<![CDATA[Difference results legacy and a new version platform]]>Hello.

Why is there a difference in the strategy results on the legacy version of the Quantciacs and on the new version?
The strategy is the same.

]]>http://quantiacs.com/community/topic/3/difference-results-legacy-and-a-new-version-platformRSS for NodeMon, 13 Jul 2026 04:08:28 GMTThu, 18 Feb 2021 14:13:45 GMT60<![CDATA[Reply to Difference results legacy and a new version platform on Sat, 20 Feb 2021 22:49:51 GMT]]>@vyacheslav_b Hello, we are using a different slippage model. In the old version of Quantiacs slippage is taken to be 5% (HIGH-LOW). In the new version we use 4% (ATR_14), where ATR_14 is the average true range over the last 14 trading days, and therefore it includes day-to-day price moves in addition to the intraday variation.

]]>http://quantiacs.com/community/post/15http://quantiacs.com/community/post/15Sat, 20 Feb 2021 22:49:51 GMT