Hi,
I'm testing the new SQX Dev version 20230912 and see HUGE differences in stockpickers strategies results compared to the official 137 version.
Please see the screens:
vs.
The same strategy, the same settings.
BTW:
What is the first bug I found in the new build:
New SQX is skipping trades when they are closed on the same day (time in trade 0 in SQX Official -> screens trade lists).
The strategy is using the Exit by C[0]>H[1] formula. It is working fine in reality (see screen Algocloud). I tested many examples of 0-duration trades with the same results.
Conclusion the new SQX Dev version is not saving in tradelist 0 duration trades at all. They exist in reality and are mostly positive in this strategy, then it affects the results of the strategy.
PS. In this strategy example, 0 duration cases are responsible for 70% of all differences in Total Profit between the official and Dev version. It means there is another difference between engines I don't know/understand. If yes, please describe in more detail what has changed in Limit orders in the Dev version to know what I need to look at.
Best regards,
Michal
Status changed from New to Fixed
Hello Michal,
That was my fault. I didn't run automatic tests to verify the backtests before I sent you the dev version.
Based on your request, we have also re-enabled portfolio creation for stockpicker strategies.
Here is a link to the fixed version
https://cdn.strategyquant.com/install/sq/138/SQX_138_final_win_20230925.zip
Sincerely,
Tamas