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Forums>StrategyQuant>General Discussion>Drawdown % seems not be correct

  • #114133 |
    Customer
    268 Posts

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    #132350
    Customer
    432 Posts

    Yes, the drawdown charts in SQ3 are all wrong, but I think it´s fixed in SQ4 since if you load a strategy from SQ3 into EA Analyzer 4, it looks all correct there. And since EA Analyzer 4 will be the base for SQ4, it should be fixed there.

    #132362
    Customer
    268 Posts

    Yes, the drawdown charts in SQ3 are all wrong, but I think it´s fixed in SQ4 since if you load a strategy from SQ3 into EA Analyzer 4, it looks all correct there. And since EA Analyzer 4 will be the base for SQ4, it should be fixed there.

     

    Thank you, Geektrader.

     

    It’s clearly now.

    #132366
    Customer
    60 Posts

    How do you mean they are all wrong? Are they not reliable at all? Given how important this is, how wrong are the drawdown charts?

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    #132367
    Customer
    432 Posts

    The drawdown charts are “wrong”, not sure what exactly they calculate wrong, I don´t have the SQ source code. The % drawdown as a whole in SQ3 is correct though. Just load your strategies in SQ3 and EA Analyzer 4 and compare the drawdown charts, the ones in EA Analyzer 4 are correct.

    #132371
    Customer
    60 Posts

    Thanks, I’ll double check. Do you know what strategy to finally export to MQ4 after passing walk forward matrix? Is it the original strategy or the walk forward strategy? I’ve tried exporting the walk forward one and test on MT4 strategy tester but it doesn’t make any trades?

    Sent from my iPhone using Tapatalk

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