MT4 backtesting engine error

See attached figure for a comparison between two backtests of the same strategy: MT4 vs MT5.

MT4 engine is closing trades in 'mid-air' inside the price gap.

Attachments

SQX MT4 vs MT5.png

(43.95 KiB)

History

23.02.2020 11:35

Task created

23.02.2020 12:09

Voted for this task.

24.02.2020 04:07

ironically, the real mt4 engine also does this unless we use TDS to fix it.

27.02.2020 20:06

Does this still happen if you use every tick accuracy?

28.02.2020 09:22

Yes indeed, this is already with real-ticks real spread resolution.

28.02.2020 22:13

Voted for this task.

16.04.2020 12:58

Status changed from New to Fixed

Attachment realistic_gaps_handling.png added

it was like this to be 100% compatible with MT4 backtester, but I added an optional trading option only for MT4 to handle this

Votes: +2