Backtest Results Inconsistencies (Tradestation vs SQX)

Hallo,

I’m on the trial version of SQX and I’ve been trying for over a day to get backtests that match between Tradestation and SQX.

Here’s what I’ve done.

Downloaded data from Tradestation and imported to SQX using the following steps:

Exporting data from Tradestation – recommendation – StrategyQuant

Reliable backtesting in Tradestation / MultiCharts – StrategyQuant (steps 1-5)

It’s not just generated strategies either, I’ve used Algowizard to generate some of the simplest strategies possible, and when bringing them into Tradestation, the results don’t match. with these simple strategies, results are fairly close, but with generated strategies, results can be wildly off.

What am I missing here? What are the next steps I should try?

Hi Melanie,

it can happen that result do not match for many reason. One of them could be the settings for sessions. Please make sure you use the same session settings in both platforms.

If you have some specific stategy with the issue you can send us for a check