Reply

Any SQX users who are successfully transferring SQX strategies to MultiCharts?

6 replies

Scott Hemmings

Subscriber, bbp_participant, customer, community, 4 replies.

Visit profile

3 months ago #270674

Hello, I am desperately reaching out to SQX users who use MultiCharts as their trading platform for trading their SQX strategies.

I am a current user of Build Alpha who is looking to add an additional strategy builder.  There are product features in SQX that are of keen interest to me but where SQX is not working out for me is in relation to the transferring of SQX strategies across to MultiCharts (“MC”).  I have become quite comfortable in easily transferring FX & CFD strategies from Build Alpha to MC, where the equity curves and results are relatively matched between the two platforms.

However, when transferring profitable strategies from SQX to MC, the results showing in MC are nothing like those achieved in SQX.  Some of the MC equity curves go down 45 degrees!  This is not giving me confidence in using the SQX strategies.  I have read the SQ page for: https://strategyquant.com/doc/strategyquant/reliable-backtesting-in-tradestation-multicharts

… but I simply cannot match the MC results to SQ.  I have tried various combinations of cloned SQ time zones for the Dukascopy forex data from within SQ, and have also tried LMAX forex data exported from MC charts.

So, are there any SQX/MC users who are successfully transferring SQX strategies to MC?

Could a few SQX/MC users please share with me the exact settings that they are using for a forex pair or CFD in both the SQX and MC applications?  (Note, the LMAX broker representative advised me that the Demo account trading server time zone is set to UTC).

Also, when successfully matching MC to SQX strategies, do you use the Dukascopy data from within SQX, or do you import your own broker data?

 

When importing into SQX Data Manager, this is an example of what I have tried:

Bar type – because the strategy is for MC, I make the selection for “Timestamp represents end of bar time”.

Imported data timezone – based on the LMAX Demo account setting of UTC, my thinking is to use “(UTC) Coordinated Universal Time”.  I am open to suggestion on what should be used for this selection field that works for you.

Imported timeframe – “Recognize automatically”.

Could you please provide the settings you use for the above?  Is there anything that I have missed within SQX Data Manager that may create the differences between SQX and MC?

 

SQX Builder:

Data tab: Engine – “MultiCharts” is selected.

Trading options tab: Exit on Friday – this is switched on.  Session – “No Session” is selected.

Could you kindly provide the settings that you use?  Is there anything that I have missed within SQX Builder that should be configured for MultiCharts usage?

 

Note, I have not progressed any further to the other SQX tools such as Retester or Optimizer, so I don’t this is creating the issue.

 

Now to MultiCharts …

Within the Workspace, Chart Settings:

Quote Field – “Trade”

Sessions – “Default.

Time Zone – “Exchange”.

 

Within QuoteManager, EUR/USD – Edit Symbol:

Session TimeZone – “Exchange”.

 

If you could please supply me with the exact settings that you use, your help will be highly appreciated.  I would like to take a much longer SQX journey than what I have completed so far.  Thank you.

0

Scott Hemmings

Subscriber, bbp_participant, customer, community, 4 replies.

Visit profile

3 months ago #270686

And in case any fellow MultiCharts users are wondering, yes, the Trailing Stop parameter for the  Exit Types has been switched off in SQX so as to avoid the Trailing Stop issues in MultiCharts backtesting.

0

Scott Hemmings

Subscriber, bbp_participant, customer, community, 4 replies.

Visit profile

2 months ago #270901

Here are the steps from the SQ team: https://strategyquant.com/blog/how-to-build-and-backtest-strategies-in-multicharts/

It works! Thanks so much to the SQ team for posting the detailed steps, and for the MultiCharts improvements in Build 132 of SQX

0

Jiajau Liu

Subscriber, bbp_participant, customer, community, 1 replies.

Visit profile

2 months ago #270933

Have you tried the latest version — Build 132, Released 16.6.2021 ?

 

Changes & updates:
Refactored computation of daily, weekly, monthly Open/High/Low/Close blocks in Tradestation/MultiCharts engine in SQ to fix problems with matching backtests on these platforms.

 

0

binhsir

Subscriber, bbp_participant, customer, community, sq-ultimate, 14 replies.

Visit profile

2 months ago #271075

Nice topic,That is i want to know

Bin

0

tomas262

Administrator, sq-ultimate, 708 replies.

Visit profile

2 months ago #271107

Hello,

we highly recommend to update to build 133. We have fixed the issue in computation of Daily, Weekly, Monthly Open/High/Low/Close blocks in Tradestation/MultiCharts engine in SQ.

Please re-import the SQX custom indicators into Tradestation / MultiCharts and retest your strategies in both SQ and your trading platform if you use strategies with these blocks.

0

Viewing 6 posts - 1 through 6 (of 6 total)