Many strategies are impressively similar performance on MT4 but some are not.
Running on D1, EST + 7 with USDST. These bad ones have 20% more trades in MT4. These strategies seem to have a high amount of "temporary hedges" in MT4. But in the SQX engine with these same strategies hedges rarely occur. So that's what the big difference is....
Further more, I have probably found the issue: In MT4 I have found that the sqGetMarketPosition function NEVER reports -1, it only reports either 0 or 1. Also, sqMarketPositionIsShort function NEVER returns true (but sqMarketPositionIsLong seems to work fine!). I tried to use these functions to manually prevent the hedging but they are bugged....