[Build 106 (Release Candidate 6)] Tick test in SQ4
They look awful. I do not think this works . Strategies that test nice on MT4 is total shit in Tick test on SQ4. The amount of trades , strategies with 800 trades in 1 min resolution only have 150. Also when tick is used in optimizer it does not work in real spread mode ( all result is zero) but it works in custom.
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Votes 0
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
m
MF
m
mabi
13.07.2018 07:47
OKey :) They look identical in MT4 and in SQ4 but not tick on SQ4. I guess there is some settings issue then. Maybe I named the instrument wrong ,hehe
m
mabi
13.07.2018 08:37Attachment 1.jpg added
Attachment 2.jpg added
Attachment 3.jpg added
Data is downloaded from SQ CDN servers. I get completely different result using the tick version of downloaded data. See picture. They look very similar in Data analyzer thought. The strategies seems time zone insensitive they have almost same result in +0 and +2. This might instead be related to datamanager.
m
mabi
13.07.2018 10:50
Tested other instruments as well it is the same when using data based on tick data the results is different from data based on 1 min. This even on selected timeframe.. You have a bug. test was done on different computors as well
MF
Mark Fric
13.07.2018 10:59
please attach at least one of your strategies here.
I don't think there is a bug, more likely you generated strategies that simply are not backtested correctly on minute timeframe. But I need to see some strategy first.
m
mabi
13.07.2018 14:00Attachment Strategy 361059.sq4 added
Attachment Strategy 28972.sq4 added
ok
m
mabi
15.07.2018 15:06
Seems this was due to Spike bars in downloaded SQ cdn data. All spikes gave winning trades in the type of strategies that was made. These spike bars dissapear with tickdata.
j
MF
MF
Mark Fric
10.08.2018 11:45Status changed from In progress to Fixed
backtests between SQ and MT matches. I tested both attached strategies 28972 and 361059 and backtests in SQ and MT4 are exactly the same.
If you get differences make sure you are running it with exactly the same data and trading options.
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I'm confident that SQ4 test engine exactly matches MT4 engine, so if you see different results it must be different data or settings.