zero second trade duration

1 replies

Andreas Andrews

Customer, bbp_participant, community, sq-ultimate, 9 replies.

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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

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Administrator, sq-ultimate, 1 replies.

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5 months ago #281816


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


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