the backtest goes to 2/3 and already has more than 1500 trades, but strategy from SQX has only 444 trades for the whole data, so something is not really good
Attachment EU_H1_110120177_S_NN_CF_SQX_EQ___BTvsBT.png added
Attachment EU_H1_110120177_S_NN_CF_SQX.sqx added
and normal strats withou ATM isnt doing this
Attachment EU_H1_110121188_S_SL_CF_SQX.sqx added
whole backtest from SQX only 1190 trades
conclusion is simple - ATM is not implemented right in the MQL4 code
Status changed from New to Waiting for information
please try to backtest the strategies with ModifyInsteadOfReplacing EA parameter set to false and let me know if it helped.
It can interfere with the ATM.
Best regards,
Tomas
Attachment EU_H1_110121188_S_SL_CF_SQX_EQ___BTvsBT.png added
Subject changed from ATM CRUCIAL - backtest mismatch to ATM - ModifyInsteadOfReplacing
Status changed from Waiting for information to In progress
I will try to improve the ModifyInsteadOfReplacing option so that it works for ATM too.
Type changed from Bug to Feature
Status changed from In progress to New
Priority changed from Normal to Low
Because there are multiple open orders when using ATM, it is not possible to make it work easily.
It would require changing the core algorithm of MQL4 code.