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“put values to parameters” doesn’t work correctly

3 replies

murty

Customer, bbp_participant, community, sq-ultimate, 99 replies.

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7 years ago #116365

If I select “put values to parameters” for the following, It will never replace 12 with any variable. It even creates a useless parameter called pConsty_1 = 2 that is not needed/used anywhere:

 

Original code:

— Long entry
if LongEntryCondition is true {
   if No position is open then Buy at SMA(21) + (-0.8 * ABS(High(12) – SMA(93))) Stop;
   Stop/Limit order expires after 28 bars.

   Stop Loss = (2.09 * ATR(91)) pips;
   Profit Target = 105 pips;
}

Code with parameters:

====================================================================
== Strategy Parameters
====================================================================
pConsty_1 = 2;
pSMA_2 = 21;
pSMA_4 = 93;
ProfitTargetPips = 105;
StopLossCoef = 2.09;
StopLossATR = 91;
LongStopOrderCoef = -0.8;
ShortStopOrderCoef = 0.8;
OrderBarsValid = 28;

====================================================================
== Entry conditions
====================================================================
LongEntryCondition = (Day of week = Monday)
ShortEntryCondition = (Day of week = Monday)

====================================================================
== Entry orders
====================================================================
— Long entry
if LongEntryCondition is true {
   if No position is open then Buy at SMA(pSMA_2) + (LongStopOrderCoef * ABS(High(12) – SMA(pSMA_4))) Stop;
   Stop/Limit order expires after OrderBarsValid bars.

   Stop Loss = (StopLossCoef * ATR(StopLossATR)) pips;
   Profit Target = ProfitTargetPips pips;
}

— Short entry
if ShortEntryCondition is true {
   if No position is open then Sell at SMA(pSMA_2) + (ShortStopOrderCoef * ABS(Low(12) – SMA(pSMA_4))) Stop;
   Stop/Limit order expires after OrderBarsValid bars.

   Stop Loss = (StopLossCoef * ATR(StopLossATR)) pips;
   Profit Target = ProfitTargetPips pips;
}

 

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tomas262

Administrator, sq-ultimate, 2 replies.

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7 years ago #141667

Hello,

 

some values are fixed values set by strategy builder. These will not be included among strategy parameters for optimization

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murty

Customer, bbp_participant, community, sq-ultimate, 99 replies.

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7 years ago #141703

In my example, why is period fixed at 12 bars in Low(12) and High(12) ?

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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7 years ago #141754

sorry about this, it is most likely a bug, but we will fix in in the new major version 4, we are reworking the whole variables replacement part

Mark
StrategyQuant architect

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