[122]result is diff between mt4 and SQ in cross forex pair

why this issue is ignored

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Hi Samuel,

PL of each order is calculated this way: 

What currency do you use in your MT account? In SQX we calculate everything in dollars. 

And in MetaTrader there is probably some swap cost taken into account when computing PL of an order.

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At Major forex  MT4 with SQ results the same

but at Cross forex pair MT4 with SQ result are different 

How to let cross forex pair in  MT4 and SQ back testing be the same results?

Thanks

i am not facing any problems you describe...backtests are OK, and i am trading 6 currencies, gold and indeces

for hankeys

you should do backtest using cross forex (like GBPJPY)

Hi tomas,

I had loaded a MT4 property of which swap cost set to zero when export history data to MT4.

MT4 currency is USD. 

please check it!

Are your tick values set up correctly for cross pairs in SQX?

yes, Data of sqx and MT4 is the same

trust me, i am hard for my strategies and doing weekly the compration...

this is comparation of 71 EURUSD strategies, TF M5-H4, backtests are OK and trading looks the same

if you think, that BT will be 100% the same as demo or real trading, the truth is NOT

Both engines are showing trades at the exact same prices for enter and exit in the first screenshot so it seems odd that the profit should show different. What about slippage settings? 

For bentra

that why i post the issue here

the slippage setting is 0 in SQX

I think that real tick precise include slippage situation

Any slippage settings in MT4? Are you using TDS?

Commission settings?

For bentra,

MT4 has no slippage & commission setting to config. TDS? what's this ? XD

Cost is decided by difference of Ask and Bid

For tomas, 

I think that you can just duplicate it again because build 121 is normal .

121 has only some difference trades and you said the issue had fixed in 122.

So i check the issue reported using build 122, i still found another issue...

I'm sure that setting in both SQX and MT4 is the same.

TDS=Tick Data Suit gives real ticks, commission and slippage settings in to your mt4 terminal if you used it but you don't so doesn't matter. You haven't shown the actual commission settings for SQX, you only showed the pairs default commission in data manager but that could be overridden, also there is a bug in case you are doing cross checks with individual commission settings for each cross check then commissions aren't calculated correctly for the main data. You could add a commission column in to the trades list on SQX for additional confirmation of commission calculations like I did in the screenshot. I think to get commission for mt4, it depends on your broker and account so you might need to use https://docs.mql4.com/trading/ordercommission  to double check it or just check with your broker.

Thanks for your suggestions

attached files show the commission of two engine

Both swap & commission is 0.

Voted for this task.

I just made some tests on EURJPY and everything's fine for me. Take a look at the attachments.

The only thing that I can think of which can cause the problems on your side is a bad symbol instrument setting.

From your screenshots I can see your EURJPY instrument settings, which seem to be fine. 

Maybe it's a stupid question, but does your symbol you use for retesting use the EURJPY instrument?

what point value in MT4? Is it 891?
That what i say, all trades have slightly difference even if point value is the same in both side.

The thing is that if you trade on a chart with different currency than your account uses, point value in MT is changing with every order. It depends on the actual quotation.

If you have your account in USD and trade on EURJPY, then after closing an order the PL is calculated using the current quotation for USDJPY.

So the point value in MT terminal on non XXXUSD pairs is not constant and there will be little differences in PL.

SQ uses constant point value and it's the only way how to do this when backtesting.