MT5 terminal has extra 200 trades that the SQX mt5 engine didn't take

It is very nice and impressive that every trade taken matches up perfectly between MT5 and SQX, SL, TP, entry, exit, everything is accurate to the point nearly 100% of the time with this strategy. But somehow ~200 extra trades are taken in the MT5 terminal. It is Dukas data. real tick every tick mode. Correct timezone. This one is a market order strat. I have screenshotted with IS selected in SQX but I have run only the IIS dates in MT5 so they should match and even double-checked the first and last trades are exactly matching across both platforms (IS of SQX vs MT5 terminal) Surely if we can get the trade levels so perfect, we should be able to get much closer to the correct number of trades.




Attachments
2022-02-15 1.png
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2022-02-15.png
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mt5report.zip
(273.53 KiB)
tmissing-Strategy 42447.sqx
(185.08 KiB)
  • Votes +5
  • Project StrategyQuant X
  • Type Bug
  • Status New
  • Priority Normal

History

b
#1

bentra

15.02.2022 22:41

Task created

b
#2

bentra

15.02.2022 22:41
Voted for this task.
m
#3

mabi

15.02.2022 23:28
sqMaxEntrySlippage = 5;          //Max tolerated entry slippage in pips. Zero means unlimited slippage.. This should in my mind be set to default 0 not 5. It effects the backtest results badly both in Mt4/Mt5 and Realtick, real spread in SQx. Now days the first thing i do when adding a strat to Mt4/Mt5 is to set this to 0. But we cant in SQx so realttick, realspread can give totally wrong result especially since spread have changed last years and are alot smaller now then previosly.


m
#4

mabi

15.02.2022 23:32
Voted for this task.
b
#5

bentra

16.02.2022 03:38
Thanks but I changed max slippage to 0 and it didn't change anything at all. Still missing 200 trades.
l
#6

Loonly

16.02.2022 08:28
Voted for this task.
l
#7

Loonly

16.02.2022 09:17
Tested too, SQx MT5 engine have 200 trades less than MT5 dukas /darwinex data.
CG
#8

Chris G

18.02.2022 02:18
Voted for this task.
E
#9

Emmanuel

21.02.2022 09:19
Voted for this task.

Votes: +5

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