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MultiCharts IntPT calculation bug

1.As you can see in the attachment, there are not correct IntPT calculation. Usually it didn't exit as PT close type in Multicharts. I just loss 70000 RMB in this situation in live trading.5555 


2.By the way , there are very different performance between 137dev4 and 137RC4 with this strategy. I gusess it is not correct in 137RC4.

Attachments
performance in 137dev4.png
performance in 137dev4.png
(159.41 KiB)
Strategy 49181-SL.sqx
Strategy 49181-SL.sqx
(48.84 KiB)
PT trade on chart.png
PT trade on chart.png
(220.01 KiB)
performance in 137RC4.png
performance in 137RC4.png
(165.30 KiB)
PT trade.png
PT trade.png
(297.86 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status In progress
  • Priority Normal

History

b
#1

binhsir

12.08.2023 05:02

Task created

b
#2

binhsir

12.08.2023 05:04
Voted for this task.
b
#3

binhsir

12.08.2023 05:05

Attachment QDCEpg HOT-Minute-Trade.rar added

QDCEpg HOT-Minute-Trade.rar
QDCEpg HOT-Minute-Trade.rar
(2.65 MiB)
E
#4

Emmanuel

14.10.2023 00:01
Voted for this task.
MF
#5

Mark Fric

25.10.2023 14:21

Status changed from New to In progress

Hello Binshir,


sorry that it took me some time to get to this task. 


I tried to reproduce it, but I don't know what instrument this Q.DEC.pg is - what are its settings exactly. Can you give me a screenshot of your setting in SQX?


But I'm not sure what exactly are are requesting - I tested your strategy on another data, and it almost never finishes on PT. I have not seen it computing this strange PT value.


There were multiple fixes from 137dev4 to 137RC4, RC4 should be matching better with MC, but make sure you use the final 137 version of SQX.


But you should run backtest also on MultiCharts, did you do it and did SQX backtest match the one in MultiCharts?

Could you attach your MultiCharts backtest report?



b
#6

binhsir

30.10.2023 12:29

Attachment DCEpg.png added

DCEpg.png
DCEpg.png
(136.80 KiB)
That is liquefied petroleum gas futures in Dalian Commodity Exchange. The setting is in attachment. Yes, i have carried out this strategy in live trading with Multicharts, so you can see i lost 70000 CNY. Yes, i retest any strategies with MC before live trading. I think most of trade is same between SQ and MC, but the trade i lost many moeny is very different, and it happend in my live trading.
Votes: +2

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