SQX to MT5 backtesting results HUGE mismatch issues B125

See two attached strategies. Both generates with exactly the same builder settings and same data.
Data is imported to SQX from a MT5 data export, thus strategies are build and retested using the same data.

One strategy corresponds pretty well with MT5 backtest, the other strategy results in a total mismatch.

See attached files.
Attachments
Strategy 43177.sqx
(42.68 KiB)
Strategy 220134.sqx
(51.85 KiB)
MT5 to SQX backtest issue1.png
(312.96 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

Kc
#1

coensio

21.11.2019 14:40

Task created

Kc
#2

coensio

21.11.2019 14:40
Voted for this task.
TB
#3

Tomas Brynda

26.11.2019 10:50

Status changed from New to Waiting for information

Hi Coensio,

please attach MT5 strategy logs and a screenshot of MT5 RTY symbol settings.


One possible cause might be a different min distance value.


Best regards,

Tomas

Kc
#4

coensio

26.11.2019 11:12

Attachment SQX to MT5 sync issue.png added

Attachment ReportTester-1090674 Strategy 43177-mfemae.zip added

See attached files....I already checked for mid distance level...something else something strange is going on...
Kc
#5

coensio

26.11.2019 11:19

Ok I think I have found it: it was SQTickSize setting !


TB
#6

Tomas Brynda

26.11.2019 13:31
Thank you for the attachments and further information.


Can I close the task or is there something else I can help you with?

Kc
#7

coensio

26.11.2019 13:38
Yes I think you can close it, thanks anyway.
TB
#8

Tomas Brynda

27.11.2019 08:48

Status changed from Waiting for information to Fixed


Votes: +1

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