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Order size displaying incorrectly for BTCUSDT. Maybe related to decimals?

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kasinath

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3 years ago #267665

For BTCUSDT, i generated a strategy where I specified 5 decimal places for order sizing.

However, the order showup as sized as 0 in the trades list.

I thought it may just have to do with the display in the app, so I exported the tradelist. In the CSV it also shows up as 0.

I’m pretty sure the order size is actually closer to 0.0024, or something like that.

How do I make SQX show the right order size?

I need this data for further offline analysis.

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You can see the strategy file attached.

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hankeys

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3 years ago #267674

i am thinking if you want to hear my opinion? 😀

because i have played with crypto for some time in SQX

but answer to your question is i think simple – it seems SQX doesnt count, that we can trade more than 2 decimal sizes, can we?

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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kasinath

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3 years ago #267679

haha, yes I like hearing your opinion when it is not criticizing my question 😀  😀

Yeah it looks like SQX doesnt display the accurate decimal places, even though it looks like it is sizing correctly.

This is a problem because i need to know the exact size of the order, in the CSV at least

I hope  @tomas or someone from the team can confirm this, and tell us when it may be fixed

 

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kasinath

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3 years ago #267758

“because i have played with crypto for some time in SQX”

Hankeys: do you know if it is possible to set up crypto money management so it only opens position of a fixed size ($50) ?

I am not seeing this work correctly. the sizing is wrong, see attached, and calculate the size * current price.

Or is this different based on the initial stop loss?

 

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hankeys

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3 years ago #267760

sorry i found only 1 thing – that crypto is a wasting of time

the moves will not cover the costs and risks

basic question is – where did you get BTC data, because i see, that you are using 5 decimals, but my brokers where i tried the BTC trading have only 2 decimal prices…what are your piptick size and steps? what SL and TP you are using?

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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kasinath

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3 years ago #267762

So far I have found several strategies that are profitable, I’m currently forward testing one on 3commas.  Can share more details LATER.

For now I need help / guidance.

I’m usingBinance data

Dynamic SL based on ATR

No TP

Not sure about piptick size and steps?  Perhaps this is where my problem lies. What values should they be?

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kasinath

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3 years ago #267763

Also to point out: 3commas doesn’t have the option to do percentage of account, so I need to use a fixed value.

If you can guide me on how to set the money management for a crypto srategy to be fixed at $50, that would be great.

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hankeys

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3 years ago #267765

everything need to be set correctly as you broker – data, piptick size/step, point value. If not – your backtest is only a lie

did you make any comparation between bibance data and your broker data – trading times, candles, prices – CFDs for crypto is a hell

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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kasinath

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3 years ago #267766

Yes, my data matches 100% correctly. I am using Binance and SQX backtests are run on Binance data. The trades also match 100% correctly in forward and back testing. I am not using an FX broker –i never know what their data is going to do.  I am using Binance directly.

It all works, but I just need to get the position sizing right.

It sounds like you are saying I need to get pip / tick size from Binance so I will try to find them.

If I get these values, where do I set them in SQX?

 

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Mark Fric

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3 years ago #267841

just for info – this  decimals places issue will be fixed in new Build 130

 

kasinath – I’m interested how you trade SQX strategies on 3commas – do they have their own programming language for bots and did you rewrite them?

Mark
StrategyQuant architect

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kasinath

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3 years ago #267850

Mark: thanks for the update. This is great news.

For 3Commas integration, I am porting my code to Pinescript in Tradingview, which I have set up to dispatch alerts / custom signals to 3commas webhooks.

More and more platforms are starting to offer this similar Trading View integration.  For example, I also plan to use SQX straegies (re-written in pinescript) to trigger options trades in this same way (using OptionAlpha.com)

Between Python and Pinescript, it would be great if we could export SQX to one or both of these languages, to open up our options for deployment. And I wouldn’t have to port the code all the time 🙂

I plan to use SQX for all my strategy design, mining and validation, regardless of what market and what platform I will trade.

Fantastic product. I’m here for the long haul.

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