MT4 Report Drawdown different than Overview after "Open Balance" calc
I use Tickdata Suite to Backtest in my MT4 using Dukascopy Tickdata.
My used backtest is attached.
I imported it into QA, noticed the Difference in Drawdown and then found out about "Open Balance".
From Tickdata Suite I exported the Data in M1 Metatrader Format and placed it into /minutedata and run "Open Balance" afterwards.
Now when I select Time for the Equity Charts X Achsis I can see the Drawdown that should match the Backtest.
However, if I go to "Overview" I still see the same (wrong) Drawdown Value in that Strategy.
I checked out this script: https://discord.com/channels/426766614734831616/787036463861727293 and adjusted the Point-Size of AUDCAD.
I messed arround with the Tick-Size as well as the Point Value by increasing/decreasing by factor 10 and the Drawdown remains untouched.
Already updated to 4.80.0 and I still have the same issue.
My used backtest is attached.
I imported it into QA, noticed the Difference in Drawdown and then found out about "Open Balance".
From Tickdata Suite I exported the Data in M1 Metatrader Format and placed it into /minutedata and run "Open Balance" afterwards.
Now when I select Time for the Equity Charts X Achsis I can see the Drawdown that should match the Backtest.
However, if I go to "Overview" I still see the same (wrong) Drawdown Value in that Strategy.
I checked out this script: https://discord.com/channels/426766614734831616/787036463861727293 and adjusted the Point-Size of AUDCAD.
I messed arround with the Tick-Size as well as the Point Value by increasing/decreasing by factor 10 and the Drawdown remains untouched.
Already updated to 4.80.0 and I still have the same issue.
Is there a Bug or anything I am missing in the Settings?
If required, I can provide my minutedata.csv as well.
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Votes +2
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Project QuantAnalyzer
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Type Bug
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Status Fixed
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Priority Low
History
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Patrik Hörmann
14.12.2020 13:36Attachment Bildschirmfoto 2020-12-14 um 120329.png added
Attached is a Showcase of the DD Difference.
TT
Tamas
14.12.2020 13:51Status changed from New to Waiting for information
Can you attach also the minutes data please ?
TT
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anonymous
14.12.2020 18:54
CSV Minutes Data used: https://drive.google.com/uc?export=download&id=1FKTQXk_zlOwM5I9E5D0iQO-phQDIU-aR
m
TT
Tamas
15.12.2020 10:57
Thanks for the data. QA uses minutes data to compute open balances - mt4 backtest was done with Tick precision.
You can retest the strategy with M1 precision and compare the results.
TT
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Patrik Hörmann
15.12.2020 17:56
I use Tickdata Suite with Tickdata to run the Backtest.
How can I run a M1 precision Backtest?
Does this would mean I need to run a backtest with "Open Prices" and not Tickdata?
I guess this defeats the whole purpose of Tickdata Testing.
How can I run a M1 precision Backtest?
Does this would mean I need to run a backtest with "Open Prices" and not Tickdata?
I guess this defeats the whole purpose of Tickdata Testing.
Votes: +2
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