please refer the screen shot
you can test last 5 year data in EURJPY
I have exported data from MT4 and import to SQX to make sure data is the same.
the tick value is 0.9 in both test engine
so why the result is different..
Subject changed from result is diff between mt4 and SQ in cross forex pair to [122]result is diff between mt4 and SQ in cross forex pair
Status changed from New to Waiting for information
PL of each order is calculated this way:
PL = DeltaPrice * Size * PointValue - CommissionCost
What currency do you use in your MT account? In SQX we calculate everything in dollars.
And in MetaTrader there is probably some swap cost taken into account when computing PL of an order.
but at Cross forex pair MT4 with SQ result are different
How to let cross forex pair in MT4 and SQ back testing be the same results?
Thanks
I had loaded a MT4 property of which swap cost set to zero when export history data to MT4.
MT4 currency is USD.
please check it!
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this is comparation of 71 EURUSD strategies, TF M5-H4, backtests are OK and trading looks the same
that why i post the issue here
the slippage setting is 0 in SQX
I think that real tick precise include slippage situation
For bentra,
MT4 has no slippage & commission setting to config. TDS? what's this ? XDCost is decided by difference of Ask and Bid
For tomas,
I think that you can just duplicate it again because build 121 is normal .
121 has only some difference trades and you said the issue had fixed in 122.
So i check the issue reported using build 122, i still found another issue...
I'm sure that setting in both SQX and MT4 is the same.
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attached files show the commission of two engine
Both swap & commission is 0.
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The only thing that I can think of which can cause the problems on your side is a bad symbol instrument setting.
From your screenshots I can see your EURJPY instrument settings, which seem to be fine.
Maybe it's a stupid question, but does your symbol you use for retesting use the EURJPY instrument?
Status changed from Waiting for information to Fixed
If you have your account in USD and trade on EURJPY, then after closing an order the PL is calculated using the current quotation for USDJPY.
So the point value in MT terminal on non XXXUSD pairs is not constant and there will be little differences in PL.
SQ uses constant point value and it's the only way how to do this when backtesting.