Multicharts/Tradestation initial indicator calculations

There are still some trades at the beginning of the backtest results that don't match between SQ and MC/TS.



I found out Multicharts doesn't use all reserved bars for initial indicators calculations, it uses just a number of bars equivalent to the indicators period. The older bars are ignored.


We should find out the exact way both platforms handle this and apply the same logic in SQ to get the exact matching results.

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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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TB
#1

Tomas Brynda

11.12.2020 14:24

Task created


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