I ran during 20 minutes a simple template with only long entry signal on Metatrader 5 engine then with tradestation engine.
with Metatrader 5 engine I got :
- only 10 strategies out of 93000 random strategies
- up to a profit of only 9000 $
- a sharp ratio of only .35 max
with tradestation engine I got :
- 260 stratgies out 87000 random strategies
- a profit up to 175 000 $
- a sharp ratio up 3.89
with the same template.
Either Tradestation engine is too easy (buying on low selling on high ?) or Metatrader 5 engine is too tough giving not enough strategies : only 10 strategies ?
There is too much difference in results between Tradestation engine and Metatrader 5 engine.
We can not have 20 times more profit with 26 times more strategies in one engine over the Metatrader 5 engine
Something is wrong somewhere.
The tradestation engine are producing unrealistic strategies, and Metatrader 5 engine is producing enough strategies to be realistic.
Please see image 0 with the linked video and the attached template :
https://drive.proton.me/urls/A419SWKCCG#KXyN7H7GilR7