[129] Backtesting result different with SQX and MT4

SC

#1

fxchess

21.08.2020 11:46

Task created

TB

#2

Tomas Brynda

21.09.2020 12:25

Status changed from New to Waiting for information

Hi,

do you use the same history data in SQ and MT?

SC

#3

fxchess

21.09.2020 13:19

Yes, I confirm that they are the same History.

h

#4

hankeys

21.09.2020 21:20

if you are not using tick data suite to test strategies in MT platform, the backtest could be very different

how did you make the backtest in MT?

SC

#5

fxchess

22.09.2020 04:56

Attachment 2020-09-22_105545.jpg added

2020-09-22_105545.jpg

(422.81 KiB)

Yes, I use tick data suite(TDS) for tick data backtest in MT4, so you can see that the model quality was 99.9%

I try market order EA and pending order EA.

I find that Order will not executed with pending order EA.

So that is my question, you can see the compare between MT4 test result and SQX result.

In SQX there are 212 orders executed but in MT4 only 60 orders executed.

h

#6

hankeys

22.09.2020 07:11

those diffs will be mostly caused by bad set of data - so what data are you using in SQX, do you use cloned data for UTC2 or better to EST07 and what setting do you have set in TDS?

your data need to have the same timezone, if not, the backtest will be different

SC

#7

fxchess

22.09.2020 07:17

Yes, I set the same time zone because I can get the sa,e result if I use only markets order.

So, I confirm that I use the same History data and it only cause when I use pending order.

TB

#8

Tomas Brynda

22.09.2020 07:21

Hi FxChess,

thanks for the info. Can you send me a strategy log from your MetaTrader (journal contents in tester panel)?

SC

#9

fxchess

22.09.2020 10:08

OK, This EA was made from my students I am waiting for his journal from MT4.

Thank you!

TB

#10

Tomas Brynda

13.11.2020 17:34

Status changed from Waiting for information to Refused