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  • xlt
    #116263 |
    Participant
    2 Posts

    Hi,

     

    I just started testing Quant Analyzer I made simple test in MT4 and paste results in to Analyzer. I was surprised when I sow drawdown different between MT4 and QA . It is 21,5k Vs 0.5k. Can somebody help me understand why is this different and how I could fix it?

     

    P.S. please find attacked example data.

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    #141305
    Moderator
    2349 Posts

    Hello,

     

    the problem here is that MetaTrader performance report does not contain information that could be used to determine open equity of individual position thus get precise minute-by-minute drawdown statistics. So we cannot do to much on our side to fix this.
    Floating drawdown is available when importing strategies directly from StrategyQuant platform since it contains additional information.

    xlt
    #141309
    Participant
    2 Posts

    Hi,

     

    Thank you for replay. it is possible add my EA to StrategyQuant and test it?

    #141313
    Moderator
    2349 Posts

    In the current version 3 you are very limited what you can draft by strategy editor. This will be possible though in the new version 4 which is on the way ..

    #141833
    Customer
    24 Posts

    thanks for info

    i’m already a customer of yours

    some time ago, i bought 2 full license of strategyquant

     

    now i downloaded you last version 4 of quantanalyzer, in free version

    i uploaed my last EA backtest from mt4, and i immediately noticed a big difference in drawdown

    i’m using your last version number 4, that should include a new way to calculate open equity

    why i still get the problem of  XLT user?

    is it a limitation about 30% of equity control of the free version????

    thanks

     

    attached my html backtest, showing 16335.63 $ (13.76%) max drawdown

    instead in your quantanalyzer it shows just 4120 $ of drawdown

     

    it’s a serious problem

    actually your product is not usable with external mt4 backtest

    i know that it depens from mt4 reports itself (missing equity data), but your last version 4 should solved the problem with m1 data prices…. right?

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    #141905
    Moderator
    2349 Posts

    Hello,

     

    have you tried to test the “Open Balances” functionality in QA? You need import minute data for that

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    #141946
    Customer
    24 Posts

    thanks for suggestion

    yes, i’ve tried the OPEN BALANCES option

     

    i started QA

    i loaded my personal mt4 report

    QA imported it, showing a wrong drawdown

    i went to OPEN BALANCES tab, read instruction, and i copied all hst files from my mt4 to minutedata folder of QA

    but i does not recognize any data…. (error is: “data file for symbol EURUSD is not specified”)

    the hst files copied are the very same files used in mt4 with open bar method….

    i also tried to close and restart QA several times, with no success

    please help, thanks

    #141962
    Customer
    295 Posts

    Hello,

     

    have you tried to test the “Open Balances” functionality in QA? You need import minute data for that

     

    Hi,

     

    We need to be able to download the open drawdown figure per bar to a CSV files for analysis.  The only way to analyse this information at the moment is to look at the equity curve which is tedious and time consuming if the EC spans several years. 

    Simulated is vanity; exact is sanity.

    #141963
    Customer
    24 Posts

    The question is:

    how to get “open balances” feature working?

     

    The instructions say:

    <>

     

    So, if we put all hst files (it shoulbe be enough the M1) we used to create the mt4 report  into the specified folder of QA, the software itself should read this hst files.

    I confirm I created my hst using tickstory tool.

    I have been working with tickstory from several years, so I know how to do.

     

    QA seems not able to read this hst files.

    I already tried to put all hst files, plus fxt files, just to test all possible way.

    I’ll wait reply from Thomas262

    #141971
    Moderator
    2349 Posts

    Hello,

     

    you need to use CSV containing M1 data for corresponding symbol placed into the \minutedata folder. Once you load your report for the symbol you will see the symbol for the data in the list

    #141975
    Customer
    295 Posts

    Hello,

     

    you need to use CSV containing M1 data for corresponding symbol placed into the \minutedata folder. Once you load your report for the symbol you will see the symbol for the data in the list

     Tomas,

     

    Any chance of the following:

     

    Hi,

     

    We need to be able to download the open drawdown figure per bar to a CSV files for analysis.  The only way to analyse this information at the moment is to look at the equity curve which is tedious and time consuming if the EC spans several years.

