Different results in MT4 for some NASDAQ strategies

I have backtested 14 strategies based on NASDAQ100 in SQX and MT4.


11/14 produce the same results (hourly correlation > 0.98)
3/14 instead have significant differencies:


  • 4.1.171 does not produce any trade in MT4
  • 5.5.173  results are rather different (hourly correlation < 0.8)
  • 3.15.161(1) results are completely different (hourly correlation < 0.3)



MT4 data have been downloaded from Dukascopy using Rel 136 applying the Broker's parameters
Spread and MinDistance are consistent in both SQX and MT4 

UseSQTickSize has been set to TRUE 



The results using Rel 135 and Rel 136 indicators and mql4 files are the same.

Attachments
WF Matrix - M15 - NASDAQ100WF Matrix - Strategy 411711 - Sequential optimized.sqx
(34.88 KiB)
WF Matrix - M15 - NASDAQ100WF Matrix - Strategy 55173 - Sequential optimized.sqx
(47.56 KiB)
41171.log
(2.36 KiB)
12_12_2022Portfolio-WF Matrix - M15 - NASDAQ100WF Matrix - Strategy 55173 - Sequential optimized.pdf
(1.02 MiB)
WF Matrix - M15 - NASDAQ100WF Matrix - Strategy 3151611 - Sequential optimized.sqx
(27.81 KiB)
12_12_2022Portfolio-WF Matrix - M15 - NASDAQ100WF Matrix - Strategy 3151611 - Sequential optimized.pdf
(990.79 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

MS
#1

mscapin95

12.12.2022 18:22

Task created

E
#2

Emmanuel

14.12.2022 21:26
Voted for this task.
MS
#3

mscapin95

23.12.2022 10:57
Voted for this task.
g
#4

Lee Guan Chuan

16.02.2023 02:21

Status changed from New to Fixed

Hi,


It was caused by the supertrend indicator. I have fixed it. Please update the supertrend indicator in your MT4 once you get the next updates.


Thank you.

MS
#5

mscapin95

27.02.2023 15:52
Is it possible to get the corrected indicator before the official release ?
g
#6

Lee Guan Chuan

28.02.2023 02:32
Hello mscapin95,


Yes. You can get this in the coming Dev release, which is DEV4.


You can go to https://strategyquant.com/download/

Scroll down to the development version. DEV4 should be released next week.


Thank you.


Votes: +2

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