Data import from Tradestation malfuction -bug // Trades do not close with exit at end of day or Range
Importing data from Trade-station into SQX does not allow this data to be run under SQX.
1- Once the data is imported properly the SQX engine after a few minutes does not produce any results , NO TRADES ARE GENERATED.
2- I reexported from SQL the same data imported and found out that the fields are incorrect (Date and Time , Open ).
3- The data exported from SQX could not be imported back into Trade-station.
4- Darwinex has Tick data , and some test where done to run SQX on TICK data , and it produced results. BUT the field in the main process next to symbol:
a- Shows : Seconds , Minutes, ... etc , but not TICKS.
b- On custom time: DOES not show TICKS .
Tick data trading will be much different even if the ticks are broth to the minutes. Could SQX engine be able to adjust for TICK scales, 10 tick, 25 tick etc?
5- A different issue but noticed that the Time restriction to close the trades after the Range or at the end of the day are NOT working on Trade station on several Test strategies implemented.
Include an example , please run it and realize the bug.
- This is especially important because after hours trading only operates restrictive volume, ONLY LIMIT ORDERS, and is not a good time to open or close any trades.
I include the samples of the exported file from Trade station (notepad *.txt file) and the SQL file exports from SQL data Manager ( *.cvs).
The same process was done for Tick data and the results where the same.
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Votes +4
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Project StrategyQuant X
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Type Bug
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Status New
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Priority Normal
History
EC
EC
E
KH
KH
Kai
21.05.2023 11:46
it also take so much time when computing with tradestation data. for Monte carlo test in my end, it took about 18 seconds per strategy with SQ data, but it took 300 sec with tradestation data. unfortunately these two data is a bit different so I can't just use SQ data.
RF
Votes: +4
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