Futures - SQX results wont sync with TradeStation v9.5..
Dev team should realize that the backtesting engine is the most important thing we must have before any other add-ons and features...
im sorry to say that but im giving up on SQ till this thing is fixed...
here are some examples and settings attached..
here are some examples and settings attached..
*Note: Check the new High green points, they not in sync between both the platforms,
Number of trades also,
and the degree of the curve mostly is not in sync in most of the places..
Number of trades also,
and the degree of the curve mostly is not in sync in most of the places..
Files:
10 random strategies,
settings,
settings screenshots,
settings,
settings screenshots,
my @MES data,
etc..
Links: (more then 5MB....)
Source 2
Source 3
Please resolve this, we cannot develop strategies like that..., its unreliable..
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Votes +6
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
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Tomas Brynda
02.10.2020 13:24Status changed from New to Fixed
Hi Karish,
I have backtested all of the attached strategies and got matching results.
From your retest settings inside strategies I can see that you haven't used the proper session in SQ (you used NoSession).
After setting the session from 17:00 to 16:00 like it is in TradeStation, the results match.
In one of your strategies there is a CloseW block used and that strategy still doesn't match.
There was a problem with daily/weekly and monthly blocks calculation in SQ. It didn't respect the session settings.
This problem is already fixed now and there should be no problems in the next release.
Best regards,
Tomas
Votes: +6
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