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Tradestation/Multicharts NO data2 in Multi-TF or multi-symbol strategy

I create strategy using 1 sub chart.
main chart is 15 minute timeframe, sub chart is 1H.

The equity curve looks huge different.

And I find that the TS/MC code didn't refer the subchart's data.

pseudo code

// Rule: Trading signals
//------------------------------------------------------------------
Var1 = SQ_Stochastic(14, 60, 3, 0, 0, 1)[5+1];
Var2 = SQ_Stochastic(14, 60, 3, 0, 0, 1)[5];
Var3 = SQ_IsRising(SQ_Lowest(Open of Data1, 156)[2], 4, false)[5];
LongEntrySignal  = (Var1<Var2) and (Var3 = 1);

TS/MC code

// Rule: Trading signals
//------------------------------------------------------------------
Var1 = SQ_Stochastic(14, 60, 3, 0, 0, 1)[5+1];
Var2 = SQ_Stochastic(14, 60, 3, 0, 0, 1)[5];
Var3 = SQ_IsRising(SQ_Lowest(Open of Data1, 156)[2], 4, false)[5];
LongEntrySignal  = (Var1<Var2) and (Var3 = 1);

Attachments

Strategy 24162.sqx

(28.10 KiB)

Strategy 36174.sqx

(30.04 KiB)

Strategy 32117.sqx

(47.58 KiB)

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

History

eastpeace

17.04.2019 09:16

Task created

Koiosw

17.04.2019 15:33

Voted for this task.

Koiosw

17.04.2019 15:34

https://strategyquant.com/forum/topic/mismatch-between-sqx-and-mc/#post-240464

As administrator in this post said multiple subcharts havent been completely tested yet.

Tomas Brynda

23.05.2020 19:31

Status changed from New to Fixed

Hi Eastpeace,

I tried to export the EL code and compare backtest results and it seems ok in our development version.

We've made some changes in TS/MC code, so please try it again in the upcoming build 129, it should be working.

Best regards,

Tomas

Votes: +1