Different backtest results in Metatrader vs. SQX

Hi there,

I have investigated the issue and here's what I've discovered:

To begin with, I compared the results from both SQX and MT4. After doing so, I found that the majority of trades have the correct open and close prices. However, I noticed that trades that exited on Friday or through a signal had slightly different prices. This is usually caused by either spread or slippage.

Next, I compared the spread between SQX and MT4. It turns out that SQX uses the real spread, whereas MT4 uses the current spread (19, which is equivalent to 1.9 pips). Please note that MT4 does not support the use of real spread.

I hope this information helps. Thank you.