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Strategy produces too many trades closing at the same bar – Optimization

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Denelio Martin

Subscriber, bbp_participant, 1 replies.

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6 months ago #292833

Hey, I am seeing this “strategy problems” message but only when strategies reach the optimizer phase. I understand that the reason for this message is when a large percentage of the trades are opened an closed within the same bar but I only see this message once I run the optimizations on the strategies.

These strategies pass my rigorous retesting but once I bring them to optimizer, as soon as I click run, the first strategy that shows up has this message and all other ones after. I look in the list of trades and I don’t see strategies opening and closing on the same bar. For example, the strategy I am looking at now is on H1, it takes an average of 5 trades per month and in trades for an average of 7 hours.

I am not sure if I should take this message seriously or if it is a glitch in the system when I run optimizer (this only happens sometimes).

 

 

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tomas262

Administrator, sq-ultimate, 2 replies.

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6 months ago #292975

It could be that changing a strategy parameter causes trades to last for a much shorter period. Moving the stop-loss closer or the profit target higher increases the chance that both orders are triggered within the same bar (intrabar).

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