In the trade list of SQ, the prices of many trades do not exist in the range of historical data
There are a lot of deals that are similar.
This results in a net profile of 741159.63 for SQ and 1003760 for MC.
Please refer to the attachment for detailed data and description.
This bug is very urgent. It is recommended to fix it as soon as possible.
Thank you very much.
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Votes 0
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Project StrategyQuant X
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Type Bug
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Status Refused
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Priority Normal
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I've backtested the strategy using the attached data and I must say for me the backtest results in MC and SQ are very similar.
The different overall profit was in my case caused by commission settings in SQ - there was a $80 per full lot when I loaded your config.
You are right that the price $8320 doesn't exist in the data in that time, but it is a PT level and Multicharts handles it the same way. It uses the preset price instead of the current market price.
In the beginning there were 10 more trades in MC, but then it matches perfectly.
It does happen sometimes that even if you set the same number of reserved bars in both platforms, a few trades at the beginning of the backtest differ.
TS and MC obviously uses a little different logic during the start of backtest than SQ. We are thinking about it, but it is not so easy to implement in SQ.
I am closing this task. If you have more questions, please leave a comment.
Best regards,
Tomas