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?
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 firstname.lastname@example.org 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
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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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 email@example.com or attach as a zip file
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