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Forums>StrategyQuant>General Discussion>Using Strategies with CAlgo

  • #113764 |
    Participant
    1 Posts

    Hi

     

    I use the CAlgo platform for trading (https://www.spotware.com/products/client-side-applications/calgo) as I’m a C# Developer and find it easy to code. I’ve been experimenting converting the StrategyQuant pseudocode to CAlgo, which seems fairly straightforward. However, I’m seeing massive differences when backtesting strategies I’ve generated in StrategyQuant in CAlgo.

     

    I was wondering if anyone else has experience using these two applications? or any ideas why the results seem to differ so much?

     

    I’m using historical data from HistData (http://www.histdata.com) to generate my strategies in StrategyQuant, and CAlgo provides it’s own backtesting data.

     

    Cheers

    #130724
    Customer
    557 Posts

    I suspect it is differences in the backtesting data then (different spreads, different GMT offset, slippage behaviour).

    #133823
    Customer
    557 Posts

    Hi,

     

    I converted a SQ3 strategy (quite a simple one really) to cAlgo, and I too see major differences when backtesting in cAlgo.  As yet I don’t have an explanation for the differences.  The lack of visual backtesting in cAlgo makes detective work more difficult.

     

    I’m sort of concerned actually that the cAlgo backtesting engine is flawed in some way, since the strategies backtest as expected in MetaTrader 4….

     

    Cheers,

     

    Mike

    #133832
    Customer
    484 Posts

    I’d start by using the same data, but its probably language differences.

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