It seems like it ignores 0.2% commission.
Manual testing. MetaTrader 4 and Multicharts give me very different results
Status changed from New to Waiting for information
I just tested the commissions on MT5 netted engine and it works fine.
Can you record a video for me to see the problem?
Also your project config and retested SQX strategy would be helpful.
When I replicate such strategy in backtrader engine all profit is eaten by commissions.
For 200-400 trades strategies, profit is real.
https://www.dropbox.com/s/0v6x5wqszo24896/st.sqx?dl=1
https://www.dropbox.com/s/yrxxeo7mh9yj5ga/improve.cfx?dl=1
Status changed from In progress to Waiting for information
I tried to improve the attached strategy using your config and the results seem fine to me.
It makes sense to me that the commissions eat up a big portion of profits when there is a large amount of trades.
Can you attach some of the problematic strategies?
Just looked at this issue with more experience.
In the beginning I tried replicating MetaTrader5 in Backtrader.
Engines are very different and replication leads to very different results.
So this bug might be invalid.
Status changed from Waiting for information to Refused
I am closing this task. If you experience any other problems, let me know.
Best regards,
Tomas