Analizing Live Data

Hi!

I would like to load my live data – analog to the Backtest data, so SQ is analizing my data the same way as it does with backtest data.

Ideally I can compare them (BT vs. Live) and Export the calculated Data from my “live Trades Feed”

Why you should do that?

This would open up a whole new world for traders check on their performance and I assume that a lot of programming work already done can be reused to realize that massiv feature.

How I think that could be done?

Analog to the trade list I would like ot import my live data as csv with the information needed to calculate everything into a tab.

Like the selection of Full/IS/OOS I would like to choose LiveData to see – for example – the net profit of Live Data or the Calmar Ratio of my Live Data.

What would be the Master Goal?

To be able to compare the Live Data from different brokers with the backtest Data and check, where to place which EA.

Hope this idea helps.

King regards

Voted for this

datafeeds for currencies doesnt have bigger differences, so using this HARD method for choosing your broker doesnt make sense to me… if you want to choose your broker wisely look at the spreads, swaps, slippages (its hard to cound them, but its possible) – those are the differences between brokers

another world are indices, where the changes are HUGE…but its simple, mostly the duskascopy data are not usable

we have made also for our community a script, where we can compare live results with demo and backtests (different data), tick data suite results, what ever we want…

many months ago we already added task for SQX so the devteam could think about it and add something like this for users

but its not simple – you need to have syntax for your magicnumbers, you need to have in some format the data from metatrader, etc. etc.

How about just being able to add the magic number to the sqx file; then I would not have any problems when creating the ex4 files 🙂

You can use QuantAnalyzer for this.. Meaning you can upload your performance data (live trades list) into QuantAnalyzer together with backtest results and make comparison https://strategyquant.com/quantanalyzer/

How can I make comparison?

Do you mean create portfolio? and than compare the equitycurves ?

Thank you Tomas!That was very helpful!

Do you plan to integrate some functionality from SQAnalyzer into StrategyQuant?