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Completely consistent parameter settings, totally different performance, The performance gap between MC and SQX is as much as twice

The performance in SQ is different from the performance measured in MC, which really makes me a little nervous, because the results obtained from the previous tests in MC are totally different. Please help to find the cause of the problem, hope to solve it as soon as possible, thank you.

Attachments

bug200714.zip

(3.39 MiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

Jordan

14.07.2020 09:23

Task created

Mark Fric

17.07.2020 13:56

Status changed from New to Refused

Attachment retest.jpg added

retest.jpg

(214.87 KiB)

I retested it, but the results are almost the same - see the screenshot.

I don't know what you see on the report, but the differences y0ou see are most probably caused by different configuration - for example commissions, or session or trading options.

In my test it is visible that strategy trades the same on SQ and MC.

Votes: 0