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Forums>StrategyQuant>General Discussion>[Maximum Total Trades] does not working.

  • #240124|
    Participant
    15 Posts

    ‘image 1′ is SQ 3.81’s backtesting result.

    There is 250 trades.

    but tradestation’ backtesting result is 728 trades. (image2)

    250 vs 728.

    The period is the same.

    ‘Maximum Total Trades’ option does not working.

     

    I don’t understand backtesting difference problem between SQ and TS.

     

    I have been solved ‘SetExitOnClose’ problem using custom session Hours.

     

    but I can not understand why the number of trades is different.

     

    you can backtest using Crude_60MT.csv.

     

     

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    #240156
    tomas262
    Administrator
    1116 Posts

    Hello,

    seems the strategy is created/tested using “MetaTrader4” engine which is not correct when used later in TradeStation. You will not have match with these. You should always use TS engine. Also consider upgrade to SQX which already has support for TradeStation and since we are currently developing this version (SQ3 is no longer being maintained) it is easier to resolve such issues

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    #240171
    Participant
    15 Posts

    Thank you~~

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