Different baking test results between MT4 and SQX

Hello,

Attached the example strategy Strategy 14.96.130.

There is an enormous difference between the backtest in MT4 Trader, which gets its data via tickstory and the development result in SQX.
Attachments
Settings MT4 Tickstory.png
(24.25 KiB)
Strategy 1496130.sq4
(27.49 KiB)
Strategy 1496130.ex4
(278.96 KiB)
Settings SQX.xml
(1.17 MiB)
Result SQX.png
(14.37 KiB)
Result MT4.png
(22.77 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

r
#1

Marcel

05.09.2018 10:31

Task created

r
#2

Marcel

05.09.2018 13:29
Voted for this task.
TB
#3

Tomas Brynda

14.09.2018 15:52

Status changed from New to Waiting for information

Hi,

I tried to test the strategy in MT4 and SQX and the results were equal. Can you show more details of what is wrong exactly?


Do you use the same data in both platforms? What about trading options and other settings, is everything set correctly in the EA?

r
#4

Marcel

14.09.2018 16:10

Hi,


please check the Profitfactor, there you can see the biggest difference.


I use tickstory for metatrader. the data source is there as well dukascopy.

You can see the settings there in the screenshot "result MT4


The trading options of the ExpertAdivisor are unchanged. the test always takes place with the original EA and the settings coming from SQX.


I can't imagine that you actually managed to achieve a profit factor of about 1.72 in the MT4 with this EA attached.

If you did, I would ask you to show me this result by screenshot from MT4.

TB
#5

Tomas Brynda

17.10.2018 14:33

Status changed from Waiting for information to Fixed

As I wrote in the other task, for tick precision and real spread the results match now. 
g
#6

geektrader

17.10.2018 22:42
Voted for this task.

Votes: +2

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