137 SQX Stockpicker vs Algocloud Exit After Bars - one bar difference in Exit

Hi,

 

I'm making an SQX Stockpicker backtest vs AC real trading comparison and see a 1-bar difference in Exit After Bars trades.

 

All my recent trades exiting After Bars in compared strategy (settings on screen) in SQX going one day longer than the real trades in AC (-> list screen).

 

 15 bars mean 20 days in this example (-> ALK Example).

 

In my research:

 

  • Algocloud is counting Open bar as 1, so it makes sense for me, it is On Bar Open Entry (-> Strategy settings)
  • SQX is counting the Next bar as the first one

 

This seems maybe not a big difference, but it will be a permanent difference between backtests and real trading results.


PS. Im testing SQX 137 (final) version





Attachments
Strategy settings.png
(133.75 KiB)
list.png
(56.78 KiB)
ALK example.png
(188.17 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

m
#1

Michal

21.08.2023 16:08

Task created

E
#2

Emmanuel

22.08.2023 01:44
Voted for this task.
TT
#3

Tamas

31.08.2023 12:02

Status changed from New to Fixed

Attachment image-0.png added

image-0.png
(342.82 KiB)
Hello, yes I see the difference in AC/SQX logic.


I have modified the comparison to >= in SQX. Thanks for pointing it out.


Tamas


Votes: +1

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