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Discrepance between SQ and Metatrader 4

I have tried a multi timeframe strategy on mt4 and nothing is totally another result. I'm attach the strategy, the settings and two screenshot of the equity one on SQ and one on MT4:

Attachments

MT.jpg

(315.17 KiB)

Build.xml

(44.98 KiB)

Strategy 7075.sq4

(541.58 KiB)

SQ.jpg

(171.69 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

RNG

22.11.2017 16:17

Task created

Mark Fric

23.11.2017 12:52

thank you, we'll look at it

Mark Fric

29.01.2018 08:38

Status changed from New to Fixed

this is caused by using multiple timeframes - you use H1 and D1. MT4 backtester doesn't support this, it will return 0 values for all Daily data.

So this the reason for test discrepancies in this case.

We added warning about this into source code, and we took a lot of effort in Beta 8 to make sure backtests match when there is no issue like this.

Votes: 0