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SQX Won't calculate H4/D1/WEEKLY/MONTHLY TimeFrames correctly Out of M1 imported data from TradeStation

MEGA Huge BUG!, SQX Won't calculate H4 TimeFrame correctly (Out of M1 imported data from TradeStation)!!!***

By checking the historical chart from SQX "View Data" function, i see no synchronization what so ever between the re-calculated data of SQX to TradeStation!,

My steps to importing data into SQX from TradeStation are shown in the ScreenShots below.

_
By comparing the historical chart from SQX "View Data" function VS TradeStation Chart:

SQX Vs TradeStation M1 = Correct and in perfect synchronization.
SQX Vs TradeStation M5 = Correct and in perfect synchronization.
SQX Vs TradeStation M15 = Correct and in perfect synchronization.
SQX Vs TradeStation M30 = Correct and in perfect synchronization.
SQX Vs TradeStation H1 = Correct and in perfect synchronization.
SQX Vs TradeStation H4 = No synchronization AT ALL..
SQX Vs TradeStation D1 = Correct and in perfect synchronization.
SQX Vs TradeStation W1 = Correct and in perfect synchronization.
SQX Vs TradeStation MN1 = Correct and in perfect synchronization.

*Even found what causing the issue, The H4 TimeFrame of TradeStation shows different CloseTime then SQX thats what causing the issue i believe,
SQ calculate the H4 TimeFrame with those steps of CloseTime:
00:00, 04:00, 08:00, 12:00, 16:00, 20:00.
However TradeStation calculate the H4 TimeFrame with those steps of CloseTime:
01:00, 05:00, 09:00, 13:00, 16:00, 21:00.

The problem seems to be because of the Futures Session, Forex sessions are 24 hours.
But for this example the Micro S&P (MES) Is a 23 hours market.

I hope you can also make sure that issue wont happen when using SQ's Custom TimeFrame creator,
Like H2, H3, H8, H10, etc...

(ScreenShots Attached.)

Please fix this ASAP, all my H4 strategies are going to trash because of that issue... :/
Attachments
4.png
4.png
(154.46 KiB)
3.png
3.png
(84.08 KiB)
2.png
2.png
(37.32 KiB)
1.png
1.png
(112.29 KiB)
  • Votes +6
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority High

History

k
#1

Karish

25.09.2020 12:19

Task created

h
#2

hankeys

25.09.2020 12:25
Voted for this task.
k
#3

Karish

25.09.2020 12:32

Subject changed from MEGA Huge BUG!, SQX Won't calculate H4 TimeFrame correctly (Out of M1 imported data from TradeStation)!!!*** to MEGA Huge BUG!, SQX Won't calculate H4/D1 TimeFrame correctly (Out of M1 imported data from TradeStation)!!!***

Description changed:

MEGA Huge BUG!, SQX Won't calculate H4 TimeFrame correctly (Out of M1 imported data from TradeStation)!!!***

By checking the historical chart from SQX "View Data" function, i see no synchronization what so ever between the re-calculated data of SQX to TradeStation!,

My steps to importing data into SQX from TradeStation are shown in the ScreenShots below.

_
By comparing the historical chart from SQX "View Data" function VS TradeStation Chart:

SQX Vs TradeStation M1 = Correct and in perfect synchronization.
SQX Vs TradeStation M5 = Correct and in perfect synchronization.
SQX Vs TradeStation M15 = Correct and in perfect synchronization.
SQX Vs TradeStation M30 = Correct and in perfect synchronization.
SQX Vs TradeStation H1 = Correct and in perfect synchronization.
SQX Vs TradeStation H4 = No synchronization AT ALL..
SQX Vs TradeStation D1 = Correct and in perfect synchronization.
SQX Vs TradeStation W1 = Correct and in perfect synchronization.
SQX Vs TradeStation MN1 = Correct and in perfect synchronization.

*Even found what causing the issue, The H4 TimeFrame of TradeStation shows different CloseTime then SQX thats what causing the issue i believe,
SQ calculate the H4 TimeFrame with those steps of CloseTime:
00:00, 04:00, 08:00, 12:00, 16:00, 20:00.
However TradeStation calculate the H4 TimeFrame with those steps of CloseTime:
01:00, 05:00, 09:00, 13:00, 16:00, 21:00.

The problem seems to be because of the Futures Session, Forex sessions are 24 hours.
But for this example the Micro S&P (MES) Is a 23 hours market.

I hope you can also make sure that issue wont happen when using SQ's Custom TimeFrame creator,
Like H2, H3, H8, H10, etc...

(ScreenShots Attached.)

Please fix this ASAP, all my H4 strategies are going to trash because of that issue... :/

** I FORGOT TO MENTION THAT D1, WEEKLY, MONTHLY TimeFrames are also bugged!!,

SQ counts the CloseTime from 00:00, But TradeStation counts them from 16:00


So H4, D1, WEEKLY, MONTHLY ARE ALL BUGGED!

k
#4

Karish

25.09.2020 12:32
Voted for this task.
k
#5

Karish

25.09.2020 12:33

Subject changed from MEGA Huge BUG!, SQX Won't calculate H4/D1 TimeFrame correctly (Out of M1 imported data from TradeStation)!!!*** to MEGA Huge BUG!, SQX Won't calculate H4/D1/WEEKLY/MONTHLY TimeFrames correctly (Out of M1 imported data from TradeStation)!!!***

k
#6

Karish

25.09.2020 12:42

Attachment D1.png added

Attachment MONTHLY.png added

Attachment WEEKLY.png added

MONTHLY.png
MONTHLY.png
(140.65 KiB)
D1.png
D1.png
(134.72 KiB)
WEEKLY.png
WEEKLY.png
(163.63 KiB)
ScreenShots of D1 + W1 + MN
o
#7

Enric

25.09.2020 16:21
Voted for this task.
IH
#8

clonex / Ivan Hudec

26.09.2020 10:14
Voted for this task.
IO
#9

oilsok

27.09.2020 17:01
Voted for this task.
MF
#10

Mark Fric

29.09.2020 08:03

Subject changed from MEGA Huge BUG!, SQX Won't calculate H4/D1/WEEKLY/MONTHLY TimeFrames correctly (Out of M1 imported data from TradeStation)!!!*** to SQX Won't calculate H4/D1/WEEKLY/MONTHLY TimeFrames correctly Out of M1 imported data from TradeStation

Priority changed from Normal to High

b
#11

beppil

29.09.2020 23:53
Voted for this task.
TB
#12

Tomas Brynda

02.10.2020 13:23

Status changed from New to Fixed

Hi Karish,

there was a problem with daily/weekly and monthly blocks calculation in SQ. It didn't respect the session settings.

This problem is already fixed now and there should be no problems in the next release.


Best regards,

Tomas

k
#13

Karish

02.10.2020 15:10
@Tomas Brynda
Thank you, and i have done that same testing with Sessions included, please review this new Task:

https://roadmap.strategyquant.com/tasks/sq4_7056


Thank you.


Votes: +6

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