[Build 126] Significant rounding-mismatch in chart-data and indicators!
I often was wondering, why SQX- and MT5-Backtest-results are significantly different. Seem's to me, I found one reason now:
As you can see in the attached TXT-file, for example "High2BySnippet" calculated (and used there internal for the Open-Price-Calculation) in the Xml-Strategy by the Price-snippet "High[2]" automatically is roundet to 4 digits. But the real "High2Directly" (High2Directly = Strategy.High(2) ), witch is responsible for the order-execution has 5 digits instead.
It seem's to me, that such mismatches between prices and indicators, calculated by Xml-Strategy, and the real prices, generated during their backtest, are responsible for all such differencies between SQX and MT5 (because in MQ5 all the calculations are roundet exactly).
May be, there is already anywhere in the "deeps" of SQX a config-possibility how SQX should round such data? If not, this should be corrected soon ... .
For better verification I'm also adding the modified sample-strategy and my custom "Print-Snippet".
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Votes +2
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
k
k
kleva
03.07.2020 16:03Subject changed from Significant rounding-mismatch in chart-data and indicators! to [Build 126] Significant rounding-mismatch in chart-data and indicators!
m
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Votes: +2
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