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SQ results differing from NT using same data

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Optimus

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8 years ago #113737

Hello, we have developed a strategy using QT with data imported from NinjaTrader. However, when we use the generated code in NinjaTrader, we get results that are far different from the ones we get in QT.
For instance, in one case QT gave a net total profit of about 15000$ whereas in NinjaTrader the same strategy with the same data gave a net profit of about 30000$.
We have already checked that
1) The session template is the same in both platforms.
2) The timeframe is also the same.
3) The data is the same.
4) We have followed the procedure you specify in your guide to import the data.
Thus, we cannot understand why we get such different results.
 
 
Thank you.

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Optimus

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8 years ago #130607

Hello, after checking the value of the commission we finally made the values of the trades in both platforms match. However, we have seen that some trades that are done in one platform are not made in the other, and thus the overall result of the strategy differs in both platforms.
How can it be that using the same data set with the same parameters in both NT and SQ, we get some trades done in SQ that are not done in NT or viceversa?
 
Thank you.

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geektrader

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8 years ago #130609

Just wanted to say if you have checked that commission / spread is the same in both platforms, but you figured it out already. It´s normal that there is not a 100% match, it´s impossible. However, if you get close to 95% between both platforms, it´s all good already. Otherwise, the strategy is to unstable anyway.


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tomas262

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8 years ago #130614

Differences also often occur when you try to develop too complex strategies (using many indicators etc) so my advice would be keep as few components as possible. Then there is higher change of match..

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Optimus

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8 years ago #130700

Hello, but is it normal to have a difference of up to 40 trades between both platforms?.

 

Tahnks.

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geektrader

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8 years ago #130701

You must give us some more numbers. How many trades are their in total? If those are 3000 trades and there is a difference of 40, that is absolutely fine. If there are 80 trades in the whole backtest and there is a difference of 40, that is very bad.


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eastpeace

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8 years ago #130718

In my experience, some strategy based on SAR, Linear Reg, Ichimoku, are probably different between SQ and TS/MC. (I am not sure about MT4)

 

I would like to see some fixed update.  OR SQ4 could improve this.

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geektrader

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8 years ago #130719

To fix such bugs, you have to provide the strategy to the SQ team, otherwise it´s hard to tell what it is and won´t help if you mention so many indicators at once. Send them a strategy in SQ format that is not correct in TS/MC so that they can replicate this. Only then they can fix it.


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Optimus

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8 years ago #130770

Hi, I’m going to record video the next time I experience these discrepancies.
 
Geektrader thanks.

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eastpeace

Customer, bbp_participant, community, sq-ultimate, 305 replies.

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8 years ago #130781

 

Hi, I’m going to record video the next time I experience these discrepancies.
 
Geektrader thanks.

 

Optimus, you’d better send “.str” file to Mark.

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Optimus

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8 years ago #130784

ok, send “.str ” to Marcos.
 
Thank you.

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