[Bug] Live Strategy and Cloned Strategy not opening trades at the same time

Dear developers, I don’t know if I have stumbled upon a bug?

I have a published live strategy (ProQuant NDAQ100 Strategy “Ninja Guinea Pig v1.0 * | 6k 1d Static” https://app.proquant.com/shared/strategy/383dbf13-998f-4978-8c6c-0487c5fc4de9) and a cloned version of it (only difference is a SL). Recently both where idle and then the cloned version opened and closed a successful trade while the live strategy stayed idle. Found it very odd and decided to ask your help.

Thanks in advanced.

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@theorib, I believe that strategies analyze their indicators at the defined intervals since start time. So if both your strategies use a 4h interval (for example) but one was started at 10:00 and another at 12:00 - one will check at 14:00, 18:00, 22:00 and the other at 16:00, 20:00 and 00:00.

Someone from PQ, please correct me if i’m wrong.

I’m not so sure, I think they use the broker’s bar timing (t212 in my case). I’m pretty sure all my 4h strats open positions at the same time (if they meet the entry rules) regardless of the time I started them.

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@Nikola, @ViktorPQ, could you please clarify the behavior?

We do use the broker’s bar timing, correct. Sounds like a bug to me. We’re in the process of rewriting parts of our engine as we work towards fixing the execution lag, this will be fixed alongside.

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@Nikola I have had this problem too. It may also be a sign that some of the other problems people have raised on this and the previous forum that you have denied are real but are sporadic.

Well done @theorib For spotting and raising

Nik

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Thanks @Nikola I’ll eagerly await the more robust version of the engine.

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just to clarify, is @egormalanichev correct, that two cloned strategies initiated at different times could take different trades? I have wondered this for a while, It would be interesting to get an official response from the ProQuant team.

If the second strategy starts with the first already having opened a position - they might go out of sync. Otherwise, they should be synchronised.

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oh, it’s great news that you are fully involved in the lag thing, let’s see if you succeed soon, thx!

Any progress on this @Nikola? Looking at the charts I think my public strategy EUston 10m has missed a number of entries since it’s last open position on 31st Jan (although that isn’t reflected in the backtest either so I might be wrong). Most recently I think it should have opened a sell at 8:20 today (5 Feb) and then closed it at a profit. I didn’t have a clone running at the time to compare but will going forward.

Hard at work rewriting most of our engine. Hope to be live next Friday.

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