Compare live / backtest results
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.
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Votes +6
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Project QuantAnalyzer
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Type Feature
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Status Fixed
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Priority High
History
GRoundofInferno
23.09.2019 15:39It 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
hankeys
23.09.2019 18:58Mark Fric
29.11.2019 08:20Attachment Strategy 49108.zip added
preco si to priradil mne?
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.
Mark Fric
03.12.2019 15:07Tamas
06.12.2019 15:21- 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
Tamas
13.12.2019 11:56Attachment QA free.jpg added
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 ?
GRoundofInferno
14.12.2019 09:05Is there any chance that we will see 4.7 in 2019?
Thank you
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