SQX 126 - Import of SQ 3.8.2 Strategy Files - Exit on Friday Error
Hi Mark
Whenever I import an old SQ 3.8.2 Strategy file into SQX 126 'Optimizer' and then 'Apply Strategy Config' to 'Optimizer', the resulting 'Trading Option' selects 'Exit on Friday = TRUE', even if in original SQ 3.8.2 Strategy file 'Exit on Friday = FALSE'.
Please can you arrange for this bug to be fixed.
I haven't checked if this happens with all 'Apply Strategy Config' destination options, so please check all options.
Thanks
AC1962
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Votes 0
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
AC
TB
AC
AC1962
14.04.2020 16:09
Hi Tomas
Thanks for your response. I did not realise Import of SQ3 strategies into SQX was not fully compatible. This is a shame, but I will follow your suggestion in future.
Thanks
AC1962
Votes: 0
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the trading options from SQ3 strategies are not fully transferred into SQX, because SQ3 used a little different trading logic than SQX.
It is therefore necessary to check the trading options manually when importing old SQ3 strategies.
It's good to import the SQ3 strategy into Retester first and make a backtest to check the strategy behaves as it should. Then you can proceed with optimization.
Best regards,
Tomas