SignalName-for-Parameter-is-incorrect-Resolved

Okay, that's mine (possibly). I'll look into it.

I just noticed this problem is also occuring using IQFeed and in the backtest...

You're using blocks right?
It's block rule code that was modified so that Signal Names updated with the correct parameter value during optimizations.

Yes it is a block strategy.

Do you guys need any more details on this issue? Tomorrow is Fed day and I am hoping I can get operational again soon. Another option is to email me the previous build. I have not made any change to my strategy since then and that would allow me to run tonight and tomorrow.

We're only talking about the Signal Names - these are the only items that were affected. These don't affect the trading signals. We'll certainly fix that, but this will not affect your strategy operation - only the SignalNames that you review.

No, it is affecting its operation. I mentioned in my first post that it is giving incorrect prices for my exits. This is also seen in my backtests, where every single entry is exited on the very next bar.

We'll need to see your Strategy, dandude. The issue Cone mentioned was purely cosmetic and didn't affect order prices at all.

Show us the Strategy and a screenshot of one of the problem orders.

Here's a simple Blocks strategy I mocked up using the Sell at Stop Loss Block, which looks like the one you were using. I selected to optimize the stop loss price as you did.

I made sure the strategy parameter was set to 1 (outlined in blue)

See how the signal names (outlined in red) are wonky,

but the results are correct. The first two trades exited because they hit the 1% stop, but the last trade never reached the stop loss so is still open.

I have emailed the strategy to support@wealth-lab.com. It may be malfunctioning due to the complexity of my strategy.

However, because it is behaving incorrectly with the new build, I was suspecting that the same issue was happening with my other strategies. Regardless, perhaps you can examine the behavior of my strategy to ensure that it is not affecting other aspects of the execution of block strategies in general.

I may have discovered at least one problem block. One of my main exits uses the "current position P/L" power pack condition. I found, using the optimizer, that this is definitely not functioning correctly. I did this with a much simpler strategy as well.

You can see that even when the value for the "Value profit saver" column is changed, the strategy behaves the exact same way.

Here are a couple of screenshots:

As answered in your other post about this same thing, I double checked the Power Pack Block and it's operating as expected.

Have you tested the strategy I emailed you? There is no %age used in the P/L block in that strategy, and yet it is malfunctioning and closing one bar after every entry. This was not the case yesterday before the update.

This is my primary concern because this is my most profitable strategy, especially during an NQ bull run and thus I need to get it working ASAP.

I also notice in your test that you used SPY. I suggest you attempt with futures contracts.

All of my strategies that were profitable by backtest (over years) yesterday are not profitable today. The backtests are not working and I cannot isolate the problem. I thought maybe I had a lead on it in the other thread, but I do not think that is the primary issue here (though it could be related).

It might be that the only way I could convince you or show you what is happening is by comparing a backtest with the strategy I emailed you on Build 63 with a backtest on the current build (Build 64)

It could have been Build 62/63 also/instead, since I didn't do much work with it over the weekend. I'm not completely sure.

Now that I think about it I doubt it was build 63 that broke the strategy because it had a great day on Friday and I think I was using build 63.

I was just reviewing my trade history and I am almost certain it was Build 64 that broke my strategy. It made a trade that it could not have with its current behavior late evening yesterday. When was the build released? I don't remember when I upgraded it but it could have been late in the evening after that trade.

There's definitely a problem with the compatibility of that Strategy with Build 64.
I can see AddParameter() 23 times, but here's the C# export for the Execute() method:

CODE:
        public override void Execute(BarHistory bars, int idx)
        {
         int index = idx;

        }

Does this strategy use other custom indicators or finantic extensions?
I have finantic.Indicators only.

---
However, with our current Dev build 65, the C# export works (and there are something like 76 parameters).

No it does not use either custom indicators nor finatic extensions.

Sorry to say it, but Build 63 doesn't look like it's going to work either for this Strategy.

Unfortunately the strategy is not loading for me when I uninstalled WL and installed the older version. It shows up with most of the building blocks missing from the strategy.

Glitch is spinning Build 65 and it should be ready shortly.

Thanks so much guys! You are programming and customer service beasts!

Thanks to the code/signalnames fix I was able to see which building block was causing my strategy to malfunction. The sell at stop loss with a point value is firing on the very next bar no matter what. When set to "trailing" the issue is fixed. When set to percentage, the issue is fixed. Even when I set the points to 400000 it still triggers immediately.

So I believe that the sell at stop loss point value with no trail is not working properly, at least on futures.

I would do some more testing, but I am on two hours of sleep so I am going to activate the strategy and take a nap. When I have some more time I will do some more tests on the sell at stop loss block to see if it is just my strategy causing problems or if it is affecting all uses of it for me.

Here is a screenshot of the block and the backtest where the block is triggering the very next bar after every entry.

Great!

QUOTE:
The sell at stop loss with a point value is firing on the very next bar no matter what.

Almost certainly due to @NQ#C not being found in Markets/Symbols, which is causing the inflated results. Do you agree?

Thanks guys!

So I am almost certain that the sell at stop loss defined by points (not trailing) is broken. Here is a super simple test I did with SPY. All of the stops generated above the trade price, which meant that the trade was always exited on the very first bar. This is the problem I was having originally.

Here are a bunch of screenshots to show you what happened. You can see that it behaves the same way no matter how large the stop loss is set. Obviously, if the stop loss is huge it should never be triggered, but instead it is always triggered immediately.

If I were to guess, I would say that for this block the stop loss calculation is inverted, placing the stop above the price by the parameter value as opposed to being place below the price as a stop should be set.

Well I just opened the C# code for the strategy to see that yes, the Block is now ADDING the value to the stop price instead of subtracting it. Looks like we introduced a glitch in our effort to clean up the signal names. I'll get it rectified.