MT5 Hedged engine Strategy differences
This strategy performs Significantly differently in the MT5 terminal than in the MT5 hedged engine of SQX. about 25% fewer trades in SQX, all trades are on different days. Performance is kinda similar but not really. I did try amping up the commission to make room for missing SWAP but like I said SWAP differences don't explain the number of trades differences and trading on completely different days etc.
I have the exact (Dukas) data copied right out of sqx and imported to my mt5 terminal.
I did have to replace this to work around the infinite loop problem but it only kicks in when the market is closed and shouldn't cause any differences.
I have the exact (Dukas) data copied right out of sqx and imported to my mt5 terminal.
I did have to replace this to work around the infinite loop problem but it only kicks in when the market is closed and shouldn't cause any differences.
//REPLACE
sqDeletePendingOrder(orderTicket);
//WITH
if(!sqDeletePendingOrder(orderTicket)) Sleep(1000);
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Votes +3
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Project StrategyQuant X
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Type Bug
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Status Fixed, to be tested
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Priority Normal
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Assignee tmatejka.
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Category Backend
History
b
b
bentra
26.01.2022 02:34
In the MT5 terminal lots of trades between 2018.04.24 through the end of 2018 but in SQX there arent any trades till 2018.12.25....
E
DC
o
TM
tmatejka.
14.09.2022 18:39Status changed from New to In progress
as mentioned here https://roadmap.strategyquant.com/tasks/sq4_8623
this is very likely caused by the tick data being in an "incorrect"
format for MT5 import. currently the exported data contains not only
Bid/Ask prices but also other data such as Last price etc. We are fixing the tick data export now so it matches "bid/ask only" format.
after that the best match should be improved. will need to test this
once the update for data export is available
TM
MF
TT
MF
MF
Votes: +3
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