I ask for help on how to match the results between SQ and Tradestation Backtest, despite I respected your guide (https://strategyquant.com/doc/strategyquant/reliable-backtesting-in-tradestation-multicharts/)
the equity line between the two software are completely different and I can’t generate a viable strategy on tradestation.
I used both SQ DATA (@RX) and TS (M2K) data.
Has anyone managed to get a similar equity line between the two software? Thank you
there can be many reasons basically but getting the results match is completely normal and there must be a specific reason why you see the difference. Would you share your strategy so we can have a quick look into the strategy structure?
Also an important thing is to make sure you use the same timezone in both TradeStation and SQ. Both should be set to “exchange” ideally
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