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  • #217815 |
    Participant
    13 Posts

    After month of using of SQ version 3.82  i found following issues:

    1. Wrong average trade calculation. SQ dont know how to calculate average trade. AVG trade calculates by formula:

    Average trade=(NetProfit/Number of trades). In example 50060/897=55.8 not 353.75

    2. When checking check box “Put values to parameters” SQ places wrong names.  In example SQ writes SLCoef(12.05) but right name should be “StopLossCoef (12.05)” as fixed in the TS perfomance report.

    3. Strategy produces different results in Tradestation. In SQ the same code on the same data  generates 897 trades but on TS this code generates 364 trades only.

     

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    #217823
    tomas262
    Administrator
    1821 Posts

    Hello,

    – the average trade size is calculated that way in QuantAnalyzer too. We did that intentionally

    – even if it uses different names it should still work

    – did you use tradestation backtesting engine with selected timeframe precision? Did you use market orders or any other?

    #217828
    Participant
    13 Posts

    1. In this case impossible to filter results by average trade due to wrong values.

    2. Should work but not work. :) TS generates warning “unknow indtifier”.

    3. Yes I use TS backtesting engine and other results is  99% correct.  Anyway looks like another bug. In data window I use TS baktesting engine but in Strategy settings I see that my strategies uses Metatrader engine. “Refresh Current Settings “or “Apply Strategy Settings”  buttons doesnt helps. Anyway 90% of strategies is correct.

    I use different orders. Please check attchment  easy.txt in my previous post.

    #217840
    tomas262
    Administrator
    1821 Posts

    Hello,

    thanks from reporting his. We are making sure these problems won’t appear in the new version of StrategyQuant. SQ3 is no longer being updated.

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