I have found that strategies would be huge difference between SQX and MC after update.
Is here any user using Multicharts facing same issue? and how you fix it?
I just found that if i use main chart + 2sub chart, source code will using data1 as subchart 1, and data2 as subchart 2 in MC
however, it should be data2 and data3
here you are , thanks.
500 strategies is too large to upload, just provide few for you first.
// Orders Exits (SL, PT, Trailing) for Rule: Long entry
if(MarketPosition > 0) then begin
If BarsSinceEntry = 0 then begin
LongSL = 0;
LongTrailingStop = 0;
LongSLPlaced = false;
LongSL = Round2Fraction(EntryPrice – (1.6 * SQ_ATR(20)));
LongSL = SQ_CorrectMinMaxSLPT(LongSL, MinimumSLPT, MaximumSLPT, true);
If longsl calculation is besides ‘if barsinceentry=0 then begin … end;’ ,
LongSL is varied every bar because that ATR value is changed.
PT setting with same problem.
If sl and pt will change every bar, how to restrain risk-reward ratio?
And some other strategies using SAR have different equity curve in SQX and MC.
- This reply was modified 1 day, 21 hours ago by eastpeace.
Koiosw – I see that you use multile subcharts in your strategies, this hasn’t been completely tested yet. Strategies that use only one chart should work correctly.
eastpeace – I tested your strategy, it matches, see the screenshot. I tested it on different data, but there are no differences, so the backtest engine is the same. If you see the differences it is most probably in settings configuration.
We are looking into these issues, in the next build we’ll publish a short guide how to set it up to achieve reliable backtests between SQ and TS/MC.
If you want to share your data with me contact me via private message and I can retest it with your data and settings.
- This reply was modified 1 day, 2 hours ago by Mark Fric.
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