Hello,
I would like to request following feature:
Business requirement:
I would like as end user to have information on used SQX indicator versions, backtest engine version and/or additional important components which are used to produceĀ strategy result.
I would like to be able to see in "results" information about these components so I when I am back-testing a strategy to be able to easily spot regression/changes in produced results.
I would like to be able to easily identify if an indicator version has changed with SQX release, which could potentially produce different results in backtesting and real trading.
I would like to be (optionally) warned if retesting/opening a strategy with SQX having different indicator version.
Proposal:
1) Extend base model for SQX indicators to include version (major, minor, etc..).
2) Add/reflect such versioning schema within MT indicators. SQX indicator version should match MT indicator version.
3) Include SQX indicator version within MT export files. A comment (ideally machine parsable, yaml ?) within indicator code.
4) Export such component version information within SQX file
Thank you