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MultiCharts vs SQX End of Day Exit price

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tactevo

Subscriber, customer, community, bbp_participant, sq-ultimate, 6 replies.

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2 years ago #274984

I found a discrepancy between the price taken by the SQX and MultiCharts backtester when exiting on ‘End of Day Exit’ times. Multicharts backtester uses the price at the close of the bar for that time, while SQX uses the price at the open of the bar for that time. A less-than-perfect hack that helps is to adjust EL code SignalTimeRangeTo() input to be 1 bar before the time set in SQX. In this way, Multicharts will use the close of the previous bar which is often very close to the open of the next.

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tomas262

Administrator, sq-ultimate, 2 replies.

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2 years ago #275176

Hello,

could you please send me the strategy you have this issue with to [email protected]? I need to do some testing with this, thanks

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