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.


//REPLACE    sqDeletePendingOrder(orderTicket);          
//WITH  if(!sqDeletePendingOrder(orderTicket)) Sleep(1000);


Performance starts to match up near the end of the sample though....

Attachments
Strategy 18373.sqx
(39.26 KiB)
  • Votes +3
  • Project StrategyQuant X
  • Type Bug
  • Status New
  • Priority Normal

History

b
#1

bentra

26.01.2022 02:06

Task created

b
#2

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
#3

Emmanuel

29.01.2022 14:51
Voted for this task.
DC
#4

anuffi

10.02.2022 04:03
Voted for this task.
o
#5

Enric

12.02.2022 10:31
Voted for this task.

Votes: +3

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