I realize that whenever SQX codes (with multi timeframe) pasted in MultiCharts or Tradestation, it instantly underperform badly.
SQX uses look-forward data for higher timeframes when [0] is used.
eg. Close[0], HighD[0].
This is highly disturbing and wasting resources especially GA to continue optimizing codes in that direction.
I try to look into “What to Build“ > “# of Conditions, Period“ > “Global Lookback period Shift”
There is no “Minimum“ for Shift.
This look-forward bias generation problem could just be solved if SQX allows Higher timeframe data to specify its shift to Minimum = 1.
This is a high ROI, low effort step SQX could do in next Build.
Thanks.
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In Review

StrategyQuant
11 days ago

marc
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In Review

StrategyQuant
11 days ago

marc
Get notified by email when there are changes.