Some inconvenient issues - Strategy Quant

ML

#1

xsiboss

21.10.2018 01:15

Task created

ML

#2

xsiboss

21.10.2018 01:17

Subject changed from History Data Download problems to Some inconvenient issues

MF

#3

Mark Fric

23.10.2018 18:24

Status changed from New to Waiting for information

* The default history data shipped with the program have all UTC timezone. Do we usually download those data with UTC+2 timezone?

the defaukt history data were also downloaded from Dukascopy, they are in UTC. Dukascopy data are UTC.

* In Instrument tab, the 'Commissions' column shows as 'SizeBased()' when I set it to $7, for eg. It'd be nice to be shown as in prev version, like $7 (r/t).

I don't understand what you mean. Do you want to change the name of the commission type?

* In Ranking & Filtering tab, there seems to be no way to add a condition item for OOS. Same problem for databank column selections.

there is a way, first you choose the column, then you double click on it in the filtering table to open its properties and you'll be able to configure it further.

ML

#4

xsiboss

25.10.2018 15:57

* The original Dukascopy data are all UTC timezone but we usually add +2 or 3 offset when we download using Tickstory so that we can conduct the right MT4 backtest.

Or it may already have offsets in timezone in the downloaded csv file from other sources.

My point is: can I change the whole history data's timezone offset instantly by simply changing timezone setting in SQ-X?

* Just refer to SQ 3 database setting.

There's 'Costs (r/t)' column with actual commission amount displayed, which is more intuitive compared to this version's 'Commission' column and it's displayed values.

* Yeah, I found the way how to do it but it's 2-step procedure so it's a kind of like annoying.

MF

#5

Mark Fric

29.10.2018 14:23

Status changed from Waiting for information to Refused

1. yes, you can create a clone of the data. The cloned data will be automatcally updated when you download aditional original data.

2. in SQ3 there was only simple commisson per r/t. In SQ X the commission model is flexible, it can be fixed commission per r/t or Percentage based. To get the same setting sa in SQ3 use Size based commission. You can set default comission per r/t (Size based) in SQ X Data manager in Instrument.

3. I understand, butr there is more to configure for every column than just IS/OOS, so it is little bit more complicated than in SQ3.