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[SQ4 B5] Backtests SQ4 <-> MT4 do not match in about 80% of the cases (example attached)

The strategies that SQ4 B5 generates are still not really matching the MT4 backtests. Please see the attached screenshot (and strategy) for an example. Additionally (and one of the reasons that this is the case), is that the MT4 strategies still trail (and exit)

intrabar

while they do not in SQ4. All of the trailing (and everything else) should ONLY happen on bar

open,

like it was the case in SQ3 and like it is in the backtests within SQ4 as well. Otherwise, they will never match...

One of the problematic strategies (trails intrabar in MT4, but not in SQ4) where the backtest in MT4 does not match at all:

https://www.sendspace.com/file/orcv2m

Attachments

intrabartrailing.jpg

(311.23 KiB)

Untitled.jpg

(504.51 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

anonymous

11.09.2017 23:34

Task created

anonymous

12.09.2017 00:03

P.S.: Even if backtesting the attached strategy in bar open mode in MT4 (which avoids intrabar trailing and hence SHOULD yield the same results as in SQ4s "Selected Timeframe" mode), the backtests do not match at all with SQ4.

Mark Fric

13.09.2017 08:01

Status changed from New to Confirmed

Mark Fric

13.10.2017 15:14

it is partly done, we made a lot of progress fixing issues that cause difference in trading between SQ and MT, but it is still not 100%. We'll continue with it in Beta 7

Mark Fric

02.11.2017 16:59

Status changed from Confirmed to Fixed

Votes: 0