MT5 engine differences

I have boosted commission to make up for missing swap costs but the trade levels are off. Trades and TP and SL are off by half a pip to a few pips. Basically some minor but significant differences. Not the kind of exactness I am used to coming from MT4.....

Both are using Dukas tick data and real spread w tick accuracy and both are in the correct timezone as you can see by the times almost matching up.


Attachments
ia_Strategy 338415.sqx
(141.15 KiB)
2022-02-09 1.png
(1.18 MiB)
Retest strategies-br.cfx
(5.28 KiB)
2022-02-09.png
(83.00 KiB)
  • Votes +5
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

b
#1

bentra

09.02.2022 17:35

Task created

b
#2

bentra

09.02.2022 17:37
Voted for this task.
DC
#3

anuffi

10.02.2022 04:03
Voted for this task.
g
#4

geektrader

10.02.2022 10:23
Voted for this task.
E
#5

Emmanuel

12.02.2022 06:36
Voted for this task.
o
#6

Enric

12.02.2022 10:31
Voted for this task.
TB
#7

Tomas Brynda

05.04.2022 18:02

Status changed from New to Waiting for information

Hi Bentra,

if the data is equal in both platforms than the times should match to a second.

Try to export the exact tick data from MT5 by using the script from custom_indicators\MetaTrader5\Experts\SQ_IndicatorValuesExportEA.mq5.


You run it like an ordinary EA using tick precision and it will export tick data into a csv file.

The file can be huge in size, so try for example one year of data to start with.


Let me know if the differences remain after testing on the MT exported data.


Best regards,

Tomas

b
#8

bentra

05.04.2022 18:22
Kindly note that any mt5 difference reports I made prior to 12.02.2022  may be related to this corruption of exported data problem instead of an engine or indicator problem:
https://roadmap.strategyquant.com/tasks/sq4_8623

Probably this is the root problem for this particular ticket.

Prior to that finding, I was using exported data from SQX which is always corrupted.

Any mt5 difference reports I made AFTER 12.02.2022 should be legit though as I went back to exporting from TDS so don't throw those out ;)

EDIT:
I just went through all my old tickets that I could find and this is the only one that seems like it could be related to the sqx corrupted exports problem. This ticket can just be refused and we can move on I think.

TB
#9

Tomas Brynda

06.04.2022 07:51

Status changed from Waiting for information to Refused

Ok, I am marking the task as Refused.

Thank you


Votes: +5

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