Differences in the treatment of max reference bars between MC and SQ
We can easily code a simple strategy in which max period or length parameter is 20 in entry signal, but max period or length parameter is 480 in the exit signal. We will find that it can only entry after 480 bars in Multicharts, but it can entry after 20 bars in SQX. I found such a strategy in development, although it does not affect for live trading, but there are big performance difference in first earily data year.
I will add this difference to the task Some troubles about the difference of backtest results between SQ and MC - Strategy Quant
Attachments
No attachments
-
Votes +2
-
Project StrategyQuant X
-
Type Bug
-
Status New
-
Priority Normal
History
E
b
binhsir
07.06.2023 14:14Subject changed from about max prefer bars to Differences in the treatment of max reference bars between MC and SQ
Description changed:
We can easily code a simple strategy in which max period or length parameter is 20 in entry signal, but max period or length parameter is 480 in the exit signal. We will find that it can only entry after 480 bars in Multicharts, but it can entry after 20 bars in SQX. I found such a strategy in development, although it does not affect for live trading, but there are big performance difference in first earily data year.
I will add this difference to the task Some troubles about the difference of backtest results between SQ and MC - Strategy Quant
b
Votes: +2
© Copyright. All rights reserved. ProjectPanel.com
