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[120] [Tradestation engine] Big difference of backtest results between SQX and MultiCharts

Please fix.
Attachments
Strategy 06597.sqx
Strategy 06597.sqx
(31.18 KiB)
Strategy 01329.sqx
Strategy 01329.sqx
(34.00 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

RL
#1

rickliao

13.04.2019 19:47

Task created

RL
#2

rickliao

15.04.2019 11:28
Voted for this task.
MF
#3

Mark Fric

15.04.2019 12:49

Status changed from New to Waiting for information

Rick, I tested Strategy 01329.sqx, and you are right, there is a difference in Pivots indicator that is cauising it.


But the second Strategy 06597.sqx matches my Tradestation results 100%.

Can you please double check if it really has different result in MultiCharts? If yes, can you attach your data and specification of session you are using for test?

RL
#4

rickliao

15.04.2019 17:00
I double checked Strategy 06597.sqx, that is not 100% the same.

But the difference is within my tolerance, you can skip this one, thanks.

K
#5

Koiosw

16.04.2019 06:23
Voted for this task.
MF
#6

Mark Fric

16.04.2019 13:07

Status changed from Waiting for information to Fixed

ok, I'm setting it to fixed. Pivots problem has a separate task, we know about it.
Votes: +2

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