設定 – データ

This is where you can configure the symbol, timeframe, and time range on which the strategies will be backtested.

Trading Engine

allows you to choose which of the available backtesting engines (MetaTrader4 / MetaTrader 5 etc.) should be used for testing the strategy.

Backtest data settings

choose the symbol, timeframe and date range on which the strategies will be tested.
If you use multi-TF or multi-symbol strategies you must select symbol and timeframe for each additional chart:

テストパラメータ

Testing precision

means how the price is data simulated during the backtest.
It is usually sufficient to use Selected Timeframe mode for Market orders, or Tick simulation mode for Stop/Limit orders.
You can also use faster mode for generation, and then slower mode for strategies retest.

Test precision types:

• Selected Timeframe only
  it is the fastest testing mode. It uses only the main timeframe to simulate the prices, it creates four “ticks” – at bar Open, High, Low and Close values.
  This results in a very fast backtesting with acceptable accuracy for a quick preview. However, for Stop or Limit orders the testing accuracy might not be sufficient, and you should try more precise mode.
• 1 Minute data
  slower testing mode, it uses minute data (if available) to simulate price changes during the testing. It creates 4 ticks every minute, and thus simulates also movement within the bar.
• Real Tick – custom spread
  this mode uses Bid value from real tick data (if available) for exact price simulation, but it computes Ask value using the custom spread you specify. It is slower than the other modes and it should be used for final verification of new strategies.
• Real Tick – real spread
  this mode uses real tick data for exact price simulation with real Bid and Ask prices. It is much slower than the other modes and it should be used for final verification of new strategies.

スプレッド

You can specify spread used in backtest – it is a difference between Bid and Ask price.

スリッページ

Simulated slippage in pips/ticks – it will add the specified number of pips/ticks to the opening and closing price.

Min distance

Minimum distance of price – most MetaTrader brokers have limitation how close to the actual price they allow you to place stop or limit pending order

Commission & swaps

clicking on this link will open a new popup dialog, where you can configure these additional settings.

Swaps in SQX can be set in points, money または percent. Set acording to your broker setting for a specific instrument

Following formulas are used to calculate swap cost in SQX:

Swap in points: swap cost = lot size x SQ point value (contract size) x MT point value (digits or SQ pip step) x swap rate (in points) x days in trade

Swap in money: swap cost = lot size x swap rate (USD, EUR, etc) x days in trade

Swap in percent: swap cost = lot size x SQ point value (contract size) x trade entry price x (swap rate % / 100 / 360) x days in trade

Data range parts

Allows you to split the history data to multiple parts of different types:

• イン・サンプル・トレーニング – これはこれまで使用していたインサンプルと同じです。遺伝的アルゴリズムはこの部分を使用して適応度を決定し、集団内の戦略をランク付けします。.
• サンプル検証 ISV – SQ Xの新パーツで、ISTパートにおける戦略のパフォーマンスがISVパートでも維持されるかどうかを判定するために使用されるもの。.
  機械学習では、トレーニングセット（IST）で訓練されたモデルが検証セット（Validation set）にも適用できるかどうかを判断するために使用されます。.
  SQ Xでは、この部分で適応度が停滞した際に遺伝的進化を再起動するために使用できます。.
• 標本外 – これは以前と同様であり、進化の一部ではなかったデータの「未知の」部分を表しています。
• 取引なし –  その部分ではストラテジーがトレードを行わないことを意味する特別な部分。例えば、データの中央にあるボラティリティの低い部分をスキップするために使用できます。.

Check out more about the data parts types in our blog article Data parts – what they are and how they could be used?