Does your Multi-TF strategy for Multicharts work?
2 replies
eastpeace
1 year ago #277431
I have tested the Mutli-TF strategy for multicharts today.
SQ version: B135
main charts: 5 min
sub charts: 30 min
same data, same setting, I already have some experience with SQ, it should not be the reason for some setting.
But the result is,
176 trades in SQ, but only 35 trading in Multicharts, and the equity line looks huge different.
So, I want to confirm whether the Multi-TF strategy does not support MC yet. Anyone using SQ and MC?
<span class=”JLqJ4b ChMk0b” data-language-for-alternatives=”en” data-language-to-translate-into=”zh-CN” data-phrase-index=”1″ data-number-of-phrases=”2″><span class=”Q4iAWc”>Looking forward to your feedback. </span></span>
tomas262
1 year ago #277454
Hi,
I can check your strategy but I would need the data sample as well. So you can send to [email protected] zipped or upload somewhere … In the meantime you can check our tips on multi-timeframe testing here https://strategyquant.com/doc/strategyquant/best-practices-for-multi-tf-strategies-backtesting-and-trading/ and here https://strategyquant.com/doc/strategyquant/reliable-backtesting-in-tradestation-multicharts/
eastpeace
1 year ago #277471
Thanks, tomas262,
I have emailed the data, settings to [email protected].
There is a definite bug about time frame conversion in the b135 release.
I have pointed it out in the email, please check it. Accurate data is the foundation on which we build strategy, so this is very urgent and important.
To rule out that is was the data, I just also tried using the 5, 30 minute data directly exported from Multicharts, but still very inconsistent results. Or indicators, or deeper reasons, I am not sure.
These data and setting, I also sent an email for check.
In addition, SQ has not been updated for a long time, everything seems to be frozen, but it is stopped on a worse version ( for MC users ).
And I hope these can be effectively resolved as soon as possible.
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