Strategy produces too many trades closing at the same bar
2 replies
Hugo Daniel Pereira
1 year ago #290718
Hi,
I was trying to create a Grid/Martingale strategy using AlgoWizard, based on a YouTube video I found, and everything seems logically okay, but if I run the quick backtest and observe the results, I get the error: “Strategy produces too many trades closing at the same bar”.
From some other discussions in this forum:
– Strategy produces too many trades closing at the same bar
– https://strategyquant.com/forum/topic/strategy-produces-too-many-trades-closing-on-the-same-bar/
I saw that it is recommended to do at least two different things:
– Use a lower timeframe;
– Increase SL / TP significantly
I managed to test multiple timeframes (M1, M5, M15, M30, and even H1), but the issue still happens with all of them.
Unfortunately, I wasn’t able to find the option to change the behavior for the single bar inside the AlgoWizard Settings, in the Editor, or the Retester, so I am unsure how to fix this issue. I managed to limit the number of trades per day, but not the suggested fix in one of the other tickets.
It would be great if AlgoWizard had some kind of automatic fixing mechanism, like the code editors, because I struggle to understand exactly what I am doing wrong here.
Could someone please help me fix this strategy?
Thanks and regards,
Hugo
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tomas262
1 year ago #290727
Hello,
it is just a notice. As long as you backtest using high precision you can consider backtest to be reliable despite the notice
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Hugo Daniel Pereira
1 year ago #290736
Hi,
Ok, thanks! In that case, I will continue testing this strategy and see how it behaves in one of my demo accounts.
Regards
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