Strategy with trailing stop activation is different with multicharts's test

These strategy use trailing stop and activation, the euity curve in SQ looks well. But in Multicharts, the curve looks badly, very different.



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Strategy 428360.sqx
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Strategy 225298.sqx
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Strategy 415268.sqx
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Strategy 228350.sqx
(37.73 KiB)
Strategy 416371.sqx
(33.17 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

e
#1

eastpeace

03.10.2019 17:47

Task created

MF
#2

Mark Fric

30.10.2019 09:16

Status changed from New to Waiting for information

these strategies work for me in MC as same as in SQ.


I suspect the problem will be in something else - maybe difference in session, or other setting.


I can retest it with your data and session if you attach the IF300 data and add screenshot of your IF_CFEX session.

e
#3

eastpeace

31.10.2019 09:37

Attachment session for if300.png added

Attachment attribute for if300.png added

Attachment CFFEXIF HOT 1 min.7z added

HereĀ 
e
#4

eastpeace

01.11.2019 17:51

I am sorry that the session setting is not correct.

In MC, the first session starts at 9:30. I made a mistake in SQ.


I test these with right session, the equity curves are almost same.


It can be fixed or closed.

MF
#5

Mark Fric

05.11.2019 09:30

Status changed from Waiting for information to Refused


Votes: 0

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