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SQX equity curve and TS trade history not match!

Good day.



Thank you for your kind cooperation. 


there is very serious problem in Tradestation. 


The Equity curve in SQ and the curve in TS do not match.
I'm not newbie.
SQ's market data is based on the data obtained from TS.
This is an obvious bug.

 and it must be resolved as soon as possible.

Attachments
WF Matrix - Strategy 164107.sqx
WF Matrix - Strategy 164107.sqx
(85.30 KiB)
unknown.png
unknown.png
(124.93 KiB)
  • Votes +4
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

IO
#1

oilsok

28.09.2020 16:35

Task created

IO
#2

oilsok

28.09.2020 16:36
Voted for this task.
h
#3

hankeys

28.09.2020 21:10
Voted for this task.
k
#4

Karish

28.09.2020 23:33
Voted for this task.
b
#5

beppil

29.09.2020 23:56
Voted for this task.
TB
#6

Tomas Brynda

14.10.2020 09:04

Status changed from New to Fixed

Attachment equity_TS.png added

Attachment screen.png added

Attachment sq_equity.png added

sq_equity.png
sq_equity.png
(93.04 KiB)
equity_TS.png
equity_TS.png
(36.79 KiB)
screen.png
screen.png
(71.16 KiB)
Hi Oilsok,

I must point out that your strategy uses a HUGE periods in indicators. Take a look at the screenshot - it uses ATR with period 1000.

It takes very long for the indicator values to stabilize and values that high don't even make sense.


In my case TS doesn't even recognize the proper number of reserved bars. It allows me to perform a backtest even with a number 400.

I think you should modify your build setup and limit the maximum indicators period numbers.


Nevertheless I was able to get a very similar results.

In B129 there were a few problems with EasyLanguage source code, which are now fixed.


Best regards,

Tomas

Votes: +4

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