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Forums>StrategyQuant>General Discussion>Back testing diff problem between SQ and TS

  • #239169 |
    Participant
    26 Posts

    version :  3.81 and X trial

     

    I found several problems Back testing result between SQ and TS

    It is understandable that there is some difference between the engines.

    but, if most of the results are not correct, the program can not be used.

    I could not get proper results with backtesting.

    Therefore, the equity curve of SQ is not reliable at all.

    The equity curve of SQ is approximately equal to TS when no cost is given.

    But at the cost of real cost, the equity curves of both of them change enormously.

    The bigger the time frame, the wider the gap becomes.

     

    I tried all the different methods to make a gapless setting.

    I can say that I adjusted almost all the settings.

    I did not find a way to solve the problem.

     

     

     

    #239174
    tomas262
    Administrator
    1826 Posts

    Hello,

    are you referring to SQX or SQ3? If you talk differences it is necessary to provide a data you refer to. The best you can do is to send me an email to support@strategyquant.com with strategies generated and provide as much details as possible so we can test and verify whether there is an issue with your settings or whether there could be problem with backtest itself. Without any data it is very hard to guess for reasons …

    #239181
    Participant
    26 Posts

    I send the email. title : about Back testing diff problem between SQ and TS

    Please check.

     

     

     

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    #239187
    Participant
    26 Posts

    I found the same problem in SQx trial version. I am curious to see if there are exactly the right results. This is because the signal is different. Despite using the same data.

    #239200
    tomas262
    Administrator
    1826 Posts

    Ok, thanks, will check and let you know

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