SQX and mt4 DIFFERENT RESULTS.

I have this problem of different results of backtests of the same strategy in SQX and MT4 as attached in PDF. The results in MT4 all die off in the end.
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  • Votes +5
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

m
#1

mantise

26.11.2018 20:14

Task created

m
#2

mantise

26.11.2018 21:40

Attachment Different results.pdf deleted

m
#3

mantise

26.11.2018 21:41

Attachment Different results.pdf added

t
#4

tnickel

27.11.2018 00:35

Hi mantise,

please attach the strategy.

With the pdf it is not possible to change something.


thomas

m
#5

mantise

27.11.2018 02:07

Attachment Strategy 23553.sqx added

Hello Thomas:

The strategy is attached

thanks

TD
#6

Timbeaux

27.11.2018 05:26
I have this occur as well.  Strategies which test well in SQX often lose badly in MT4 strategy tester, although I do still get strategies which test mostly the same in both.  I use Tick Data Suite with MT4 in order to model actual spreads.  Both SQX and TDS are using Dukascopy data, so there is a disconnect somewhere else.  I am wondering if the "fast download" option in SQX is creating a discrepancy in the data and/or modeling, but that is just an untested theory.  At the moment I am using it as another test of the strategy, it has to be largely similar when modeled in both platforms in order to be acceptable.
TD
#7

Timbeaux

27.11.2018 05:26
Voted for this task.
TD
#8

Timbeaux

27.11.2018 05:40

Attachment Strategy 01132853.sqx added

This EURUSD M15 strategy looks good on SQX using Dukascopy "fast download" data with real spread.  It fails pretty bad on MT4 strategy tester with Tick Data Suite using Dukascopy data with real spread. 
m
#9

mantise

27.11.2018 06:57

Thomas:

I forgot to state in my post above that the pdf charts above for "strategy 2.53.35.sqx"  is from gbpusd 1hr using cloned dukascopy data in sqx  for time zone utc+2.  My  mt4 result data is based on Tick Data Suite with gmt offset + 2 .

m
#10

mantise

27.11.2018 07:00
sorry its strategy 2.35.53.sqx
g
#11

geektrader

27.11.2018 10:19
Voted for this task.
o
#12

Enric

07.12.2018 10:23
Voted for this task.
m
#13

mabi

08.12.2018 01:56
Voted for this task.
MM
#14

Moof

12.12.2018 08:21

Attachment EURUSDH1Strategy 0166857181205.sqx added

Attachment GBPUSDH1_Strategy 0223269_EURUSDH1Strategy 01203153181205.sqx added

Attachment jpn225H1_Strategy 019205.sqx added

This seems to be happening with all my strats in MT5, Here is some examples
TB
#15

Tomas Brynda

12.12.2018 09:54

Status changed from New to In progress

Hello all,

I tested the attached strategies and it works for me, I get matching results between SQ and MT. 

Isn't it just some issue with EA settings? Have you tested the strategies with tick precision?


Tomas


TB
#16

Tomas Brynda

20.12.2018 07:41
We made a few fixes in DataManager and backtest engine. It could solve the results mismatch problems. 

If you experience the problems after next release, please let me know

Dw
#17

Diwi

21.12.2018 17:13
Voted for this task.
TB
#18

Tomas Brynda

03.01.2019 09:35

Status changed from In progress to Fixed


Votes: +5

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