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Unable to pass WFO since changing bartime data from sqx to tradestation

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Abelardo Gotay

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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

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tomas262

Administrator, sq-ultimate, 2 replies.

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1 week ago #290283

Can you export the session created and share with the custom project? I will test

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Abelardo Gotay

Subscriber, bbp_participant, customer, community, sq-ultimate, 22 replies.

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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.

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Abelardo Gotay

Subscriber, bbp_participant, customer, community, sq-ultimate, 22 replies.

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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?

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