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MT5 engine differences

I am now using proper MT5 tick data exported from TDS which works for myself and others to match strategies but this strategy is acting very different in MT5 vs SQX. There is also a compilation warning:

declaration of 'ATRPeriod' hides global variable test.mq5 6623 58

Attachments

2022-02-14 2.png

(96.59 KiB)

2022-02-14 1.png

(227.15 KiB)

bug_Strategy 116387.sqx

(140.69 KiB)

Votes +3
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

bentra

14.02.2022 17:00

Task created

geektrader

14.02.2022 20:14

Voted for this task.

bentra

15.02.2022 02:20

Voted for this task.

Emmanuel

21.02.2022 09:20

Voted for this task.

Tomas Brynda

06.04.2022 09:56

Status changed from New to Fixed

Attachment SqHullMovingAverage.mq5 added

SqHullMovingAverage.mq5

(7.06 KiB)

Hi Bentra,

I've found out the indicator for MT5 was giving a little different values.

After updating the indicator, the backtest matches.

It will be included in build 136.

I attach the indicator also here so you can use it.

Best regards,

Tomas

Votes: +3