117 EURUSD M15 Backtests different 3.8.2 -- 4.117

Hi,
I generated some Strategies with 3.8.2 and Backtests the same Strategies with 4.117

Some Strategies are winning on 3.8.2 and the same strategies are loosing on 4.117
I think the backtestengine is not 100% compatible with 3.8.2 and 4.117
please check this strategies.

I use Dukadata with EURUSD M15 , Spread 1.5
I close all Trades on Friday.

I attached strategies and settings.

thomas
Attachments
4_117_settings1.png
(15.11 KiB)
Retest 4117 settings.cfx
(1.88 KiB)
backtests with 4_117 EURUSD M15_Exit Friday_all loosing.png
(70.37 KiB)
strategies.rar
(666.28 KiB)
3_8_2_settings2.png
(118.30 KiB)
backtests with 3_8_2 EURUSD M15_Exit Friday.png
(68.61 KiB)
4_117_settings2.png
(20.06 KiB)
3_8_2_settings1.png
(94.71 KiB)
SQ 382 EURUSD M15 19_01_2019 settings.xml
(151.67 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

t
#1

tnickel

21.01.2019 10:57

Task created

h
#2

hankeys

21.01.2019 11:11
friday exit time 00:38 in SQX? in the old SQ we cant set the appropriate time, and it will be the last candle in the data (23:59) i think
h
#3

hankeys

21.01.2019 11:12
but i must tell you, that the BT will never be the same - i comu to conclusion - leave old strategies and make new ones
t
#4

tnickel

21.01.2019 11:25

I know BT will newver be the same. But somtimes there are bugs in 4.117.

or in 3.8.2


We have to check every detail of the SQ 4.X

t
#5

tnickel

21.01.2019 11:25

I know BT will newver be the same. But somtimes there are bugs in 4.117.

or in 3.8.2


We have to check every detail of the SQ 4.X

TB
#6

Tomas Brynda

24.01.2019 08:46

Status changed from New to Refused

I tried to backtest the strategies in SQ3 a compare it with results from SQX. We know there is a little difference in calculating Pivots indicator between SQ3 and SQX - so the strategies that use Pivots give different results. But for the rest of the strategies, if I set all the parameters equal as it was in SQ3, the results are very similar.


Except the Pivots indicator calculation, other things that cause differences in backtest results are trading options. "Max Period for Indicators" and "Max Period for Price Patterns" available in SQ3 are not available in SQX and EOD/EOF work a little different way in SQX as there is an exact time setting


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