Back testing diff problem between SQ and TS
4 replies
Quanter
5 years ago #239169
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.
tomas262
5 years ago #239174
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 [email protected] 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 …
Quanter
5 years ago #239181
Quanter
5 years ago #239187
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.
tomas262
5 years ago #239200
Ok, thanks, will check and let you know
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