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Forums>StrategyQuant>Application Support>Which engine to pick, if porting strategies to Python?

  • #268069 |
    109 Posts

    I will be automating my SQX strategies across multiple platforms.

    Specifically, I am re-writing my best SQX strategies to python, based on the pseudocode.  I will run these python scripts pm my own server, and they will trigger entry / exit on the following platforms, via API:

    • Binance
    • Robinhood
    • TD Ameritrade
    • Interactive Brokers

    My Question:

    These are the engines available in SQX:

    • Metatrader 4
    • Metatrader 5
    • Tradestation
    • Multicharts

    What is the best engine to select when I generate the strategies in SQX?

    What is the real difference between these choice when SQX generates strats? Is it platform-specific limitations on MM / Exits / entries etc?

    Or maybe, for my use case, the engine does not matter, since I am porting the pseudocode, and I can code everything in python, with no limitations.

    Looking for guidance.

    794 Posts

    its more a question of how the engines handling things – its a question of shift, time, data precision, indicators…so basic question is – are you capable rewrite all the strat logic to the logics and possibilities used on those platforms?

    what do you do about the indicators used?

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    1826 Posts

    It is hard to say but you can start with the MetaTrader 5 engine. Bear in mind the MT5 netting mode does not allow trading both long & short at the same time. It is the same with TradeStation and MultiCharts engine. You can learn more about these here

    The hedging mode available in MT4 / MT5 allows to trade long & short at the same time and position will not cancel each other.

    Also bear in mind that each platform & engine evaluates signals in slightly different manner. There can be also small differences between indicator values how each language calculates them

    109 Posts

    @hankeys : yes. If I need to, I re-write the indicators in the language of my choice. I am a software engineer. They are not complicated. Before I found SQX, I wrote my own complex strategies and custom indicators by hand.

    : understood. I’m familiar with netting vs hedging. Fortunately, I have already re-written some of the MT5 engine-strategies, and they seem to work just fine. So it looks like I am on the right track.

    Thank you..

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