SQ results differing from NT using same data
10 replies
Optimus
8 years ago #113737
Optimus
8 years ago #130607
geektrader
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.
tomas262
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..
Optimus
8 years ago #130700
geektrader
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.
eastpeace
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.
geektrader
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.
Optimus
8 years ago #130770
eastpeace
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.
Optimus
8 years ago #130784
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