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Forums>AlgoWizard / EA Wizard>General Discussion>100% automated and 100% accurate SQ workflow test case

  • #257806 |
    Customer
    98 Posts

    Also in your case I can see that the number of simulated trades and real trades is not equal…so the differences come also from trade execution between SQX an MT4 (not only spread and slippage). But this is indeed an acceptable result….

    Which broker is the red line?

    Do you want to become a profitable trader? Join our free community to learn more about algo-trading:forum.coensio.com

    #257807
    Customer
    604 Posts

    differences will be everytime and everywhere – backtest is only a backtest with fixed spread and fixed slippage and on dukascopy data – every datafeed could be different, mostly at the evening when spread widening occurs

    but 60 trades is nothing in 1000 trades total – what counts is the USD comparation and this as you can see was different too in 2019/10, real account hit zero line, but backtest was in the profit (and not small) but after some time the real account is going very well as a backtest

    truth is – assumption that your backtest will be always the same as real account is nonsense – we can never simulate real live performance – till B126 the SQX backtest has issue with gap filling (so the backtest is more like a demo) – its fixed most probably only in B127

    some brokers have also no trading times (5 minutes every day) or some of them using no trading hours in the evening, etc. etc. everything counts

    basic is the direction of EQ curves and try to be hard to your backtest – use slippage, use wider spread, not use tick data with ECN spreads (lower values) and try to get on real account at least 70% of backtest performance

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #257810
    Customer
    98 Posts

    Thanks for your good feedback hankeys…I know about all issues including the gap filling one (I even think it was my own bug ticket), but i do not think this all is addressing my point I’m trying to make..so summarizing:

    What I see that some of my strategies are “more or less” correlate to my live trading and some are totally not..using THE SAME SETTINGS.

    some acceptable correlation

    So if I “think” I finally have found a good SQX set of settings for reliable strategy generation, because one of multiple of generated strategies correlate (acceptably) with my LIVE trading, I would like to use those SQX settings to build more strategies and sleep well…while live trading.

    BUT, this is impossible since if I build and test more strategies there will be ALWAYS strategies that do not correlate, even when generated with the previously found “good SQX settings”.

    So the only way I see is to incubate and select only those strategies that do follow the “expected” SQX behaviour, and trade only those BUT this takes many months of testing and as we know some of strategies will expire after X months.

    I hope this makes sense….

     

     

     

     

     

     

     

    Do you want to become a profitable trader? Join our free community to learn more about algo-trading:forum.coensio.com

    #257814
    Customer
    604 Posts

    real account is real account, demo is demo and backtest is backtest – we cant simulate everything

    the picture above from me is averaged portfolio of 50 strategies…and every strategy could behave differently throught times

    you can have better strategies than backtest…and on the other side the real behavior of strategy could be worst….task for the user is simple – make backtest not so precise…because backtest will never be picture of real behavior of strategy in the past on real account and future will be everytime different, because in real account we are getting many variables which cant we control

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #257860
    Customer
    261 Posts

    Hello, coensio,

    What’s your custom filters setting in Ranking?

    Is it same in 30 minute TF and 1H TF?

    And in the OSS and in the last future part, is it same?

    #258561
    Customer
    30 Posts

    Very interesting guys.. I’ve been working with this product for a couple of years and finding that the execution is different on different brokers. Just having the same algos in a portfolio across two different brokers can yield quite different results.

    Besides the obvious differences between brokers.. ie spreads, types of accounts, commissions.. I’ve  selected different brokers with similar attributes (spreads, ECN or STP etc)

    The algos I’ve been building are ones with stops and profit targets >20 pips.. so, I’m not targeting small pip amounts…  so less dependency on spreads. I’ve put no time dependency on any of the algos and brokers times are the same.

    However, I’m finding that the execution can be quite different and I am not 100% sure it is always the broker. The reason why I say this is that I’m also other algos from 3rd parties and some execution at exactly the same times with similar pricing. However, my algos created by SQX are the ones where the executions can be off by quite a bit.

    Looking at the MQL4 code that is generated, there is a lot of stuff in them… I was thinking of trying to take out the execution entries and exits of the code into a ‘clean template’ and seeing if it makes a difference but am not skillful enough to do this…

    Just wanted to share some thoughts and if anyone has found this too

     

    #258578
    Customer
    422 Posts

    Alan if the order is an stop or limit order it is placed at the broker and would execute even if the MT4 is offline which could be a couple of days from now. Now to further confuse you i can have same strategies on same broker having diffrent results but you cant look at one trade after a year they will have very simular result.

    • This reply was modified 5 months ago by mabi.
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