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Is it possible to allow “too many trades close at the same bar”?

5 replies

Shawn Li

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1 week ago #280998

Hello,

If I want to keep a strategy that may close at the same bar, is it possible to disable the filter “too many trades close at the same bar”?

Thanks,

Shawn

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tomas262

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1 week ago #281030

Hi,

you can disable the filter. See the image attached

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Shawn Li

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1 week ago #281045

Which version are you using? I am currently using 136, and the filter “Too many trades close at the same bar” was off. But no strategies with too many trades closed at the same bar were stored in my databank.

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James Colton

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1 week ago #281060

Conventional advice is to increase your risk and reward target distances from the entry price or to transition your system to a shorter timeframe chart. You likely would consider increasing indicator lookback lengths to mimic hour-based chart data when attempting to trade minute charts.

Usually when you have an excessive number of strategies rejected due to too many trades closing at the same bar your stop loss and take profit targets are close enough to your entry price that it is unwise to rely on speculation that the profit target was hit before the stop loss was hit. Those strategies with tighter exit targets need to be tested with higher precision. Using tight stops or profits are better back tested on 1 minute data.

You might also want to explore using stops and take profits based on ATR rather than pips. Especially if you test your strategies on other markets as part of your vetting regimen. Basing on ATR allows the builder to transfer between markets without rejecting as many good strategies simply because they are looking at a market with different granularity. For example. in ES futures a 1% move is currently 160 pips or so while a 1% move in NQ is about 480 pips. It can be difficult for some really good systems generated for the ES to pass muster when tested against the NQ market with pips-based targets while the similar strategy based on the same indicators might excel with ATR based targets. Still, the targets would back-test with fewer trades closed at the same bar if your minimum stop and profit targets are a few ATR rather than 1 or 2. I set my ATR length to the equivalent of two trading days and increase my minimum and maximum ATR targets substantially when using minute-based charts because minute based ATRs are substantially less than hour-based ATRs.

 

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Shawn Li

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1 week ago #281068

Hi James,

 

That sounds like an interesting idea. I will give it a try. Thanks a lot!

 

Shawn

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Lorenzo

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6 days ago #281086

I have the same issue, I generated different strategies but there are, in each one, many trades opened and immediately closed (0s duration), this is because I have a 10 pips spread in XAUUSD.

I setted ,min Stop Loss to 30 pips but probably the exit is forced from indicators or other, how can avoid this 0 seconds trades ? (if I check “too many trades closing at the same bar” obviously this strategies are deleted but I need this strategies avoiding these 0 seconds trades)

Thanks a lot

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