Difference between trades in Multicharts and MT4 with the same str

Dear Fric,



here attached you can find the setting, the strategy and a screenshot of the trades of two strategies: the first one is build with mt4, the second one is the same, but retested with the Multicharts engine.


You can see that there is a difference with the command "Exit after x bars". In the Mt4 you can see 1 day of duration, in Multicharts 4 day of duration for any trade, but the str is the same!


There is a bug.. Could you fix it please?


thank you, Giuseppe Piloni

Attachments
Strategy 13312_Multicharts.sqx
(92.61 KiB)
Build strategies Mt4.cfx
(30.14 KiB)
Strategy 13312_Multicharts trades.bmp
(4.08 MiB)
Strategy 13312_mt4 trades.bmp
(4.09 MiB)
Build strategies Multicharts.cfx
(30.14 KiB)
Strategy 13312_mt4.sqx
(64.19 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

b
#1

beppil

20.12.2020 22:36

Task created

b
#2

beppil

29.12.2020 01:32
Voted for this task.
TB
#3

Tomas Brynda

02.03.2021 13:53

Status changed from New to Refused

I think it's not a bug in this case. In Multicharts, trades are opened at the next bar which is different than in Mt, where the orders are opened immediately on bar open.

In Multicharts version of the strategy I can see the trades were held over the weekend, therefore the duration is 4 days


Votes: +2

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please