Different result re-testing strategies with each engine
Just for curiosity I retested 146 strategies using each trading engine. The result with MT4 and MT5 is 87 failed. However, with Multicharts and Tradestation the result is 90 failed. I now this is a small difference, but I would have expected the same results inside SQX. Are these results surprising to anyone? See video for more details.
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Project StrategyQuant X
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Type Bug
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Status Refused
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Priority Normal
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FM
TT
Tamas
20.09.2019 13:09Status changed from New to Waiting for information
Please attach the strategies + retester config
MF
Mark Fric
23.09.2019 14:35Status changed from Waiting for information to Refused
it is not suprising, each trading engine trades differently. Usually the differences in trading are not as big, but sometimes the results could be very different.
You have to realize that Tradestation/MultiCharts engines handle trading in a quite different way than MetaTrader.
Stability across multiple trading engine could be used as additional robustness test, but I would say that you shgould use the engine you intend to use.
If you are MT4 user, you don't need to use tradestation engine at all.
FM
Aimak_Rokalno
25.09.2019 10:26
Sorry, I did not ready your replies earlier. I had to clear the databank, so I do not have the strategies anymore.
Thanks Mark. It makes sense.
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