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How to generate a SQ strategy equal to the corrispondent exported Tradestation strategy?

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francesco.baroni

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5 years ago #114307

I use the Strategy Quant 3.8.1. My problem is how to generate a SQ strategy equal to the corrispondent exported Tradestation strategy.

 

Tradestation has two different type of strategies: the strategies that send the orders at the open of the bar without considering the intrabar movements, and the strategies that send the orders every tick, considering the intrabar movements.

 

I do this procedure:

– I export the 60 minute data by Tradestation, and I import the data in Data Manager, with the Tradestation time stamp.

– Then I generate the strategy with different settings, with the aim of generate a strategy that in Tradestation is the same as that of Strategy Quant.

 

The problem is that I’ve never found the right setting! I tried with intrabar order generation activated and not activated, with the “selected time frame modality”, with the “open bar modality”, nothing! The strategies generates in the different settings are ever differents..Why? Which settings are the best?

 

Thanks,

F.Baroni

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tomas262

Administrator, sq-ultimate, 679 replies.

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5 years ago #133365

hi,

 

could you attach your strategy generated or send it to support@strategyquant.com? We could look at it

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francesco.baroni

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5 years ago #133379

This is an example of strategy. It’s with the @GC Gold futures  60min data. Can you control if, with your Tradestation, the strategy generated give the same results? I would like to know if there is a way to match the results of the Strategy Quant strategy and the correspondent Tradestation strategy.

 

Sorry, I forgot to attach the file; now I attached an example of stratey and the setting that I used to generate this strategy. As data I used the data exported by Tradestation, formatted with the Tradestation time stamp.

 

Let me know if you need anything else.

Francesco

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francesco.baroni

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5 years ago #133475

hi,

 

could you attach your strategy generated or send it to support@strategyquant.com? We could look at it

 

Dear Tomas,

 

have you a chance to watch my strategy, to advice me a way to match my SQ results with those of Tradestation? 

 

Thank you,

FB

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