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If you need change the port for web UI you can chage it by adding WebServerPort setting into SQinstall folde/user/settings/settings.xml.

in this article, we would like to show you examples of Quant Data Manager Automation via command line interface. We will show you how to use script for:

Dukascopy quick data start script, update data script, import data from files and clone to your broker timezone.

How to reliably backtest strategies in Tradestation / MultiCharts to get the same results in SQ and your trading platform.

How to run reliable backtesting in MetaTrader

Command line interface was developed for automation proceses

The idea behind an optimization is simple. First you must have a trading system, this may be a simple moving average crossover for example. In almost every system there are some parameters (indicator periods, comparative constants, etc.) that decide how given system behave. The optimization means to test the system with different parameter values to […]

This is another type of Monte Carlo simulations, in this case it simulates random changes in properties that require the strategy to be retested – such as changes in spread, slippage, strategy parameters, or history data. Because every simulation requires a complete backtest this cross check could take long time. It the backtest on main […]

This test for robustness is quite though – it means testing the same strategy on different markets – it means different bol(s) and/or another timeframe(s). Robust strategy should ideally work on multiple symbols/timeframes. In reality, because each market has its own characteristics, daily volatility, etc., it will be not easy to find a strategy that […]

This cross check run simulations where in each simulation it manipulates the existing trades – shuffles them, misses some and so on. It is very quick, because it doesn’t require running backtests, it works on already existing trades from main backtest. The idea behind this is to verify how much the strategy equity curve depends […]

This test is simple – it backtests the strategy again on the same data, but with higher precision. It is usually best to make the main test on the fastest Selected timeframe precision, because it can very quickly filter out bad strategies – these that produce no trades or whose Net profit is negative. Once […]