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MT5 backtest results are not the same as SQX (three strategy files)

MT5 backtest results are not the same as SQX.Please refer to the attached three strategy files~~


I confirmed that the error window found the following error very many times, I wonder if it is related to this??



--MT5 error:
2018.08.15 22:34:33.065 Core 01 2015.05.06 00:00:00   failed buy stop 0.10 EURUSD at 1.06439 [Invalid price]
2018.08.15 22:34:57.479 Core 01 2017.11.30 00:00:00   Alert: The order request could not be completed. Error no.: 4756

Attachments
MT5_TEST.jpg
MT5_TEST.jpg
(114.16 KiB)
EURUSDFZD1M15L_Strategy 24192.sq4
EURUSDFZD1M15L_Strategy 24192.sq4
(25.43 KiB)
SQX_TEST.jpg
SQX_TEST.jpg
(75.17 KiB)
EURUSDFZD1M15L_Strategy 012134.sq4
EURUSDFZD1M15L_Strategy 012134.sq4
(21.56 KiB)
EURUSDSGD1H4S_Strategy 017171.sq4
EURUSDSGD1H4S_Strategy 017171.sq4
(43.87 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

y
#1

yusung

15.08.2018 16:46

Task created

VO
#2

GRoundofInferno

17.08.2018 20:12

I have maybe the same issue 


2018.08.17 21:09:30.821 Core 1 2018.08.10 21:15:00   Alert: The order request could not be completed. Error no.: 4756


m
#3

Martin

10.09.2018 14:43
Voted for this task.
OS
#4

trader4711

12.09.2018 07:21
Voted for this task.
y
#5

yusung

13.09.2018 14:58

Attachment EURUSDFZD1M15L_Strategy 0171961.sqx added

Attachment EURUSDFZD1M15L_Strategy 0171961.sqx deleted

Attachment EURUSDFZD1M15L_Strategy 0171961.sqx added

Attachment EURUSDFZD1M15L_Strategy 0171961.sqx added

Attachment EURUSDFZD1M15L_Strategy 216106.sqx added

Attachment EURUSDFZD1M15L_Strategy 0171961.sqx added

Attachment EURUSDFZD1M15L_Strategy 0171961.sqx deleted

Attachment EURUSDFZD1M15L_Strategy 0171961.sqx deleted

Add two strategy files.(MT5 backtest results are not the same as SQX-110)
OS
#6

trader4711

18.09.2018 21:47
For me same, big difference in backtest between MT5 ans SQX
MF
#7

Mark Fric

19.09.2018 07:55
all these problems have one common cause - that you use D1 chart in your strategies, and indicators that use long periods on D1 chart.


In SQ we preload 1000 bars of the main timeframe, and it is not enough for D1 in your case.


We created a new task for this: https://sq.projectpanel.com/tasks/sq4_2816


I'd also suggest to use smaller periods for D1 charts - you can configure periods in builkder for every chart separately.


y
#8

yusung

19.09.2018 16:19

Understand, thank you~~

y
#9

yusung

19.09.2018 16:20

Understand, thank you~~

TB
#10

Tomas Brynda

16.10.2018 18:02

Status changed from In progress to Fixed

Votes: +2

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