CRUCIAL merged portfolio is sorted by OPEN TIME

merged portfolio is in SQX sorted by OPEN TIME not by CLOSE TIME of an orders

because of that we are getting different EQ curve and different values of MAX DRAWDOWN

secondly if i compare SQX vs QA 4.5 it doesnt match because of the same thing

Attachments

merged.jpg

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Votes +2
Project StrategyQuant X
Type Bug
Status Fixed
Priority High

History

hankeys

18.10.2019 13:44

Task created

Enric

20.10.2019 10:18

Voted for this task.

Diwi

20.10.2019 12:12

Voted for this task.

Mark Fric

22.10.2019 08:48

Priority changed from Normal to High

Mark Fric

25.10.2019 13:05

Status changed from New to Fixed

I believe you ar ecorrect, Drawdown and PL balance shoudl be computed from closed trades, sorted by close time.

We changed it back as it was in QA and SQ3, trades are now sorted by close time when computing Drawdown or displaying in equity chart.

hankeys

03.11.2019 17:11

trying in the new beta125 and its not fixed - still sorted by open time

Votes: +2