Too Many Ambiguous Trades
4 replies
qattack
5 years ago #236736
Some build settings I choose result in a huge number of results with “too many ambiguous trades” and “too many trades closing at the same bar”.
These results were being placed into my databank with warnings.
I found how to avoid placing these into my databank, but what specifically causes these errors?
mabi
5 years ago #236767
To small stop and targets makes the strategy open and close a trade on the same bar. When this happen you do not know which one is hit first the stop or the target and the winners could just aswell be a looser. There will always be some trades like this and a few is normal but to many can give a false EQ curve. However if a strategy has alot of these trades but most or all of them are loosers it could still be a good strategy.
qattack
5 years ago #236770
Aha, now it makes sense! ThanX for the reply.
So if I want to (for example) generate strategies on the 1m chart with only a 3 pip SL, what are the difficulties with generation?
When this ambiguity occurs, does SQX register the trade as “no trade” or “breakeven” or something else?
Can I solve this dilemma by retesting generated strategies with “tick data”?
qattack
5 years ago #236985
Bump. Can I solve the above problem by retesting “ambiguous” strategies (or “too many trades closing at same bar”) using tick data?
mabi
5 years ago #236989
yes
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