dev 3
I have tried my best to ensure the exactly same data, sessions setting, trading cost...
Status changed from New to Fixed
we have recently limited the range of KAMA's periods to max 50 for LongPeriod and max 30 for ShortPeriod as higher values caused problems during backtest.
Both of your strategies use higher values. When I edited both strategies in AlgoWizard so that the max values are respected, I got very similar results in both platforms.
This limitation will be included in the final build.
Regarding your comment - we can check that out. I am quite confident that the basic stuff should work very well.
Also the trailing ATR, I tested many strategies that used this kind of trailing stop. It is a simple algorithm and should not be problematic.
You can select a few example strategies and I will test them out. Just please create a new task for it so that we don't mix multiple things together.
Best regards,
Tomas
The different performance between SQ and Multicharts was not limited to this indicator.
One guy laughed at me for getting a lame tool that was useless at all. So I've tried to figure out what the problem in recent days.
I start with basic and keep adding elements to see how they behave differently.
1, 1-3 entry conditions + fix pips stop + fix pips profit + market order
Some strategies are very close, including trades and equity curve. But there are still strategies that differ in performance. That is very strange.
Is it the reason of the indicator calculation? When more items are compared, the difference magnifies. But I don't know how to check this. Can we export the indicators used in the strategy along with the price series, as in Multicharts. So we can compare it and check if that's the reason.
2, 1-3 entry conditions + fix pips stop + fix pips profit + enter at stop
Most strategy's performance are different, especially those strategies that use non-persistent signals. Non-persistent means Cross up, Cross down, or something like that.
3, ... + market order or enter at stop + trailing stop
Huge difference happened whether trailing is based on pips or ATR.
I didn't get a very useful and direct clue, but I knew we needed a long, long way to get close to success.
I saved a lot of strategies in testing, but a little too much. I can upload these cases as needed later.