Make sure that you have all the custom indicators imported If your strategy has totally different results in SQ and in TS/MC, then there is something wrong with your setup and you have to solve it before moving forward.Д«acktesting engine in SQ was made to match TS/MC trading engines, so if you see the differences it is most likely in different data or configuration between both programs.Д«elow weвЂ™ll list a few points you should watch for. Reliable backtesting in this sense means that the strategy wil have the same or very similar backtest results in StrategyQuant and Tradestation/ MultiCharts. Reliable backtesting between SQ and TS / MC You can test t on different markets, with variation of parameters, or with variation of random changes in history data using Monte Carlo tests. StrategyQuant offers lot of tools (Cross checks) to test strategy for robustness. We have to make sure we didnвЂ™t just curve-fitted our strategy on the existing data so that it works great in our backtests that itВ remains profitable despite changes in data, in parameters, when it misses few trades, etc. The most important property of our strategy should be its robustness. There are things like widened spreads, requotes, slippage, time delays, network disconnects, VPS failures and so on that affect real live trading. At best, backtesting offers a close approximation of how trades would be executed in real-time. Secondly, we should realize that backtest cannot be 100% accurate. The exact flow of ticks will never repeat in the future, so even if you are using real tick data it doesnt mean that your strategy will behave as same in the future as it behaved in the past. There are few indicators that havenвЂ™t been extensively tested in TS/MCДЇirst of all, we have to realize that backtesting means testing the strategy on history data. Higher testing precision is still in the development Subcharts support is still in development Restart SQ and clear temporary files when you experience problems Use correct time-based Exit trading options Make sure you use the correct engine and correct bar type in imported data Reliable backtesting between SQ and TS / MC.

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