[Build 137.1639 RC3] Metatrader 5 engine not producing enough strategies compared to Tradestation engine





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

Attachments
image-0.png
(273.94 KiB)
Statoasis Supertrend V2 4.sqx
(5.85 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status New
  • Priority Normal

History

E
#1

Emmanuel

09.06.2023 14:31

Task created

E
#2

Emmanuel

09.06.2023 14:31
Voted for this task.
HF
#3

Vence_Jo

16.06.2023 19:40
Voted for this task.

Votes: +2

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