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Futures - Strategies built with MARKET/LIMIT/STOP orders are UNRELIABLE!.*

Futures - Strategies built with LIMIT & STOP orders are UNRELIABLE!.*

Different Results every-time.., tried different settings on the TradeStation Backtester,
Still the results do not match when using strategies that built with LIMIT/STOP orders...,


Still no results that can make accurate strategies for TS..,

ScreenShots attached.. with 2 strategies built using limit orders that i tried,
Overall i tried like 50 different strategies with different rules,
based only on LIMIT/STOP orders.
So far non of them is accurate......

This issue must be fixed..., thanks..


Attachments
Screenshot_4.png
Screenshot_4.png
(35.55 KiB)
Screenshot_1.png
Screenshot_1.png
(52.21 KiB)
Screenshot_1_Strategy 31194.el
Screenshot_1_Strategy 31194.el
(6.85 KiB)
Screenshot_6_Strategy 43172.el
Screenshot_6_Strategy 43172.el
(7.53 KiB)
Screenshot_3.png
Screenshot_3.png
(22.10 KiB)
Screenshot_6.png
Screenshot_6.png
(380.89 KiB)
Screenshot_5.png
Screenshot_5.png
(31.13 KiB)
Screenshot_2.png
Screenshot_2.png
(347.98 KiB)
  • Votes +4
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

k
#1

Karish

27.09.2020 16:10

Task created

k
#2

Karish

27.09.2020 16:10
Voted for this task.
o
#3

Enric

27.09.2020 16:40
Voted for this task.
k
#4

Karish

27.09.2020 16:44

Subject changed from Futures - Strategies built with LIMIT & STOP orders are UNRELIABLE!.* to Futures - Strategies built with MARKET/LIMIT/STOP orders are UNRELIABLE!.*

Attachment Screenshot_1.png added

Attachment Strategy 115147.el added

Screenshot_1.png
Screenshot_1.png
(213.97 KiB)
Strategy 115147.el
Strategy 115147.el
(6.54 KiB)

** Update:

MARKET orders are also unreliable.., this thing sucks..


Is there a way to fix it?,


I think i'm gonna wait for SQ Version 5...., Other then new features SQX is the same as SQ 3.8, Im sorry to say but it is very true.., hope the problem is on my side of things, but i'm sure its not..


Attached a Market orders strategy..., (Tested like 20 more strategies based on MARKET orders, they all un-synced with what TradeStation shows out..)..

ZD
#5

ZdenekDrizga

27.09.2020 16:51
Voted for this task.
IO
#6

oilsok

27.09.2020 16:55
Voted for this task.
TB
#7

Tomas Brynda

29.09.2020 15:50
Hi Karish,

please attach also the SQX strategies so I could compare the backtest results between SQ and TS.


Best regards,

Tomas

k
#8

Karish

29.09.2020 16:03

Hi Tomas,

I opened another task here with all the things you need, settings, data, strs files, screenshots etc...


https://roadmap.strategyquant.com/tasks/sq4_7033

Thanks.

Please this must be fixed, the backtest should match TS backtest in 100%, if the backtesting wont match between them, then it make sense that live forward trading wont match as-well...


TB
#9

Tomas Brynda

29.09.2020 16:07

Status changed from New to Refused

Thank you
Votes: +4

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