Reply

SQ Opening Trades Only On Full Minutes

4 replies

Mrc Bddmyr

Subscriber, bbp_participant, 0 replies.

Visit profile

5 years ago #240251

Hi SQ companions,

has somebody else experienced that SQ is sometimes generating strategies that would open trades on full round minutes like 09.00, 09.05, 9.10 (on 5 minute time frame with tick precision)?

 

Moreover these kind of strategies are performing a lot better than strategies opening on random minutes like 9.11, 9.13, 9.26 etc.

 

I know that this happens if you set the precision of the backtested data to for example 5 mins instead of using slow tick data precision. In real life testing those strategies obviously do not perform well at all (because obviously you’re not feeding the strategy with real data).

 

 

0

Mrc Bddmyr

Subscriber, bbp_participant, 0 replies.

Visit profile

5 years ago #240282

Here an example of the same thing happening on 30MIN timeframe. These are my best two strategies judged by a 100% certainty of MC trades manipulation and MC retest. The best strategy opens trades on full round 30MINs while the second best opens at random times.

RANDOM MINUTE ENTRIES

Random Entries

ROUND FULL MINUTE ENTRIES:

Round Full Minute Entries

0

tomas262

Administrator, sq-ultimate, 2 replies.

Visit profile

5 years ago #240289

Hello,

strange, can you attach the SQX config? Here is how you can save it

Attachments:
You must be logged in to view attached files.

0

Mrc Bddmyr

Subscriber, bbp_participant, 0 replies.

Visit profile

5 years ago #240297

That would be it!

Attachments:
You must be logged in to view attached files.

0

tomas262

Administrator, sq-ultimate, 2 replies.

Visit profile

5 years ago #240309

Generally strategies having entries at times like 10:30 or 12:00 are strategies using Market orders while those using Limits and Stop orders can have timestamps in between depending on fill times of those orders

Can you attach the strategies and send to [email protected]? I will check, thanks

0

Viewing 4 replies - 1 through 4 (of 4 total)