that trades are ending on the same bar

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tomas262

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4 years ago #257406

This is generally caused by using too tight stop-loss or profit-target which leads to intra-bar fills i.e. trades that were closed within the same bar it was opened. This is not an error. You just need to make sure you use high enough testing precision so the trade fill are correctly evaluated. It is best to use real-tick or at least 1minute testing precision

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mike

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4 years ago #257415

Thank you guys for your help.    Is there away that I can generate strategies that open or closes on a new bar only?

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hankeys

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4 years ago #257421

you can use many methods – higher SL,TP values, higher values for exit parameters, you can use also ranking criteria and dismiss strategies you dont want, etc.

but as i said, for higher TFs (H4, daily) the amount of closed trades on the same candle could be higher and its not an issue

You want to be a profitable algotrader? We started using StrateQuant software in early 2014. 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.

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mike

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4 years ago #257470

Thank you

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