Backtest result in SQ4 and MT4 is completely different..

Hello!


I attached two files.
One is sq4 file that I generated. In SQ4, it shows profitable result for almost every symbol.

but in MT4 backtest, it is not profitable.


I wonder whether this is due to the incomplete internal backtest of SQ4  or just due to the mq4 code conversion error.
Thank you.


Best,
Malim


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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

?
#1

anonymous

09.07.2017 04:34

Task created

MF
#2

Mark Fric

13.07.2017 07:57
we'll check it, but as you say the backtest engine is not fully tested yet
?
#3

anonymous

17.07.2017 05:49

Ah, I loaded M5 data in data manager because I am using just H4 and D1 chart. 

And I tested it on "selected timeframe only" mode.

?
#4

anonymous

20.07.2017 19:48
This one is strange too.

I tested this with M1 precision in SQ, but got totally different result in MT4.

This was also profitable for almost every symbols  in SQ4.

But it is not in MT4.


Malim


?
#5

anonymous

23.07.2017 08:39

Every trading duration is just 1 minute in SQ. But in MT4, there are trades lasts hours or days.

It seems somewhat related with the subjects @geektrader has written in the forum.


Malim


?
#6

anonymous

23.07.2017 08:39

http://www.strategyquant.com/forum/topic/4416-sq4-early-preview/?p=25324

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#7

anonymous

24.07.2017 05:28
If I see the AvgBars value larger than 100 even if all trade duration is just 1 min.

Please check this..


Malim

MF
#8

Mark Fric

25.08.2017 08:36

Status changed from New to Confirmed

we made some progress, but there are still some bugs in trading engine that cause difference between SQ4 and MT.


We will continue with it in the next update.

?
#9

anonymous

04.09.2017 13:33

Attachment 05587b0851a2604.sq4 deleted

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#10

anonymous

04.09.2017 16:24

Attachment 851c74afec8397b.mq4 deleted

MF
#11

Mark Fric

13.10.2017 15:36
we made further progress with this, but we weren't able to finish it all. 

But backtest in SQ should be more reliable and same as in MT4 for majority of strategies.

MF
#12

Mark Fric

02.11.2017 16:59

Status changed from Confirmed to Fixed


Votes: 0

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