Backtest in SQ4 does not match with SQ3

- first think is that backtest between SQ3 and SQ4 does not match as you can see in screenshots. I also attached strategy.
- another bug is strategy cannot use fixed risk. I tried use fixed risk but SQ4 didnt make backtest with new settings use only fix lot.


Attachments
EU_15_11153263_S_SM_A_F_Ba_BE_FIXRISK.str
(353.64 KiB)
SQ4.png
(81.18 KiB)
EURUSD_M15_TDS.png
(13.57 KiB)
SQ3.png
(72.56 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

a
#1

atohm

04.04.2018 19:51

Task created

a
#2

atohm

05.04.2018 08:13

Attachment compare_SQ3_BT_vs_CODE_MT5_from_SQ4.png added

I exported code from SQ4 and made backtest in MT5 and made comparison with SQ3. I wanted upload report but maybe maximum upload limit was exceeded. As you can see on screeshot backtest with MT5 almost match but some trades are missing. Can you have a look for this strategy? Report has 179 MB when I zipped report has 8 MB. it is not so much. Please can you extend maximum limit for upload?
a
#3

atohm

05.04.2018 08:14

Attachment EU_15_11153263_S_SM_A_F_Ba_BE_FIXRISK_SQ4.mq5 added

Attachment EU_15_11153263_S_SM_A_F_Ba_BE_FIXRISK_SQ4_MT5.png added

p
#4

pipesmoker

22.09.2018 14:55
Voted for this task.
TB
#5

Tomas Brynda

11.10.2018 20:40

Status changed from New to Fixed

Attachment sq3.png added

Attachment sqx.png added

Backtest results between SQ3 and SQX are more similar now. There are still some differences, but it seems to be related to slight differences in SQ3 and SQX backtest engines. Also the way trailing stops work was changed a bit. I believe the results match is sufficient now and that the backtest results can be improved with a little bit of optimization

Votes: +1

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