sell stop. buy stop. always incorrect and too close on daily
4 replies
gin
3 years ago #260391
how to fox this bug?
daily strategies never work
spread is bigger on roll over
sq does not consider this
2020.08.10 00:05:15.314 eurusd-d1-19.46.389-2010 EURUSD,Daily: – SQ LOG 2020.08.10 00:05 Strategy tried to place stop/limit order at incorrect price. Market price: 1.17875, max. price allowed: 1.17875, stop/limit order price: 1.17926
2020.08.10 00:05:15.314 eurusd-d1-19.46.389-2010 EURUSD,Daily: – SQ LOG 2020.08.10 00:05 Opening order type SELL STOP with price 1.17926. Current market prices: 1.17919 / 1.17875
2020.08.10 00:05:15.314 eurusd-d1-19.46.389-2010 EURUSD,Daily: – SQ LOG 2020.08.10 00:05 Max money to risk: 37, SL:1.18126, One lot drawdown: 200, Point value: 100000
2020.08.10 00:05:15.314 eurusd-d1-19.46.389-2010 EURUSD,Daily: – SQ LOG 2020.08.10 00:05 Computing Money Management – Smallest_Lot: 0.01, Largest_Lot: 100, Computed LotSize: 0.18
2020.08.10 00:05:15.314 eurusd-d1-19.46.389-2010 EURUSD,Daily: – SQ LOG 2020.08.10 00:05 Computing Money Management for order – Risk fixed % of account balance
2020.08.09 09:35:53.237 eurusd-d1-19.46.389-2010 EURUSD,Daily: – SQ LOG 2020.08.07 23:54 0 variables cleared
2020.08.09 09:35:53.237 eurusd-d1-19.46.389-2010 EURUSD,Daily: 2020.08.07 23:54 0 variables cleared
2020.08.09 09:35:53.237 eurusd-d1-19.46.389-2010 EURUSD,Daily: – SQ LOG 2020.08.07 23:54 Clearing variables…
2020.08.09 09:35:53.237 eurusd-d1-19.46.389-2010 EURUSD,Daily: 2020.08.07 23:54 Clearing variables…
2020.08.08 12:59:12.218 eurusd-d1-19.46.389-2010 EURUSD,Daily: – SQ LOG 2020.08.07 23:54 0 variables cleared
2020.08.08 12:59:12.218 eurusd-d1-19.46.389-2010 EURUSD,Daily: 2020.08.07 23:54 0 variables cleared
gin
3 years ago #260392
how can sell stop be above the price?
gin
3 years ago #260395
curious how did it pass mt4 tick backtest then?
I can’t remember any errors in mt4
what is happening on real account real time at 00:00 during the roll over?
have you ever tested SQ during real roll over
or just in a lab environment?
tomas262
3 years ago #260423
Hello,
actually this is not an error. The info message “Strategy tried to place stop/limit order at incorrect price…” just tells us that the strategy logic produced opening price that cannot be filled. It is useful when debugging the strategy behavior. When the calculated price is incorrect, the strategy just waits for another signal.
This can happen quite often depending on the strategy algorithm. The same happens also in SQ engine.
gin
3 years ago #260430
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