Backtest differnt SQ 3.8.2 and SQ 4 Beta 5

Hi,
the backtest of this two strategies is different SQ 3.8.2 <-> SQ 4/Beta5


I use EURUSD M30, Spread 2.0, Trading time 7-19clock, Asikury Utc0,
Close Trades at end of day, Close trades at end of range.


thomas

Attachments
P64e ti EURUSD M30 845.str
(185.45 KiB)
P64e ti EURUSD M30 75.str
(159.26 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

?
#1

anonymous

09.09.2017 14:20

Task created

MF
#2

Mark Fric

08.07.2018 17:20

Status changed from New to Fixed

checked them, they are almost s same in SQ4 RC6 vs SQ3.


There are small differences though:

- when limiting time range to 19:00 in SQ3 it closes in the next bar (at 20:00 if H1 is used), in SQ4 it closes at 19:00 bar


- in SQ4 is uses sqATR for SL and PT, in SQ3 it ises iATR. sqATR is the standard implementation of ATR used in most trading platforms, iATR is custom Metatrader implementation


Despite these differences it produces very similar results.


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