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Forums>StrategyQuant>Application Support>SQ doesn't support index futures?

  • #200742 |
    Participant
    3 Posts

    I’ve tried SQ on Singapore India index and enter price value and pips based on the future contract.

    Although SQ can generate profitable strategy in the result, if I copied the ts code into Multicharts, it is a 45 degree downward curve.

    Then I tried the set the spread and slippage 100 timed than the original setting, SQ still can generate profitable strategy in result, but again, it keeps losing money when I verified its TS code.

    Would you help to check this issue?

    #200750
    tomas262
    Administrator
    1823 Posts

    Hello,

    did you use correct data type when creating the futures symbol in SQ? It has to be set to “NinjaTrader, TradeStation …” type.

    When creating strategies you have to use “selected timeframe” testing precision only. It is also recommended to use only market orders (stop orders eventually) since limit orders cannot be evaluated correctly.

    Number of trades should be very similar in both SQ and TS/MC with same entry time. You can share the sample strategy here in a ZIP file or send to support@strategyquant.com and we can check that but first please make sure you followed the recommendations. There are some more information in the SQ PDF user guide (see page 20) https://www.strategyquant.com/licenses/d?code=squg

    #200761
    Participant
    3 Posts

    Hi,

    Thanks for reply. I’ve followed your suggestion but still get the same result.

    Please find the setting/data/equity_curve in the attachment.

     

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    #200764
    tomas262
    Administrator
    1823 Posts

    Hello,

    the entire profit on the strategy is made by 2 trades in SQ. Without these trades the strategy would be losing money which corresponds to MC results. Still I can check the strategy itself. Please send the STR file to support@strategyquant.com or attach as a zip file

    #200848
    Participant
    3 Posts

    Hi,

    If there is only two trades, why the equity curve is going up? I don’t have STR file, what is it?

    #200948
    tomas262
    Administrator
    1823 Posts

    You can save the strategy as an STR file directly from the data bank. Those 2 trades seem odd. For me the strategy is definitely worth of considering as a possible candidate for live trading. These 2 trades look more like an anomaly

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