     

     

     

    The question is:

    how to get “open balances” feature working?

     

    The instructions say:

    <>

     

    So, if we put all hst files (it shoulbe be enough the M1) we used to create the mt4 report  into the specified folder of QA, the software itself should read this hst files.

    I confirm I created my hst using tickstory tool.

    I have been working with tickstory from several years, so I know how to do.

     

    QA seems not able to read this hst files.

    I already tried to put all hst files, plus fxt files, just to test all possible way.

    I’ll wait reply from Thomas262

     

     

    METATRADER > TOOLS > HISTORY CENTER

     

    @ EXPORT 1MIN DATA FROM HISTORY CENTER TO \MINUTEDATA OF QA.

     

    QA > ANALYZE > OPENING BALANCE TAB

     

    @ CLICK REFRESH AND THE M1 DATA WILL APPEAR IN THE DROPDOWN MENU.

    Simulated is vanity; exact is sanity.

    #142012
    Customer
    24 Posts

    Thanks for suggestion

    Now, it worked

    We exported CSV from metatrader as suggested.

     

    The explanation inside the Open Balances feature is not complete, we suggest the Team to update in a more comprehensible way.

     

    Despite this, the demo version is able to analyse only 30% of trades.

    So, we had to buy the PRO version. We did it, and after that we ran again the “open balances” feature on the full history of our backtest.

    Well, we confirm the equity chart shows all the full range period, BUT the max DD value shown is still the same.

    The same wrong one.

     

    This means QA is still not able to calculate the real DD, although using the dedicated CSV.

     

    Very Bad news!!

    #142015
    Customer
    295 Posts

    Thanks for suggestion

    Now, it worked

    We exported CSV from metatrader as suggested.

     

    The explanation inside the Open Balances feature is not complete, we suggest the Team to update in a more comprehensible way.

     

    Despite this, the demo version is able to analyse only 30% of trades.

    So, we had to buy the PRO version. We did it, and after that we ran again the “open balances” feature on the full history of our backtest.

    Well, we confirm the equity chart shows all the full range period, BUT the max DD value shown is still the same.

    The same wrong one.

     

    This means QA is still not able to calculate the real DD, although using the dedicated CSV.

     

    Very Bad news!!

     

    1. Zoom-in to the equity (left click and drag the portion you want to high light);

    2. Right click > Auto Range > Range Axis >

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    This new functionality DOES NOT feed the main overview sheet.  The main overview drawdown figure only shows closed trade drawdown not open trade drawdown.  TOMAS: A quick (but urgent) solution would be to allow the download of the open trade statistics to a CSV file.

    Simulated is vanity; exact is sanity.

    #142016
    Customer
    24 Posts

    Hey guys, Notch,

    thanks for the quick reply

     

    Unfortunately, we are very disappointed about this incomplete feature.

     

    Nowadays, it’s still impossible to use QA to create portfolio optimization using external mt4 backtest, because DD are not reliable.

     

    We already advised about this missing important tech feature from the beginning version of QA, some years ago.

    As we can see, this feature was never fixed, neither now.

     

    In this scenario, it is totally unuseful using QA to import/analyze ANY external mt4 backtest.

     

    Thanks to latest version 4  “open balance feature” we expected QA was able to solve this problem.

    We know for sure (we made it manually on a MS Access database, and it worked) that having the M1 CSV file loaded into QA, it’s feasible to correctly re-calculate the equity flow of open trades, getting back again the original DD value of the mt4 report.

     

    This is the way to create a professional external auditing of any trading account history!

    What about guys?

    #142143
    Customer
    24 Posts

    HI guys, what about this issue?

    Any help from developers?

     

    The external importer mt4 report feature of QA is incomplete, because it shows a wrong drawdown values.

     

    We believe we are not the only ones who got this problem

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