SQX 130 Dev 2 and Jforex mismatch

VO

#1

GRoundofInferno

27.11.2020 17:25

Task created

TT

#2

Tamas

01.12.2020 14:21

Status changed from New to Waiting for information

Please download the patch from the task below and test it out

https://roadmap.strategyquant.com/tasks/sq4_7357

Are you using QuantAnalyzer for comparing the backtests ?

If yes, can you please also attach a portfolio sqa (merged html jforex + sqx) file next time ?

Additionally can you provide more info about the backtest settings in JForex ? Would be great to have a printscreen of History Tester tab

Did you export historical data from jforex to SQX to get the same result?

VO

#3

GRoundofInferno

02.12.2020 15:22

Attachment JforexSQX07926.sqa added

Attachment Strategy 0792671 - Optimization 028914.sqx added

Attachment Strategy_0_792671_Optimization_0_28_914_02122020_122330.html added

JforexSQX07926.sqa

(1.24 MiB)

Strategy_0_792671_Optimization_0_28_914_02122020_122330.html

(1.80 MiB)

Strategy 0792671 - Optimization 028914.sqx

(92.32 KiB)

Thank you Tamas for your reply.

1) I've downloaded and install patch to SQX 130 dev2

2) Yes, I've used QA to compare backtest. Merged sqa file attached. As well as sqx and HTML files of both backtests.

3)You can find Jforex backtest settings here in a short video https://www.screencast.com/t/ZMAsUSh9

4) I use both dukascopy data from Jforex and SQX as Duksacopy is my broker.

still something wrong

TT

#4

Tamas

03.12.2020 10:20

Thanks for the details. You need to set also Tick precision in SQX (Real tick - real spread)

Then the backtests almost match but there are still some differences. I will dig deeper .... and let you know.

VO

#5

GRoundofInferno

03.12.2020 12:02

Attachment image-0.png added

Attachment tickpStrategy 0792671 - Opti.sqx added

tickpStrategy 0792671 - Opti.sqx

(94.48 KiB)

image-0.png

(314.27 KiB)

thank you.

my bad I've missed precision settings but....

I can not say that jforex matches sqx with Real tick. Moreover, I can say that difference between selected timeframe and real tick is not substantial BUT...

If we compare with Jforex it is.

I've attached screenshot with selected timeframe sqx, real tick sqx and jforex here.

For your convenience, I've also added tick precise sqx file.

TT

#6

Tamas

14.12.2020 13:21

Status changed from Waiting for information to New

TT

#7

Tamas

20.05.2021 13:29

Status changed from New to Fixed

All the known bugs related to JForex were fixed.

There can be still some differences in backtests. Please read post here https://strategyquant.com/doc/strategyquant/reliable-backtesting-in-jforex/