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:
- TD Ameritrade
- Interactive Brokers
These are the engines available in SQX:
- Metatrader 4
- Metatrader 5
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.
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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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 https://strategyquant.com/doc/strategyquant/reliable-backtesting-in-tradestation-multicharts/
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
@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.
@tomas262 : 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.
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