[Build 112] SQ3 strategy showing completely different results in SQX

Hi,



so I am currently testing SQ X Build 111 and have tested how good the import and re-testing of SQ3 strategies works. For most of my existing strategies from SQ3, the backtest in SQ X are very close. However, there are some that don´t match at all. I am showing you a screenshot of one such scenario, showing SQ3, SQ X and the backtest in MT4 (code exported via SQ3). All 3 use the exact same data, all 3 use 1 minute tick simulation mode, all 3 use the same spread, slippage, commission, etc.:


Strategy in SQ3: https://image.ibb.co/bP2Hg9/Screenshot_4.png
Strategy in MT4 (code exported from SQ3): https://image.ibb.co/cu8q19/Screenshot_3.png
Strategy in SQ X: https://image.ibb.co/da1XEU/Screenshot_5.png


As we can see, SQ and MT4 (code exported from SQ3) match very closely, almost EXACTLY actually. In SQ X it is completely wrong.


I´ve then gone ahead and exported the MQ4 code for that strategy from SQ X, this is how it looks in MT4 then: https://image.ibb.co/mxLQZU/Screenshot_6.png


As we can see, it looks nothing like in SQ X, nor SQ3  and although you guys said a while back that all backtests between SQ X -> MT4 now match almost 100%, this does not seem to be the case, as the SQ X backtest clearly does not match the exported SQ X MQ4 code in MT4. Which brings me to the conclusion that something with SQ X is completely messed up in that department, because neither does the strategy from SQ3 correctly backtest in SQ X, nor does the exported MT4 code from SQ X match SQ X backtest. 


However, luckily the SQ3 backtests and MT4 backtests match almost perfectly, which shows that SQ3 is still the right platform to use until SQ X has grown up a bit more. It´s still not usable for me at this point because of such massive quirks that really ruin the whole thing, because if backtests don´t match, not even between SQ X and it´s exported MT4 code, this is a big no go for any serious strategy development.


Hope you can still fix it, so that SQ X might get usable one day.


P.S.: If need be, I can share the strategy with you directly, but I cannot post it here in public. In this case, send me a reply here and I will email it to you.

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  • Votes +5
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

g
#1

geektrader

11.10.2018 03:30

Task created

g
#2

geektrader

11.10.2018 03:58
Voted for this task.
a
#3

aluok

13.10.2018 04:16
Voted for this task.
Dw
#4

Diwi

14.10.2018 11:02
Voted for this task.
t
#5

tommmmmm

14.10.2018 16:08
Voted for this task.
TB
#6

Tomas Brynda

14.10.2018 16:21
Hi,

please send me your SQ3 strategy to t.brynda@seznam.cz and I will take a look at it. Recently I did some changes in a script that converts old SQ3 strategies to SQX, maybe the bug is fixed already, we'll see. 


Thanks,

Tomas

m
#7

Martin

14.10.2018 18:22
Voted for this task.
g
#8

geektrader

14.10.2018 23:01
Great, I´ve sent you the strategy via email. Thanks.
TB
#9

Tomas Brynda

16.10.2018 17:37

Status changed from New to Fixed


Votes: +5

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