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Forums>StrategyQuant>Application Support>Issues when testing SQ strategy on broker’s demo account

  • #262188 |
    Customer
    20 Posts

    Hello,

    I’m new to  futures and have my first SQ futures strategy that seems to make money consistently, but I’m running into problems when testing it on my broker’s (AMP) demo account, note this is on MT5.

    1- Is symbol @ET in SQ the same as @MES in CME and my broker? If so, why does SQ uses a different symbol name? It seems unnecessarily confusing, but I’m sure there is a reason for it.

    2- Notice the following error messages taken from the MT5 journal when testing the strategy:

    VERBOSE— 2019.05.12 04:03 Based on its logic, the strategy tried to place stop/limit order at incorrect price. Market price: 2885.75000000, min. price allowed: 2885.75000000, stop/limit order price: 2885.50000000

    2020.09.12 21:06:58.508 2019.05.12 22:00:00 failed buy stop 0.1 @MES at 2885.50 sl: 2826.75 tp: 2943.00 [Invalid volume]

    Could this be an issue of using different symbols as noted on my point #1 above?

    Any help will be greatly appreciated.

     

    Thank you

     

     

    #262244
    Customer
    789 Posts

    trading futures is not so simple and you need to know what you are doing

    there are many contracts – mini, micro, full – continuous contracts, rollover months, etc.

    AMP is using these namings – https://www.ampfutures.com/trading-info/margins/

    for trading futures contracts you need to put it to an actual contract, so for example now MESU20, which will expire very soon you will need to manually move to another contract MESZ20

    https://www.cmegroup.com/month-codes.html

    https://www.thebalance.com/guide-to-futures-market-expiration-dates-1031175

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #266727
    Customer
    20 Posts

    Thank you hankeys.

    #266787
    Customer
    45 Posts

    Look like I have some similar questions like Alex..

    For example we have in SQX the symbol @ET for E-Micro S&P 500 Index (MES) Continuous Contracts (Dez20).

    Are the data the same like in AMP for MESZ20, meaning a strategy built on ET for E-Micro S&P 500 Index (MES) can be also used on MES on AMP because the data is the same?

    Where is the difference between ET (Ticker) and MES?

     

    DP

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