Cannot Back Test in SQX or MT4 after optimization
I am using SQX v130, but this has been an ongoing problem for 3 months. I spend hours and days running simulations based on what I am looking for in a strategy only to have something after optimization that looks nothing like the results in both SQX retester and MT4. Whether it is in SQX re-tester or MT4/MT5, I cannot get ANY strategies to work. Attached is just one example out of hundreds. Two files are AFTER optimization and two files after building, then retesting, then optimization, then back to restesting. I double check on MT4 to make sure it is a complete loser after optimizing 20,000 times.
And even if I don’t optimize and the EA looks good after re-testing with 99.99% tick accuracy and successful WF, as soon as I load it into MT4, the EA looks horrible and loses (SQX does not match MT4).
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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
History
WJPII
07.12.2020 14:25And FYI - I am not concerned about "losing strategies". My issues are retesting after optimization is not showing the same, exact results as what it shows in the optimizer (when it has completed). I will continue to investigate.
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I backtested your strategy both in SQ and MT4 and the results match so there's no problem with backtest results.
If you get different results, there's probably some problem in your EA settings in MetaTrader.
If your strategies are not profitable, you should think of your workflow.
If you use the default ones for forex or futures, you should be able to find quite nice strategies.
Currently we are working on a new SQ course, so you can consider participating.
Best regards,
Tomas