SQX 121 - Conversion a working SQ3 strategy to SQX results in no trades in SQX

The attached strategies were converted from SQ3. The original SQ3 str files are included as are the SQX files that were created by SQX Pro 121 (Full license). The price data is from Birt's TDS system using Dukascopy EURUSD data exported to a CSV with GMT set to +2 and using USA DST rules. The CSV that was created was then imported into SQ3 and SQX. All testing (SQ3, SQ4 and MT4) testing was done at the tick level. The MT4 client is FXOpen MT4 build 1170 using the ECN Demo server. All tests were run based on an initial $10,000 balance and fixed lot trades of 0.1 lots.


The problems are:

1. These SQX strategies that were created in the conversion process has different trading characteristics from the SQ3 strategies. Specifically, the SQ3 strategy has trades in both SQ3 and MT4 while the SQX version of the strategy has ZERO trades in SQX or MT4. This indicates that the conversion process does not generate the exact same strategy.



Attachments
SQ 3.7z
(357.61 KiB)
SQX.7z
(221.24 KiB)
  • Votes +3
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

d
#1

Dave

14.05.2019 19:00

Task created

d
#2

Dave

14.05.2019 23:13

Subject changed from SQX 121 - Conversion a working SQ3 strategy to SQX results in to trades in SQX to SQX 121 - Conversion a working SQ3 strategy to SQX results in no trades in SQX

d
#3

dannishui

14.05.2019 23:35
Voted for this task.
m
#4

mabi

15.05.2019 02:44
Voted for this task.
l
#5

Loonly

15.05.2019 07:16
Voted for this task.
h
#6

hankeys

15.05.2019 07:59
dont try to convert old strategies to SQX, its nonsense - everything works differently
TT
#7

Tamas

16.04.2020 15:23

Status changed from New to Refused


Votes: +3

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