Backtest in MT4 does not work with data from SQX

Backtest in MT4 does not work with data from SQX
See appendix
I completely followed the StrategyQuant X User's Guide........
Attachments
Strategy 1496130.sq4
(27.49 KiB)
Strategy 1496130.ex4
(278.96 KiB)
LOG MT4 Backtest with Datas from SQX ONLY MISTAKES.txt
(194.10 KiB)
mt4 result.png
(22.53 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

r
#1

Marcel

05.09.2018 11:10

Task created

TB
#2

Tomas Brynda

17.09.2018 14:47

Status changed from New to Waiting for information

Hi,

the error 131 is caused by invalid trade volume. 


Please check the type of money management method you use in the MT backtest and let me know. 

There might be a problem with invalid settings, for example too much decimal places used in volume.


Tomas





r
#3

Marcel

17.09.2018 19:01

Tomas, with all due respect, you've got the EA attached!

You can easily see here that there was NO change in the settings.


Rather you can even check if the output EA from SQX corresponds to the settings.


Please tell me exactly what the question is if you can't answer the question yourself although the EA is included.


Marcel

TB
#4

Tomas Brynda

18.09.2018 08:28
Marcel,

I tested the EA and it works fine for me. I downloaded USDCAD from Dukascopy in DataManager, then exported the data to my MT4 installation and used mmLots set to 0.1. 


Can you provide some piece of data you use in order for me to test it properly?


Thanks

Tomas

r
#5

Marcel

18.09.2018 08:48
Hello,

of course I can send you the data from SQX that was transferred to MT4 (if that's what you want?) but this data is bigger than 2 MB! How can I send it to you?
TB
#6

Tomas Brynda

18.09.2018 10:28
Yes, that's what I want. I must test it with your data to be able to debug the problem.


I know there is a file size limitation, but you can use some extern source to upload the data file.

For example you can upload it to Google disk and send me a link, if you have a Gmail account. 


Tomas

r
#7

Marcel

19.09.2018 14:56

Attachment Unknown Communikation Error.png added

I tried to export the pair EUR/AUD, but unfortunately this was quitted with the message "unknown Communicationerror"........see attached

If you look at the photo carefully you will also see the word "undefine". For this the bug SQ_2688 has already been opened.
The bug was rejected from you because it could not be replicated by you.........

What do we do now?
r
#8

Marcel

19.09.2018 15:05

Attachment Load other MT4 data specification file.png added

Attachment Load other MT4 data specification file.png added

I found the problem. See bug 2826.

I now start a new attempt with USDJPY and get back to you, as well as the data to download are already
TB
#9

Tomas Brynda

19.09.2018 15:11
Please upload your log file here: https://drive.google.com/drive/folders/1F7T9cxq9MP9g6lyQq32qNeuq5gXVuSmg?usp=sharing

I'll take a look at it.


Thanks

Tomas

r
#10

Marcel

19.09.2018 15:23

The data should have just been uploaded.


But the data is much too small compared to the tick data I usually get! Usually tick data are several gigabites big! These are all just 432 MB small!

TB
#11

Tomas Brynda

17.10.2018 14:21

Status changed from Waiting for information to Fixed

I tried to make a fresh data export from SQX to MT4, backtest strategy and its EA and compare backtest results. When using real spread and tick precision, the results completely match. When using custom spread, there are differences in Ask/Bid prices between SQX and MT4. We are currently investigating the issue and will fix it asap.



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