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New TICKDATA Producing Mega Loss Results

22 replies

DiggerOfTruth

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6 years ago #114001

I just got the new EURUSD data from the TickDataDownloader and put it on SQ for retesting strategies. I created a new name for this data, however all the results using this data produce mega losses!

 

What’s up with that? (The EURUSD data that comes with SQ seems fine.)

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tnickel

Customer, bbp_participant, community, sq-ultimate, 457 replies.

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6 years ago #131624

Hi,

do you set the tick/pip size correct in the settings for the imported data?

thomas

https://monitortool.jimdofree.com/

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mikeyc

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6 years ago #131628

Check the bars OHLC values against the original data.  Is it using the same GMT offset are the values broadly the same?

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DiggerOfTruth

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6 years ago #131638

Yes, Trickel, I set the values as per the User Manual (0.00001 for pip/step and 0.0001 for value).

 

Hi Mikey:  I honestly don’t know how to do what u r saying. OHLC values? Where do I see such things.

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DiggerOfTruth

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6 years ago #131643

Also, the highly profitable strategies created on 3.8.0 now produce only mega losses on 3.8.1 when I try to Improve Strategies.

 

What is going on???

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geektrader

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6 years ago #131646

Please avoid posting the same thing in 2 different topics, that just messes things up. And without you posting the affected STR files, no one can help you.

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mikeyc

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5 years ago #131772

Yes, Trickel, I set the values as per the User Manual (0.00001 for pip/step and 0.0001 for value).

 

Hi Mikey:  I honestly don’t know how to do what u r saying. OHLC values? Where do I see such things.

 

Check the Open High Low Close of each bar in SQ (by exporting the data) and compare with the same data using the History Centre (press F2) in MT4.  Make sure the data is the same in both. I suspect the data has a different GMT offset and or DST.

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DiggerOfTruth

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5 years ago #133808

This attached .str file is just an example. It is profitable in the SQ results, however:

 

Across the board, when I am trying to Improve Strategies – on currencies particularly (problem doesn’t occur with stock market indexes at present) – SQ is only producing mega losses now.

 

I don’t know what has happened, b/c to my knowledge I have not changed any settings on SQ that would do this to me. (I am not comparing anything with MT4 backtests or anything else. All the tests are being done in SQ Basic edition.)

 

Please direct me to correcting this problem step by step.

 

(The TickData always lists EURUSD-M1.csv after the description of the data – regardless of the instrument – whether UTC or not. Is this also a problem or is this standard?)

 

Thank you.

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seaton

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5 years ago #133816

did the strategy backtest on other data ok before the update?  i.e. data from a different source?

 

I currently use a few different sources of data to validate my strategies, and if doesn’t work on all my data then I discard the strategy as being curve fitted to the data I mined it on. 

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DiggerOfTruth

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5 years ago #133817

I didn’t even backtest them. The mega negative results just started appearing when I tried to Improve currency strategies in SQ only.

 

Also, SQ is only pumping out mega negatives from the beginning when building new currency strategies.

 

Did the update to SQ screw everything up?? How do I fix this mess?

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DiggerOfTruth

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5 years ago #133849

Admin plz respond.

 

I am also finding that the Money Management is not working for Random testing of Gold. I have 5% risk but it is only using 1.0 lot for every trade in the test. The MM should work with or without setting SL/PT. Obviously.

 

What is going on with my SQ??? How do we fix these messes???

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tomas262

Administrator, sq-ultimate, 674 replies.

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5 years ago #133850

I tested the strategy with build-in EURUSD H4 fhdb data without any significant strategy failures.

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DiggerOfTruth

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5 years ago #133877

OK, so why is my SQ producing mega losses on the same retest of that and other currency strategies?

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Patrick

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5 years ago #133880

OK, so why is my SQ producing mega losses on the same retest of that and other currency strategies?

Could you make a screen of your data manager? We can see if the pip tick step/size etc is set up correctly.

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tomas262

Administrator, sq-ultimate, 674 replies.

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5 years ago #133898

digger, have you looked at the trade list? Are there any trades that stands out? Like totally non-sense lot sizes?

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