MT5 Engine

can you attach your build config here?

HI , Since it did not work I did export data from MT5 to MT4 format as well and created strategies with Mt4 engine and exported as MT5 thinking that might work but it did not. See error codes from back test in MT5 the result was no trades.  (I opened a Demo platform at AMP futures). I also opened a real account which maybe was to hasty indeed.

I could upload the history data files used but they are 350MB each

I tried only market orders as well since stop/limit orders do not work. Generated on Mt4 engine but saved as MT5 since Mt5 netted engine do not work. Then I back tested it on AMP futures Mt5.  Now it takes trades but result is really totally different it went from a 16000 profit in SQx to -5000 on backtest on MT5. He he I guess you have some hours to put in on this. Good we do not want You to be relaxing to much . :)

FYI !!  Since this was S&P 500  futures contract I also tried the  SQ MT4 version on US500 and my broker is IC markets. Since I now had data from 1997 from Mt5 converted to MT4 and strategies created for MT4 I  back tested some of them on US 500 at IC markets.  Totally different result as well ( all thought not as bad as with MT5.). Weird I must say since my data from AMP futures is CME data it should be 100% reliable and correct as it is the main contract for all CFD brokers.

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I made some fixes regarding MT5 engines. The backtests should be more reliable now, especially on lower precisions (Minute data in MT5)