SQ_IsRisingD not working in Multicharts, causing massive backtest deviations

Hello!

The function "SQ_IsRisingD" in Multicharts is not working as intended, see attached example strategy. The backtest results in Multicharts are showing strong deviations from the backtest results in SQX. I also found the reason for this. As far as I undertand, "SQ_IsRisingD("LowD", 2, 13, true, 1)" should shift the whole indicator by shift = 1 day. However, it seems it only shifts by 1 bar (= 1 hour) instead. I found that replacing "SQ_IsRisingD("LowD", 2, 13, true, 1)" by "SQ_IsRising(LowD(2), 20, true)" fixes the problem (13 bars indicator value + 7 bars per day for shift of one day) and backtests are aligned afterwards.

Could you please review and fix the issue with this function?

Attachments

V_1H_0120157.sqx

(49.48 KiB)

Votes +3
Project StrategyQuant X
Type Bug
Status New
Priority Normal

History

t.kissels@outlook.de

14.02.2022 16:06

Task created

t.kissels@outlook.de

14.02.2022 23:18

Voted for this task.

Emmanuel

21.02.2022 09:20

Voted for this task.

giantj

25.03.2022 22:33

Voted for this task.

Tomas Brynda

31.03.2022 16:00

Hi,

we already know about this problem. It is also stated in our Best practices doc -> https://strategyquant.com/doc/strategyquant/best-practices-for-multi-tf-strategies-backtesting-and-trading/

We will try to get this issue fixed in build 136.

Best regards,

Tomas

Votes: +3