Subject changed from MC data randomizer market orders vs stop/limit orders huge difference to MC data randomizer market orders vs stop/limit orders = huge difference
Description changed:
Subject changed from MC data randomizer market orders vs stop/limit orders = huge difference to MC modified randomize history data with market orders vs with stop/limit orders = huge difference
Attachment Screenshot 253.png added
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Attachment buggedmcStrategy 1217978.sqx added
Attachment buggedmctestbuggyrandomizer.sqx added
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Attachment longonlytestbuggyrandomizer.str added
Attachment longonlytestbuggyrandomizerclose.sqx added
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Attachment buggfinder-logging.sqx added
Attachment SQExtension-closeclone.sxp added
If it was truly randomizing data correctly and running true backtest, the results would more closely resemble what's happening with backtests on additional markets because the price data is randomized.
I also believe that if we have the randomize price history monte carlo testing CORRECTLY implemented in SQ, then we won't ever need to use the backtests on additional markets feature because we can test HUNDREDS or THOUSANDS of randomly generated price datasets at a time instead of having to define EACH and EVERY other market we want to use
Status changed from New to In progress
Priority changed from Normal to High
Status changed from In progress to Fixed