Issue in Streak

Algos, strategies, code
#1

@Streak

Hi,

I created a simple ema crossover strategy on a 10 min candle.
But on backtesting, the results are coming for each cross-over which happens within the 10 min candle…

I checked the chart for the scrip, the corssover happens in the 3rd of a 10 min candle and multiple times on a one minute candle - Now streak strat setting is 10 mins, but still it is executing for every minute…

Is it an error with Streak or Do I need to do something else…?

Usually the entry is checked only on the candle time selection on top of the strategy creation page, it works fine for all logics, but doen’t work properly with ma crossover - please help…

#2

Can you share a screenshot of the strategy condition?

#3

Dont have it now… but I can do it again and will paste it here…

In-between, you can try with any ma crossover which has more than one cross in 1 min timeframe and no cross in 10 min candle - though we set the strat as 10 min candle, streak still executes order if the cross happens within the 1min candle…this error is coming only when we use the ma cross logic…

#4

Ex. from today - take Ultracem Jan fut scrip - if we set a 10 min strat for 10 ema cross 21 ema - in chart we do not have a cross till 9.40 am - but there are multiple crosses in the 1 min chart - now streak will fire the order on the 1 min time frame though the strat is a 10 min…

This is a bug and needs to be fixed asap…

#5

@Streak

#6

Crossovers are simple condition that has been correct since the beginning apart from the smoothening time required for some indicators. I can assure you that the scenarios you explained here can occur because of the condition and not because there is a bug in backtesting. But to check this, you have share a screenshot of the condition you care testing and the backtest transaction log as well. If there is an issue the backtest log will point to it. Please share the details.

#7

Thank you… I wrote to support and got it clarified…