At the beginning of each test trade list, there will always be some differences, which have little impact on the overall performance. I regard these differences as normal and have not been considered.
However, after excluding some differences in the initial stage of the trade list, there are still some obvious bugs that lead to performance differences between MC and SQX.
In order to find out the problem of blocks, we simplified the setting of some trade order. We only used the market order, not the stop and limit order. If we add these two orders, according to our previous test, there may be some other bugs.
In many tests, the problem is that the order is open at 9:01. MC adopts the open price of 9:01 in the historical data, but the trade price of SQ is not the opening price of 9:01. We don't find out what the price is, and sometimes the trade price shown in the SQ trade list will even exceed the range of the highest and lowest price of the current K line At a price that doesn't exist.
Sometimes trade in the morning last K line close price will also appear similar situation.
What I've just said is just two bugs that often recur, and there will be others.
I have listed five examples in the attachment. Each of them has a . sqx and a performance report of my Chinese version of MC. Because the Chinese version of MC does not support English display, I don't know whether your company's technical personnel can understand the Chinese report. If there is a problem that needs to be solved by me, the technician can send me an email firstname.lastname@example.org