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Forums>StrategyQuant>General Discussion>Having an issue with to many trades closed on same bar

  • #257402 |
    mike
    Customer
    12 Posts

    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

    #257404
    Customer
    797 Posts

    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

    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.

    #257406
    tomas262
    Administrator
    1827 Posts

    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

    #257415
    mike
    Customer
    12 Posts

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

    #257421
    Customer
    797 Posts

    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 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.

    #257470
    mike
    Customer
    12 Posts

    Thank you

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