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Strategies don’t have stoplosses

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alanhere

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4 years ago #250584

Hi,

I’m on build 125.2145 and despite settings for Stop Loss as per screenshot.. none of the strategies that I’ve generated below actually have stop losses attached. Is this a bug or am I doing something wrong?

 

 

Thanks in advance

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alanhere

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4 years ago #250585

 

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hankeys

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4 years ago #250589

post here some of the strategies – stoploss is working, but why are you using stoploss on indicator?

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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tomas262

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4 years ago #250599

Hello, you can post here ideally for others or alternatively to [email protected] … we can check strategies and provide some hints

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David Morrison

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4 years ago #250602

tomas,

Are you saying that when using indicators as stop loss there’s no need to use pip or ATR time stop loss as well or saying something different?

I’ve also noticed when using indicators as stop loss on the chart to stop doesn’t appear which is a little freaky because you never know if its working or not.

 

 

cheers

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hankeys

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4 years ago #250607

FIXED stoploss

ATR stoploss

INDICATOR stoploss

are 3 categories of stoplosses

fixed is obvious, its a pip value

second 2 types will be computed in pips too by ATR or by INDICATORs in pseudo code – but trader dont know simply what will be the computed value in pips. Will the SL be too far from the price or not? what is the max/min value of SL by 5xATR(10)? for EURUSD H1, H4, GBPJPY M15 – now or in the past? we dont know these values exactly and for every pair and timeframe the values could be totally different

because of that are in trading options the min/max values of SL and TP – so the trader could at least set the range where the ATR and INDICATOR SL or PT should be

everything lies in settings

indicator SL could very often lead to that the SL will be too far from the price and will be never hitted – so you will have NO SL STRATEGY

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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hankeys

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4 years ago #250609

and this are the CRUCIAL things – am i seeing in the pseudo code everything that has impact for the strategy itself?

why to see any TP or SL indicator values that are never reached – user is fooled, he wants strategy with SL and he hasnt it

because of that i am fighting for this simple solution – https://roadmap.strategyquant.com/tasks/sq4_3807

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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David Morrison

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4 years ago #250615

I’ve found when using indicators as SL, more often than not they are way too far away and therefore like you said hankeys. its therefore of no use and even dangerous. That and they seem not to appear on the chart or trading log so one never really knows if they are working until….

 

I have found using Max SL of “some use” so it puts in a hard stop until the indicator SL takes over, M2BE or trailing even.

 

Hope this helps

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kainc301

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4 years ago #250635

The backtests should still be accurate.

 

Hi, I’m on build 125.2145 and despite settings for Stop Loss as per screenshot.. none of the strategies that I’ve generated below actually have stop losses attached. Is this a bug or am I doing something wrong?  

 

Are you sure that you have the respective indicator in your MT4 when backtesting in MT4? Is your stop loss determined by a custom indicator?

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ivan

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4 years ago #254799

i also have more or less the same problem, in my case, they are present, the SL and PT but they are way too large compared to what i set in settings. I was very careful to check “fixed pips” in What to build, not the other 2 types, even in Trading options the same settings but i still got strategies with huge SL and i dont know the cause or how to fix

i set for example a maximum SL of 200 pips in fix pips size in the generation process but after, the strategy has open trades of 8000 pips SL or even more which means these are too dangerous to put on a real account

does anyone know how to fix this problem?

Timisoara, Romania
3900X 3.8 Ghz 12 cores, 64GB RAM DDR4 3000Mhz, Samsung 970 EVO Plus M.2 NVMe

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hankeys

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4 years ago #254811

for now we can have 3 types of SLs

– fixed pips, this is simple, you set min/max values and SQ tries to use this range

– ATR – you set min/max coef and ATR period, but you dont know how much those min/max values are represented by pipvalue. Who know what is 0.5xATR(10) for EU H1 TF in pips, and if you change the market or TF the value will be different. So you need to set min/max SL values in trading options

– indicator – same “problem” as ATR, you need to set min/max SL in trading options – nobody knows how much is SL at EMA(50) for example

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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ivan

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4 years ago #254812

yes, indeed and the major upgrade on SQX over SQ 3 from this point of view is that the SL and PT are separated now so we have 4 boxes instead of 2 as SQ 3 had.

but so far i am unable to find out why some of the final strategies open trades with a much larger SL than initially set in the generation process. I didn’t used any indicators in building settings. I suspect it has something to do with the building blocks or MT4 platform but i dont have solid knowledge in these matters. Its as if hose boxes are not connected to anything.

Timisoara, Romania
3900X 3.8 Ghz 12 cores, 64GB RAM DDR4 3000Mhz, Samsung 970 EVO Plus M.2 NVMe

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hankeys

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4 years ago #254814

on what markets do you have problems?

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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ivan

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4 years ago #254820

on what markets do you have problems?

GBPUSD and EURUSD

Timisoara, Romania
3900X 3.8 Ghz 12 cores, 64GB RAM DDR4 3000Mhz, Samsung 970 EVO Plus M.2 NVMe

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Amro Awad

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4 years ago #254813

Hi,

I noticed the same problem. I just want to enter like 2% of balance per trade and risk-reward ratio of 2 > 1. So for instance 2% risk and 4% reward if you

get me here but the strategies use way to high stop-losses or take profits.

Does anyone have solutions for this?

Thanks!

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tomas262

Administrator, sq-ultimate, 2 replies.

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4 years ago #254831

Ok, we need to test this. If you have any example strategies you can attach. Also the ‘automatic simplifier’ task will be looked at and considered for future build

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