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Strategy produces too many trades closing at the same bar

7 replies

liviu torac

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1 year ago #261487

Hello to all

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

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tomas262

Administrator, sq-ultimate, 809 replies.

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1 year ago #261491

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.

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kasinath

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1 year ago #261897

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.

 

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hankeys

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1 year ago #261900

ranking tab – automatic filters

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

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kasinath

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1 year ago #261917

Got it. Thanks Hankeys.

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WJPII

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11 months ago #268609

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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Kevin

Subscriber, bbp_participant, customer, community, sq-ultimate, 13 replies.

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3 weeks ago #274986

I also found this to be true. We have no idea what they have hard coded… One bar could be set to daily candle. So if we are trading an hourly strategy and it opens more that 1 trade per day it could be triggering it. It’s unfortunate that we aren’t able to see how these filters are operating let alone be able to modify these filters.

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tomas262

Administrator, sq-ultimate, 809 replies.

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3 weeks ago #274993

Hello,

certain builder settings could produce strategies that would suffer from unrealistic order filling mainly due to too low backtesting precision used. That’s why we implemented basic filters / notices to solve this or let user know about that. Nevertheless we could adjust some filters or make some filtering parameters adjustable. I have made a note for developers

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