MetaTrader 5 and % based commission issue

When I use MetaTrader 5 (netted) engine.

It seems like it ignores 0.2% commission.
Manual testing. MetaTrader 4 and Multicharts give me very different results

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  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

KP
#1

CooleRnax

27.08.2019 14:11

Task created

KP
#2

CooleRnax

27.08.2019 14:16
Voted for this task.
TB
#3

Tomas Brynda

28.08.2019 10:09

Status changed from New to Waiting for information

Hi CooleRnax,

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.

KP
#4

CooleRnax

04.09.2019 15:34
When I improve strategy there are results with 1500+ trades.

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



TB
#5

Tomas Brynda

01.11.2019 16:08

Status changed from Waiting for information to In progress

TB
#6

Tomas Brynda

13.11.2019 10:12

Status changed from In progress to Waiting for information

Hi CooleRnax,

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?



KP
#7

CooleRnax

13.11.2019 10:45

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.

TB
#8

Tomas Brynda

13.11.2019 10:56

Status changed from Waiting for information to Refused

Ok, thanks.


I am closing this task. If you experience any other problems, let me know.


Best regards,

Tomas


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