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[Build 135] MT4/5 engine and TradeStation/Multicharts Engine


How is it possible to have a so big difference of results between MT4/5 engine and Tradestation/Multicharts engine ?   (with the same data and settings)




Please see the attached strategy

Attachments
Capture difference of results.jpg
Capture difference of results.jpg
(39.96 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

E
#1

Emmanuel

02.11.2021 16:01

Task created

E
#2

Emmanuel

02.11.2021 16:02
Voted for this task.
E
#3

Emmanuel

02.11.2021 22:41

Attachment 29102021 ESD St2.sqx added

29102021 ESD St2.sqx
29102021 ESD St2.sqx
(56.50 KiB)
E
#4

Emmanuel

02.11.2021 22:42

Attachment 29102021 ESD How to build SP500 Portfolio Invest in the Stock Market St2.sqx deleted

E
#5

Emmanuel

02.11.2021 23:02
This is solved :


If we use MT4/5 engine with a tradestation/Multicharts strategy, we must change each (shift 0) to (shift 1) and each (shift 1) to (shift 2) to have similar results




E
#6

Emmanuel

29.01.2022 14:52
Voted for this task.
TT
#7

Tamas

09.09.2022 14:55

Status changed from New to Fixed

Votes: +2

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