戦略が同じバーで決済されるトレードを生成しすぎている

Hello to all

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

こんにちは,

これらは同じバーの中でオープンとクローズを行うトレードです。バックテストの精度が低すぎる場合に、通常問題となります。このような戦略が頻発する場合は、より小さな時間足を使用するか、SL（ストップロス）とPT（プロフィットテイク）のサイズを大幅に増やすことを検討してください。.

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?

ありがとう。.

ranking tab – automatic filters

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

Got it. Thanks Hankeys.

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.

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.

こんにちは,

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

こんにちは。.
I am facing the same problem. My strategies went through all the initial filters with all the options checked. They also went through all the backtests, including High Precision, Sys Parameters Permutation, Walk Forward with 5000 runs… went through everything with 1 min Tick. Now in the end, when testing the strategy over the entire period (2003 to 2024) it gave an error of “Too many trades at the same bar”. Previously, the test had been carried out using the last 10 years of history.

When I change in samples and out of samples too, sometimes it goes through and sometimes it doesn’t. Why would the strategy pass a test from the last 10 years but wouldn’t pass when I put some “in samples” and “out of samples”? If they are within an already tested period? And why would the strategy pass a “Walk forward” test, which in theory would be a more complete ISS and OSS test, but would not pass the simpler one? Is there a possibility that this strategy is good and this message is wrong?