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roll overs, start session, high spread, how to avoid?

2 replies

Gin

Subscriber, bbp_participant, 95 replies.

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3 years ago #267530

these anomalies happen during initial start of the Monday sessions or roll overs

trades are opened at spread of 100-200 points! 🙁

 

SL:0.0080343,

how to avoid? especially for daily trades

they tend to start at 00:00 and you cannot limit time range to lets say 02:00 to 23:00

because then no trades happen in sqx generator

 

2020.11.16 00:03:03.660 gbpusd-h4-random-WF Matrix – Strategy 0.153522826 GBPUSD,H4: open #212114233 sell stop 1.00 GBPUSD at 1.31764 ok
2020.11.16 00:03:03.316 gbpusd-h4-random-WF Matrix – Strategy 0.153522826 GBPUSD,H4: OrderSendReliable v36: About to call OrderSend(), comment = gbpusd-h4-random-WF Matrix – S
2020.11.16 00:03:03.316 gbpusd-h4-random-WF Matrix – Strategy 0.153522826 GBPUSD,H4: OrderSendReliable v36: Attempted SELL STOP GBPUSD: 1.000 lots @1.317640 sl:0.000000 tp:0.000000
2020.11.16 00:03:03.316 gbpusd-h4-random-WF Matrix – Strategy 0.153522826 GBPUSD,H4: – SQ LOG 2020.11.16 00:03 Opening order type SELL STOP with price 1.31764. Current market prices: 1.31964 / 1.31764
2020.11.16 00:03:03.316 gbpusd-h4-random-WF Matrix – Strategy 0.153522826 GBPUSD,H4: – SQ LOG 2020.11.16 00:03 Calculated LotSize is <= 0. Using LotsIfNoMM value: 1)
2020.11.16 00:03:03.316 gbpusd-h4-random-WF Matrix – Strategy 0.153522826 GBPUSD,H4: – SQ LOG 2020.11.16 00:03 Max money to risk: 500, SL:0.0080343, One lot drawdown: 130960.57, Point value: 100000
2020.11.16 00:03:03.316 gbpusd-h4-random-WF Matrix – Strategy 0.153522826 GBPUSD,H4: – SQ LOG 2020.11.16 00:03 Computing Money Management – Smallest_Lot: 0.01, Largest_Lot: 200, Computed

 

 

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Tomas Vanek

Administrator, bbp_moderator, sq-ultimate, 19 replies.

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3 years ago #267537

Hello, you can set open bar delay to 10. It means that your order will be 10 minutes delayed from midnight 😉 This option you can set in MQL4/5 settings.

Tomas Vanek, founder of QuantMonitor.net, is a visionary in automated trading. Driven by a passion for efficiency in finance, he created QuantMonitor.net to offer robust, real-time monitoring solutions, simplifying trading strategy management for traders of all levels. His innovation is changing the landscape of algorithmic trading.

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hankeys

Customer, bbp_participant, community, sq-ultimate, 487 replies.

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3 years ago #267538

but i am afraid, that if this option will be used for H4 or lower TF, every candle will be evaluated as delayed, so the backtest will be very different

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