Unable to pass WFO since changing bartime data from sqx to tradestation
3 replies
Abelardo Gotay
1 week ago #290270
<p style=”text-align: left;”>When downloading micro futures data in sqx, i opted for exchange data timezone (Tradestation).</p>
This change, makes it difficult for strategies to pass Wfo. I thought it had to do with the session. So I built a session following the sqx video for data import.
I’ve created a custom project. And for some reason once I select the session I created, it reverts back to “no session”.
I honestly don’t know what to do at this point.
I had my strategies built in EST. And everything went fine, but they did not perfomr well when imported to TS. So I figuered it had to do with this.
Please help
thank you
I honestly don’t no what to do. The only thing that changed was the bartime data

tomas262
1 week ago #290283
Can you export the session created and share with the custom project? I will test
Abelardo Gotay
1 week ago #290290
All I did was download the data differently. A few strategies may pass WFO but not the rest of the project. Also, when I try to set up the session in each step of the project, it revert back to no session.
I would really appreciate your help.
Abelardo Gotay
3 days ago #290303
Hi, seems to be related to the amount of reserved bars used in WFO and WFM. Should i use the same amount of reserved bars for building and robustness testing?
Viewing 3 replies - 1 through 3 (of 3 total)