B130,467 Futures And Sesssion

Tradestation doesn't have H1 timeframe, it has M60 instead.

If you set M60 timeframe in retester, the bar times should match in both platforms.

Also check if your symbol in SQ is set to be an end of bar type.

Best regards,

Tomas

look at this from a startegy in builder im using your data from ultimate @cc

Black is tradestation  for example 2009-02-09 entry in Tradestation 09:45 and in Sqx same trade entry at 11:00 and results are completly different have to do with time?, Both are set to M60 

exchange starts at 06:45 in tradestation and the next abr closes at 07:45 08:45 and so on

I went through your last settings from the strategy and I noticed that you don't have any session set in Trading Options settings.

If I define the right session in Data Manager and select it in Trading Options, I get the right bar times - see the attached screenshots.

If you use NoSession, the bars are calculated like for 24/7 forex where the bars start every day at 00:00.

Best regards,

Tomas

look at trades taken black is 

Sqx test with result i mean 0.11 different in Profitfactor and almost 20 000 in profit , And i have other results that is 50% different from tradestation an i belive it has to do with closing time of bars

Can you attach your study and instrument configs?

But just say what you want and i give it

Also sending report from tradestation and result in SQX

The thing is various brokers use various rollover methods and thus the data can be slightly different during the rollover periods.

From our experience, it is a good practise to develop strategies on our data (as it is a quality data and also it is a simplest option) and then during filtering process retest the strategies using data exported from your trading platform.

It is a kind of a robustness test. Strategies that work good on both data are the best candidates to run live on an account.

Sometimes you will find strategies that have very different results. Those are probably sensitive to data and overfitted.

If the strategy gives matching results using data exported from Tradestation I suppose there's no bug on our side.

Getting same issue when using 1min exchange data from tradestation aswell so that cant be used Either, So i have to Export the correct timeframe for every Futures , But if there nothing to do i have to keep going with that.

Think i need to look at a god RPA that exports and takes in data from tradestation, Cause if im going to import end export M5 - Daily its prob days of work everytime 

But thanks or what do i say :)

Bummer

SQ will compute any higher timeframes automatically. I think the problem is that DataManager has only a few predefined timeframes when viewing data and it doesn't include M60, only H1 which is computed differently.

H1 rounds to whole hours, but M60 leaves the minutes as it is and computes hourly intervals from the beginning time.

Dosent work either spent hours on this aswell this is reults from tradestation and SQX

Using 1min data from tradestation

The candle times are different. SQ order times are full hours so it seems like you either haven't set a session in Trading Options or used invalid one.

Please make sure:

1. Your data is set to be end of bar time in Data Manager
2. You use Tradestation / Multicharts engine in Data settings
3. You have the right session set in Trading Options