[129RC2] Difference between MT4/MT5 code

Not sure bug or intentional feature but would like report difference between MT4 and MT5 code.

MT4 seems to lag behind MT5/Java code. Or I am misinterpreting ? There are other similar cases.

Pseudo code:

//--------------------------------------------------------------------
// Trading rule: Trading signals (On Bar Open)
//--------------------------------------------------------------------                   
LongEntrySignal = (Abs(5) > 2);

ShortEntrySignal = (Abs(5) > 2);

MT4 Code:

   //------------------------
   // Rule: Trading signals
   //------------------------
if (sqIsBarOpen()) {
     // init signals only on bar open 
     LongEntrySignal = (MathAbs(5) > 2);

     ShortEntrySignal = (MathAbs(5) > 2);

   } 

MT5 Code:

if (_sqIsBarOpen == true) {
     // init signals only on bar open 
     LongEntrySignal = (NormalizeDouble((double) MathAbs(5), 6) > NormalizeDouble((double) 2, 6));

     ShortEntrySignal = (NormalizeDouble((double) MathAbs(5), 6) > NormalizeDouble((double) 2, 6));

   }

FM Code:

diff -r MetaTrader4/blocks/IsGreater.tpl MetaTrader5/blocks/IsGreater.tpl 1c1 < (<@printBlockChild block "#Left#" shift /> > <@printBlockChild block "#Right#" shift />) \ No newline at end of file --- > (NormalizeDouble((double) <@printBlockChild block "#Left#" "0" true />, 6) > NormalizeDouble((double) <@printBlockChild block "#Right#" "0" true />, 6)) \ No newline at end of file

Java Code:

@Override public boolean OnEvaluateComparison() throws TradingException { double val1 = SQUtils.round(Left.evaluateBlock(), 6); double val2 = SQUtils.round(Right.evaluateBlock(), 6); return val1 > val2; }

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Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

Enyx

04.08.2020 16:51

Task created

Mark Fric

05.08.2020 09:01

Status changed from New to Refused

it causes no difference in backtesting

Enyx

05.08.2020 09:21

It's perfectly clear it will not make a big difference in general but it also does not exclude/prove lack of differences. It's question of consistency.

The issue is rounding is gradually introduced/implemented in Java code, MT5 code but MT4 code does not follow up.

Thank you for you comment.

Votes: 0