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Forums>StrategyQuant>General Discussion>Strategy produces too many trades closing at the same bar

  • #261487 |
    Participant
    2 Posts

    Hello to all

    How can i modify my EA to open a single position on the signal?

    #261491
    tomas262
    Administrator
    1823 Posts

    Hello,

    these are trades that open and close inside the same bar. It usually is a problem when the backtesting precision is too low. If you are getting a lot of these strategies consider using smaller timeframe or increase SL & PT size significantly.

    #261897
    Customer
    109 Posts

    Thanks for the response, Tomas.

    Questions I have on this topic:

    How many trades is ‘too many’ ?

    How can we configure this value?

    What if we don’t care about this, and we want strategies to pass this. Where can we toggle this criteria on/off?

     

    thanks.

     

    #261900
    Customer
    790 Posts

    ranking tab – automatic filters

    there is also some info, what “too many” means and we cant set it differently, its hardcoded

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. 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. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #261917
    Customer
    109 Posts

    Got it. Thanks Hankeys.

    #268609
    Customer
    119 Posts

    This is an interesting topic that I wanted to chime in on.  I finally got a couple of strategies that could last 10-15 years in back test without failing.  During the building process, retesting and testing other pairs, I have the filter on for “too many trades closing at the same bar” set to true (see attached) and for SQX to discard those strategies.  Going through obviously millions of strategies with all these filters I get to two, but then when putting them into the Optimizer, both always come up with failing due to too many trades closing at the same bar.  I looked through the trades in detail and there are no trades that over lap each other (contiguous).  So, what exactly does this failing really mean?  And why does it only come up in the Optimizer?

     

    Any insight would be helpful.  Thanks.

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