Different Results between SQ and QA
Hi SQ Team
Upon comparing strategy Results listed in both SQ and QA, for 5x different strategy *.str files, I noticed that the following columns list different results in QA, compared to that given in SQ:
- Stability (*)
- Max DD % (*)
- Avg Bars Wins (**)
- Avg Bars Loss (**)
- Avg Bars in Trade (**)
- Exposure (*) [all strategies appear to list 0.0% in QA]
(*) Different for all 5 strategies
(**) Different for just 1 strategy
See attached screenshot comparing the same result columns in SQ and then QA. The 5x *.str files were loaded at same time in both SQ and QA and are therefore identical *.str versions.
Please can you investigate resolving this bug for the next release of QA (I am assuming [?] that QA is incorrect, given that the *.str files are all created in SQ)
thanks for letting me know about this, could you attach the strategy 6.4 here or send it to me by email?
This is the one where we can see all the differences.
But there have been some improvements in QuantAnalyzer over StrategyQuant, and a slight change of some formulas, so it it possible that some of the values will be different.
I’d be able to investigate it when you’ll send me the sample strategy.
Thanks for your quick response. I have sent you copy of strategy 6.4 by email, as requested.
If there have been some improvements in QuantAnalyzer over StrategyQuant, I would appreciate knowing which package provides most accurate ‘Stability value, as I would not normally trade a strategy with Stability <0.85, as is the case with Strategy 18.56 according to QA.
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