SQ vs TS results not matching

Hi,

I wonder if anybody else experiences big differences between SQ and TS results? I still havent found strategy that would match. Results are very different. The strategy doesnt contain trailing SL and enters at open of the bar so there should not be any issue regarding LIIB. 

Including screenshots. Do other TS users have matching results?

T

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Me too but with Ninjatrader.The equity curve never matched.
My trial period is now over so I can’t do further testing.
I have tried to ask questions (on a different subject) here but they weren’t answered after more than two weeks

Seems that Mark Fric is checking the forum but only answers the easy questions.

Good luck on getting an answer.

I wrote a review of SQ here
https://www.bigmiketrading.com/vendors-product-reviews/35508-my-review-strategyquant-strategyquant-com-after-10-days-trial.html

Feel free to add your comments .

I have only tested (excessively for months) with MT4. And if using tick mode in SQ and MT4 for the backtests, they match almost 100% and as well do the live-trades match the backtests so far down to the pip. So for me it´s near 100% match between SQ, MT4 and MT live trades – even if the strategy uses stop or limit orders to enter the market. I am impressed.

Also I DO have succesful strategies, not just one. If you didn´t get any, then you haven´t tried hard enough. It all comes down the user of SQ. You have to refine your creation process and test everything you can – different timesframes, symbols, use the weighted fitness function, optimize generated strategies, etc….

Please also keep in mind that Mark and the team are heavily working on SQ4 which will take things to a whole new level. Though I agree they should hire a extra support person indeed.

Chris, I try to answer all the questions, but the truth is that I have a hard time copying with the level of new messages and support right now.

I apologize to all the users for late replies, I’m working on solving this situation, so it should improve in the next few days.

Hi Mark

Thanks for getting back but your message still doesn’t answer the OP question.

As I said in my review the lack of support was the main concern for me. With proper support  I might have made a better use of the trial. The OP might also be under trial period and might like me not be able to progress further.

That said I would like to know if when SQ 4 comes around will you still offer a trial period ?

Cheers, 

Chris

Chris, I don’t understand what you mean by OP question, can you forward me to that?

SQ 4 is still in the development, the optimistic expectation is that the first beta version could be ready in less than 2 months.

Sure, we’ll offer trial of new version 4 as well.

OP = Original Poster.

You didn’t provide an answer to him or me in regards to why backtesting isn’t matching.

ok, I understand. I’m communicating with him over email, this issue so far seems more like a difference in settings or data, not a bug in SQ.

It could happen that the test results in SQ and TS/NT/MT4 are different, and there could be several reasons, from different settings, different data, different trading start, etc.

It is described better in the Users Guide.

We tested the strategies and backtesting engines in SQ to match the target trading platforms, and they should work.

Of course, there might be some bugs or issues, but it shouldn’t happen that majority of the strategies don’t match. This would suggest some other problem with settings or data.

We want to fix all these issues, so I’ll be grateful if you or anybody else experiencing problems with NT or TS send me some sample strategies (.str) plus the data they use for testing and I can then look at what’s wrong. 

Chris, I reseted your trial license, so you have another 14 days of trial, if you want to test it.

Hi Mark,

I have send a sample strategy to support#strategyquant.com

Equity curves in MC and SQ looks very different, but the strategy use very simple indicators.

I just wanted to give support again in terms of MT4 backtests and how well this is implemented in SQ 3.8 already! As mentioned before, if I use the same data (14 years 1M, exported from MT4, imported into SQ) and use “Every Tick” method in MT4 and “Tick simulation (slowest)” method in SQ, all backtests between MT4 SQ have matched down to the pip between both for any strategy I´ve tested so far! Also, all live trades have matched the MT4 and SQ backtests so far (by backtesting the same time-range that live trades occurred afterwards, this easily can be verified in MT4 and SQ again).

To achieve this though, you have to:

– use the same data in MT4 and SQ (and TS and SQ or whatever you use) – best to use 1M data!

– use the same spread, round turn costs and tick-modes in both programs

– of course use the same time-range and timeframe for both

thanks, I’ll look at the strategy and find out the reason for these differences.

@notch: yes

Haha, let me know if you want anything explaiend more in-depth, as I take this was sarcastic, right?;)

some news regarding this – i debugged the program and found few issues/bugs in StrategyQuant that handle some conditions differently to TS or NT for some indicators,which could cause difference in results.

I’m working on a fix, we’ll most probably release one more bugfix version of SQ 3 even if it wasn’t planned, so the testing precision is improved until the new version 4 is ready.

Sounds good Mark! Will you also address the MACD issue and the non-matching backtests in MT4 if using any of the candle patterns? Also if using the HighestInRange / LowestInRange indicator MT4 backtests never match.

Good news!

Mark,thanks for your work!