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Brand New Subscriber-Huge Discrepancy between SQ results & MultCharts

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Spyridon Vasileiou

Subscriber, bbp_participant, customer, community, 5 replies.

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4 weeks ago #280566

Dear SQ support good morning,

I am a brand new subscriber (since 23.12) and tried to run/create some strategies using ES on a 15min time-frame. One of the strategies had quite good results/profits (+60K) and the win % (61%) was very fine as well. However, when I transferred the source code from SQ into my MultiCharts platform not only did the results were not matching but also were VERRYYY NEGATIVE (-$40K). That was since Jan 3rd 2013. OOS was 30% of the data set.

Why such a HUGE discrepancy? What should I do to start correcting this problem? Please, advise.

Thank you in advance,

Spyridon

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tomas262

Administrator, sq-ultimate, 1 replies.

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4 weeks ago #280668

Hi,

make sure you use:

1) the same session times (template) in both platforms
2) data are the same timezone
3) data timestamp in SQX is set to “Multichart” (end-of-bar time)

You can share the strategy too

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Spyridon Vasileiou

Subscriber, bbp_participant, customer, community, 5 replies.

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1 week ago #281059

Dear Tomas,

I tried to back test as you suggested. Better yet I used data from Tradestation (the same data are fed into MultiCharts). Threre is no way this is happening.

When using US_futures Session (SQX software) the trading option for End-of-day Exit is NOT respected at all. When compiled in MultiCharts, trades last for DAYS !!!

If I use US_Cash Session then when the strategies come out in SQX it works (i.e. trades are closed BEFORE the end-of-day) but again when I transfer the source code into MultiCharts not only the results BUT ALSO trades DO NOT MATCH at all. Trades happen on different times and days on SQX and different times and days on MultiCharts. So disappointing !!!

Please, advise me how to straighten it up because I am so furious as I am wasting lots of time and NO RESULTS at all. I really do not know what to send you in order to correct it. There is something fundamentally wrong which I do not understand.

Results and trades are NOT EVEN close in match between SQX and MultiCharts. It they were somewhat close I would kind of accept it. We are taking miles apart!

Please, let me know what to do because I am almost ready to give up and quit using SQX. Perhaps I will try to see how it works on TradeStation in the next few days (but MultiCharts was the main platform to use connected to an Interactive Brokers account).

I will try a few more back tests and if I have the same frustratingly wrong results I will send you a few files for you to see …

Best,

Spyridon

 

 

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