Impossible to replicate strategies in Easylanguage (both MC and TS)
5 replies
Kris Katona
3 months ago #284960
Hi There,
I’m a Multicharts user, but I also have a Tradestation account. After testing on both platforms, I can easily say that it’s not possible to replicate an SQX strategy in Easylanguage.
Here are my experiences trying numerous SQX strategies:
- 40 percent of the strategies: the equity curve in MC looks similar, but there are significant differences in PnL, Drawdown, and number of trades.
- 30 percent of the strategies: The equity curve in MC looks different but reminds me of the one in SQ. Obviously, Pnl, DD, and num of trades are different
- 30 percent of the strategies: The equity curve in MC is a total disaster
I followed the recommendations in the guides:
– exported my minute data from Multicharts
– took care of timezone settings
– configured a similar session in SQ
Actually, nothing helps. I believe there is a massive bug in SQ regarding Easylanguage generation. Some help and support would be appreciated.
carlos
3 months ago #284991
Kris Katona
3 months ago #285008
I suspect that part of the problem is how SQ aggregates the timeframe using the session.
As an example, I attached my session configuration in MC and SQ. When I use the View and Analyze function, I see that the Hourly timeframe is compiled differently (see 3rd attachment).
This means an extra candle appears in SQ, which does not exist in MC. I believe this could be the reason or at least part.
Chris Markwart
3 weeks ago #286081
I agree. SQX generated strategies are currently 100% unusable in MultiCharts and I’ve tried every permutation of export and recommendation. All development of SQX should be halted until this is resolved.
kenleyl
2 days ago #286286
Has anyone raised this with the support team and gotten a response? Seems more appropriate for official SQ support, rather than community support.
Kris Katona
1 day ago #286287
Has anyone raised this with the support team and gotten a response? Seems more appropriate for official SQ support, rather than community support.
I opened a ticket the day I made this forum post. Support said it would be solved in a few weeks. It was a long time ago.
I found it pretty unethical to accept license payments from futures traders despite the fact that SQX is not working for futures, although it’s advertised.
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