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Diffreence between MT4 and SQX

I love SQX really. And i don't know how to give SQX team a suggestion, so i post my feeling about SQX here.


It's a very good strategies generator, and there are so many useful robustness function, ex: monte carlo, spp, ....etc


But why backtest engine of MT4 is still not reliable...?! I thinks it's very basic function for SQX


I have been reported the thing there are differences between metatrader and SQX MT4 at build 120.


OK.. As i knew, there is a bug in the data export to MT4 function , so Tomas suggest that i have to export the data from metatrader and import to SQX. (Making sure that data is the same on both sides)


when build 121 released, i do the same thing, the result is still different.


finally, i follow the link https://strategyquant.com/doc/reliable-backtesting-in-metatrader/, i got the same conclusion...


what should i do ? i do the all thing it can be influence the result and exclude all these factors...


Could anyone tell me ?


 https://roadmap.strategyquant.com/tasks/sq4_4793 => it's a new problem i report at build 121

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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Duplicate
  • Priority Normal
  • Assignee Mark Fric
  • Milestone Build 122

History

sm
#1

samuel

08.05.2019 14:53

Task created

Dw
#2

Diwi

08.05.2019 17:04

Voted for this task:


I have also done a lot of work and countless suggestions for improvement entered. Today updated from build 120 to build 121 => not running, gui can not be opened. Then build 121 completely reinstalled => does not run, too. All settings, downloads and working hours lost.

h
#3

hankeys

08.05.2019 18:24

Attachment PORTFOLIO___BTvsREAL.png added

this is my demo acc of SQX strategies (200+) and comparing EQ curve from backtest


i have made many comparations and i think, that the BT is the same in most cases

TB
#4

Tomas Brynda

09.05.2019 14:31

Assignee changed from Tomas Brynda to Tomas Brynda

sm
#5

samuel

14.05.2019 07:37
it's supposed to be the same except the slight difference .

As i knew, there are many trades that should be opened in SQX, but it's not.

I worried that will influence the result of online trading account 

MF
#6

Mark Fric

14.05.2019 09:02
please attach some strategy where the results are different, otherwise we are not able to find out where the problem is
MF
#7

Mark Fric

14.05.2019 09:03

Assignee changed from Tomas Brynda to Mark Fric

Subject changed from I'm so disappointed to Diffreence between MT4 and SQX

Status changed from New to Waiting for information

Milestone changed from None to Build 122

MF
#8

Mark Fric

14.05.2019 09:04

Status changed from Waiting for information to Duplicate

refusing, it is duplicate task to this one: https://roadmap.strategyquant.com/tasks/sq4_4793


we will check the attached strategies


sm
#9

samuel

14.05.2019 09:53
Thanks for taking care about the issue
Votes: +1

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