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High timeframe data calculated by SQ is inconsistent with MC.

High timeframe data calculated by SQ is inconsistent with MC.
And some strategies's profit in Multicharts is nearly half lower than in SQ. The trades is not consistent.

Attachments

Strategy 316417.sqx

(53.69 KiB)

2019104IF1MIN-M14-IF_CFFEX.csv

(1.51 MiB)

CFFEXIF HOT 14 min.txt

(1.60 MiB)

session.png

(32.82 KiB)

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

History

eastpeace

04.10.2019 05:57

Task created

eastpeace

14.10.2019 12:55

Voted for this task.

Mark Fric

31.10.2019 13:46

Status changed from New to Waiting for information

sorry, but I don't see the error. What are these two attached files?

I assume .txt is from MultiCharts, while .csv is from SQ?

Are they computed from M1 data?

Can you attach also these 1 min data? at least part of it, few months is enough

Mark Fric

31.10.2019 13:53

Status changed from Waiting for information to In progress

nevermind, I found the data attached to another task and I see the problem now, I'll check it

Mark Fric

31.10.2019 14:12

Status changed from In progress to Refused

I checked it, but the computation is correct.

Your session starts at 9:00, so the M14 bars are:

9:14

9:28

9:42

In MultiCharts I see that bar time starts at 9:44, I suspect that you used session starting at 9:30, and not at 9:00 in MultiCharts.

I tested it in MC, when I use session starting at 9:00, the first bar is at 9:42, just like in SQ.

eastpeace

01.11.2019 17:16

Hello, Mark.

I have checked this again. You are right.

I'm sorry that I made a stupid mistake and wasted your time.

Votes: +1