[Tradestation engine] "Put values to parameters" modify the equity line

Dear Mark,



Whenever we select a strategy, and we want to export the Tradestation source code, we can choise the option "Put Values to parameters". We noticed that if we select that option, and we backtest the strategy with metatrader or multicharts, the equity is different. Particularly, the equity without " Put Values to parameters" is correct, and the equity with the option is wrong, as you can see in the attachments. It's was logic that both the options give the same equity.. 


Why it's different? Is it a bug? In this case could you fix it please? 

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  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

b
#1

beppil

10.02.2019 09:07

Task created

b
#2

beppil

11.02.2019 16:26

Description changed:

Dear Mark,



Whenever we select a strategy, and we want to export the Tradestation source code, we can choise the option "Put Values to parameters". We noticed that if we select that option, and we backtest the strategy with metatrader or multicharts, the equity is different. Particularly, the equity without " Put Values to parameters" is correct, and the equity with the option is wrong, as you can see in the attachments. It's was logic that both the options give the same equity.. 


Why it's different? Is it a bug? In this case could you fix it please? 

Attachment Multicharts equity with Put values to parameters totally different.png added

Attachment Multicharts equity without Put values to parameters the same.png added

Attachment SQX original equity.png added

b
#3

beppil

11.02.2019 16:27

Subject changed from "Put values to parameters" modify the equity line to [Tradestation engine] "Put values to parameters" modify the equity line

RL
#4

rickliao

11.02.2019 17:32
Voted for this task.
MF
#5

Mark Fric

13.02.2019 14:59

Status changed from New to Fixed

I found the problem and fixed it. 


But please for the future can you attach source codes of both strategies? It would help me to find out what it was exactly in your case.


Votes: +1

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