Strategy does not exit on fridays
7 replies
Michael
3 years ago #266978
Hi all,
I’m new to strategy quant and downloaded the trial version. I let it run for a while and it found some strategies. I chose that strategies have to exit on fridays at 10 pm. However, when looking at the trades of a strategy, it can be seen that trades are nearly 7 days in duration, e.g. start on a sunday and end on a sunday. This should not be possible with my setting (see attached image 2).
Is this a bug, or what am I doing wrong?
Thanks in advance.
tomas262
3 years ago #267026
Hi,
there should be no issue with the Friday exit option at the current version. What timezone is used for your EURUSD data? If there is no data after 22:00 Friday the exit cannot processed
hankeys
3 years ago #267028
you will be using not cloned data to your broker timezone – and because of that those data are UTC0 and friday candle is ending at 20:59
always use cloned data to your broker timezone – so most probably to EST07 (UTC2 with US DST)
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.
Michael
3 years ago #267030
Hey all,
yes, it could be a timezone issue. My timezone is UTC +1. I just downloaded the tickdata from Dukascopy and ran SQ, I did not specifically change anything with regard to timezones. I don’t know how to clone timezone data or adjust it correctly :(.
hankeys
3 years ago #267051
its easy – read the documentantion – https://strategyquant.com/doc
and it doesnt matter what is your timezone, but what is the timezone of your broker
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.
Michael
3 years ago #267059
I’m sorry, I could not find anything in the documentation about timezones. What exactly are you refering to?
hankeys
3 years ago #267060
did you read it or not? 🙂
https://www.appdemostore.com/embed?id=5432437491367936
cloning to the timezone starts on page 91
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.
Michael
3 years ago #267062
My apologies, I was browsing through the selected articles instead of the documentation, no wonder I couldn’t find it :D.
I was able to clone my timezone now, thanks for all the help!
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