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[119] [Tradestation engine] Generated problematic strategies compare with MultiCharts

To Mark,

I spent all day to do tests, I didn't test all indicators overall. I just did randomly tests. 

It seems except FUZZY, others are good, just a few strategies unqualified in MultiCharts.
However, strategies which generated by FUZZY are almost unqualified, a lot of strategies of netprofit are even negative.
Please check the files which I uploaded in google drive. 
There are two sets of test in there, TEST1 and TEST2.

https://drive.google.com/file/d/13gPQn4JHTYMKDz0M5P98lsfWUXeiTUn3/view?usp=sharing

If I find out any problematic strategies, I will add them in this task.

Hope they can be fixed in B120 and make TS engine really workable.
Thank you and SQ team what you guys have done so far.


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

History

RL
#1

rickliao

06.03.2019 15:19

Task created

RL
#2

rickliao

06.03.2019 17:06

Attachment Build_Test3.cfx added

Attachment Strategy 01148.sqx added

Attachment Strategy 01965.sqx added

Attachment Strategy 04513.sqx added

Attachment Strategy 05445.sqx added

Attachment Strategy 06852.sqx added

Attachment Strategy 047599.sqx added

Attachment Strategy 066827.sqx added

Attachment Strategy 010038.sqx added

Found more problematic strategies, please test.

RL
#3

rickliao

07.03.2019 02:43

Attachment Build_2.cfx added

Attachment Strategy 0209079.sqx added

Attachment Strategy 0336279.sqx added

Attachment Build_2.cfx deleted

Attachment Build_Test4.cfx added

Attachment Strategy 0376885.sqx added

Attachment Strategy 076077.sqx added

Attachment Strategy 076077.sqx deleted

RL
#4

rickliao

08.03.2019 10:11

Attachment Build_Test5.cfx added

Attachment Strategy 01184981.sqx added

RL
#5

rickliao

09.03.2019 03:25

Attachment Strategy 02412851.sqx added

Attachment Strategy 01600069.sqx added

Attachment Strategy 02473348.sqx added

Attachment Strategy 03544541.sqx added

Attachment Strategy 02396282.sqx added

For TEST1

Some of them have no any backtest result.

RL
#6

rickliao

09.03.2019 05:14

Attachment Strategy 01620445.sqx added

Attachment Strategy 03252335.sqx added

Attachment Strategy 03654783.sqx added

Attachment Strategy 08503654.sqx added

Attachment Strategy 03654783.sqx added

Attachment Strategy 03654783.sqx deleted

Attachment Strategy 01798821.sqx added

Attachment Strategy 07361718.sqx added

Attachment Build_M30.cfx added

Attachment Strategy 0808033.sqx added

Attachment Strategy 07741264.sqx added

Attachment Strategy 01122909.sqx added

Attachment Strategy 08021194.sqx added

Attachment Strategy 0775926.sqx added

Attachment Strategy 03610112.sqx added

TF is M30

Some of them are no backtest result.

Some of problems may be caused by indicator SQ_IsRising and SQ_IsFalling.

RL
#7

rickliao

10.03.2019 10:02

Attachment Build_ExitOnFriday.cfx added

Attachment exitonfriday.jpg added

Attachment Strategy 0101689.sqx added

Attachment Strategy 0115313.sqx added

Attachment Strategy 0132786.sqx added

Attachment Strategy 0133736.sqx added

Attachment Strategy 0155560.sqx added

Attachment Strategy 0158649.sqx added

Attachment Strategy 0170139.sqx added

Attachment Strategy 0181828.sqx added

These strategies were generated by rule of exit on Friday.

It's very easy to generate problematic strategies by this rule.

RL
#8

rickliao

10.03.2019 10:04

Attachment Strategy 01364.sqx added

Attachment Strategy 011633.sqx added

Attachment Strategy 014036.sqx added

Attachment Strategy 014112.sqx added

Attachment Strategy 028195.sqx added

Attachment Strategy 041939.sqx added

Attachment Strategy 079633.sqx added

Attachment Strategy 094248.sqx added

Attachment Strategy 096587.sqx added

Attachment Strategy 0101552.sqx added

Continue to the post of Exit On Friday.
RL
#9

rickliao

11.03.2019 09:34

Attachment Strategy 0863843.sqx added

Attachment Strategy 02550882.sqx added

TF is M15, switch off "Exit on Friday".
RL
#10

rickliao

19.03.2019 12:16
Voted for this task.
MF
#11

Mark Fric

10.04.2019 11:31

Status changed from New to Fixed

we fixed all the Tradestation issues we found. The tests should now match.


I wasn't able to test completely all the strategies you reported, but the ones I tested work now. There were multiple issues in EasyLanguage code, hopefully it will now work all correctly.


If you'll find some differences please open a new task for it.

Votes: +1

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