zero second trade duration
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
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)