Přejít k obsahu | Přejít k hlavnímu menu | Přejít k vyhledávání

zero second trade duration

1 replies

5 months ago #281788

SQX is producing strategies with trade duration of 0 seconds. It gives great results in SQX backtest but terrible in other platforms.

I tried to solve this by using “average trade duration >1 bar” in ranking filters, but this doesn’t work.

I don’t know if this is a bug or I am overlooking something in the build.

Please advise a way to stop SQX giving strategies with so many 0 second trade duration.

Attached is an example strategy and the trade results where you can see more than 50% trades have 0 second trade duration

Attachments:

You must be logged in to view attached files.

5 months ago #281816

Hi,

this is not an error. Trades that exit within the same bar they enter are marked with 0s duration labels.

Viewing 1 replies (of 1 total)

Risk Disclosure:
Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure:
Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.

Testimonial Disclosure:
Testimonials appearing on www.strategyquant.com may not be representative of the experience of other clients or customers and is not a guarantee of future performance or success.