Always appreciated SQteam's kind cooperation.
Proceed to main issue...
SQX support Tradestation and Multichart.
but I found the issue about calculating difference between Tradestation 9.5 and Tradestation 10.
(used same setting , same chart, same ELD script. but there occurring entry signal totally difference)
that can be just TS bug. but at least, SQ team should test for reliability about Tradestation 10. because Tradestation 10 is kind a LTS version.
and now I have doubt about Multichart too. because even there is exist the calculation difference between TS9.5 and TS10, how can I believe it will be working well in Multuchart too?
Thank you
best regards
Im all in for that.., already uploaded some tasks stating those issues with SQX vs TS backtests aint matching..,
TS 9.5 & TS 10 might have the same backtesting engine (maybe just a faster engine) but should be identical because the users would have gone mad about it if there ware any differences,
So i think the same out-put of EL code will work the same on TS 9.5 & TS 10,
More users are going to use TS 10 because of the new look and more newbie friendly so i would keep that in mind if i was in the SQ Dev team position.
can you attach some SQX strategy that produces different results in TS 9.5 and TS 10?
Best regards,
Tomas
Attachment 20201004_ES_1H_with_sessionWF Matrix - Strategy 291181.sqx added
Attachment 20201008_SQ_TS_comparing.docx added
Status changed from New to Refused
I have backtested your strategy both in SQ and TS10 and I got matching results.
I noticed that the strategy uses very high indicators periods. It may take a while until it stabilizes, so I reserved 1000 bars.
I don't think there is some backtest engine difference between TS9 and TS10.
In your docx file I can see that you haven't applied the EOF in your project config, this can be the cause of the differences.
Also it depends on your data, but I had to set ticksize to 0.01 in SQ. My @ES data downloaded from TS10 don't have min move 25 but 1 when I take a look on the candles.
Best regards,
Tomas