Tradestation 10 / SQX Results not matching

Hi – the results of the strategy don’t match – the SQX indicators have already been imported into TS

TRADESTATION:

Tradestation is showing a lower profit because its only buying 1 share of the ETF vs SQX buying 100 shares, so ignore that. Even accounting for this, there is a signficant difference in the profit/equity chart etc.

EASY LANGUAGE code attached.

P.S: isn’t there a quicker way to post screenshots then having to save each into paint and then inserting each file – can’t we just copy-paste – it would save TONS of time!

Thanks

It is natural that it do not match exactly there might be a minor change needed for tradestation for adapting indicators. We have worked with SQ team for years to have exact results from SQX to MT4 and MT5 ( or more right they have worked for years).  A simple solution is to sligtly optimise your strategies in tradestation to have same result or accept result as it is if it is good with current settings.

Thanks Mabi,

Agree that it doesn’t have to match fully but I think there is quite a bit of difference for the first 1/3rd of the equity curve… they look like different strategies if you look at that.

After few months of requesting SQX team to fix some bugs, I can confirm that the results of TS backtests vs SQX backtests do match pretty well finally, but it all depends on your settings and your strategies. In my opinion there is still one unanswered issue (End-Of-Day exit on shortened trading days issue),see:

https://roadmap.strategyquant.com/tasks/sq4_5626

The best what you can do right now, is to reverse-engineer the proper settings:

1. Start live trading of selected system

2. Collect data from several trades

3. Tweak TS backtesting settings until the backtests trades will match the live trades results

4. Do the same for SQX.

It will probably take you several months, but it is possible to get almost 1-to-1 synchronization.

I hope it helps.

Here’s another one – its a complete mismatch on the same code – in Tradestation, you can only set DAILY charts to regular session as far as I’m aware? In SQX, it’s set to “No Session” – not sure if this has anything to do with it.

Ha !  well like i said will take some time for us to find the bugs so they can correct it. I mean only a couple of months back some indicators was changed for Mt4/Mt5 which if you did not update now gave diffrent results ofourse. Also recently was relistic gap handling added which also changed reults between backtests from previous versions to current in some cases. Anyway to trade futures for real with the FIFO and hedging rules  and the kind of money that is involved i would look for only very simple strategies and then try and improve them manually so i know what makes them make money and what makes them loose. In FX we can trade 1000 of them and follow the heard that makes a profit with way smaller risk then with 1 futures contract but with same potential for profit.