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Impossible to replicate strategies in Easylanguage (both MC and TS)

5 replies

Kris Katona

Subscriber, bbp_participant, customer, community, sq-ultimate, 9 replies.

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4 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.

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carlos

Customer, bbp_participant, community, 20 replies.

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4 months ago #284991

Hello,

I agree, I have the same problems with TradesTation.

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Kris Katona

Subscriber, bbp_participant, customer, community, sq-ultimate, 9 replies.

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4 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.

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Chris Markwart

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1 month 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.

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kenleyl

Customer, bbp_participant, community, sq-ultimate, 4 replies.

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2 weeks 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.

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Kris Katona

Subscriber, bbp_participant, customer, community, sq-ultimate, 9 replies.

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2 weeks 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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