Compare live / backtest results

new module - see screenshot.



Module should make it simple to compare live results vs backtest results of a strategy.


It will work like this:
- User will specify path to folder where he has his strategies stored (in .str or .sqx format)


- User then uses Load to open FxBlue or Myfxbook report.


- During load, QA will get all unique Magic Numbers from FxBlue report and it will try to find the corresponding strategy in the folder. Strategy must have this Magic Number in its name.
If found, it will create a new result in the databank.
New result will be a portfolio consistin gof two subresults: 
1. all trades with this MagicNumber from FxBlue report
2. all trades from the .str/.sqx file found 


Result name will be name of the .str/.sqx file.
At the same itme, it will write to a log if it was successful in finding the match.




Thsi way we can pair live and backtest rssults for every magic number and directly compare its performance.



Attachments
compare_live_backtest.jpg
(137.38 KiB)
  • Votes +5
  • Project QuantAnalyzer
  • Type Feature
  • Status Fixed
  • Priority High

History

MF
#1

Mark Fric

19.09.2019 13:49

Task created

o
#2

Enric

21.09.2019 10:40
Voted for this task.
o
#3

Enric

21.09.2019 10:41
Nice
KP
#4

CooleRnax

21.09.2019 19:24
Voted for this task.
VO
#5

GRoundofInferno

23.09.2019 15:37
Voted for this task.
VO
#6

GRoundofInferno

23.09.2019 15:39
Very desired feature. 

It will be great if you can compare 

Generated by SQX strategy trade results (in SQX) vs mt4 backtest results (in strategy tester) vs Account history (real trades in mt4)

also it will be cool if we can compare slippages with live trading results and SQX

h
#7

hankeys

23.09.2019 18:58
computing slippage from metatrader is not an easy task...you need to analyse log files
jn
#8

Josef Němeček

19.11.2019 03:02
Voted for this task.
MF
#9

Mark Fric

29.11.2019 08:20

Attachment Strategy 49108.zip added

preco si to priradil mne?


prikladam report a strategiu pre tradestation na porovnanie.

Ked si pozries task: https://roadmap.strategyquant.com/tasks/sq4_5626

tak tam to porovnava. Cielom je aby sa to dalo lahko porovnat v QA a videl dve krivky.


MF
#10

Mark Fric

03.12.2019 15:07
v tomto tasku su este dva SQX reporty spolu sbacktestami z Tradestation (MHT), mozu sa pouzit na otestovanie
TT
#11

Tamas

06.12.2019 15:21
malo by to byt hotove. Co som spravil


- s Magic numbers sa v QA vobec nepracovalo.

Takze ako prve load magic numbers z sqx, myfxbook, fxblue reportov + pridany novy trade list column Magic number, pre sablony myfxbook/CSV MagicNumber

- pridane rozpoznanie podla magic number / file name

- funguje pre hociaky report

- pridany Free limitation na prvych najdenych 50 ordrov z kazdeho reportu. Teda ka robi portfolio z 3 reportov tak max bude 150 ordrov

- load reportov upraveny tak aby nacitavalo reporty ako single result


Inak pre myfxbook nemame v testoch ani jeden report kde je MagicNumber. Nemame preto ani definovany format v \settings\plugins\LoaderMyfxbook\formats.csv


Pre Free este budeme musiet doplnit aj ostatne limity do init dialogu

s
#12

Stan

10.12.2019 23:59
Voted for this task.
TT
#13

Tamas

13.12.2019 11:56

Attachment QA free.jpg added

QA free pri starte zobrazuje dialog printscreen


Okrem limitations ktore su v nom napisane este mame 

Compare Backtest/Live

This functionality is limited in the free version to use only the first 50 orders.


OpenBalances 

This functionality is limited in the free version to use only the first 30% / 200 orders.


Scripter

We are sorry, but Scripter functionality is available only in full version of Quant Analyze


Monte Carlo

This is an advanced functionality, please consider purchasing full version to support the development.


Dopiseme ich tam alebo netreba ?


VO
#14

GRoundofInferno

14.12.2019 09:05
Will it be possible to use standard mt4 and multicharts reports (and other terminals which supported by SQX) to compare results if you do not want to share your account information with 3-rd parties like fxblue and myfxbook?

Is there any chance that we will see 4.7 in 2019?

Thank you

TT
#15

Tamas

16.12.2019 11:29

Status changed from In progress to Fixed


Votes: +5

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