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Forums>StrategyQuant>General Discussion>sell stop. buy stop. always incorrect and too close on daily

  • #260391 |
    Participant
    86 Posts

    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

    #260392
    Participant
    86 Posts

    how can sell stop be above the price?

    #260395
    Participant
    86 Posts

    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?

     

    • This reply was modified 10 months, 2 weeks ago by gin.
    • This reply was modified 10 months, 2 weeks ago by gin.
    #260423
    tomas262
    Administrator
    1826 Posts

    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.

    #260430
    Participant
    86 Posts

    but MT4 backtest never have shown this error before

    only live trading

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