<- Back to Tasks

[B135 and B136] SQX trades and MT5 differences

My workflow test uses MT5 D1 data. When I ran the EA on MT5, I got fewer trades. This happened in both B135 and B136.


SQX has 10+trades  while MT5 only has 2-3 trades per strategy.  

Attachments
MT5 Reports.zip
MT5 Reports.zip
(1.22 MiB)
V136-Strategies.zip
V136-Strategies.zip
(1.69 MiB)
image-0.png
image-0.png
(175.89 KiB)
image-1.png
image-1.png
(128.72 KiB)
V136 Project.zip
V136 Project.zip
(8.17 MiB)
  • Votes +4
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

Cc
#1

Cyber

08.05.2022 06:17

Task created

Cc
#2

Cyber

08.05.2022 06:19
Voted for this task.
Cc
#3

Cyber

08.05.2022 06:41

Attachment image-0.png added

Attachment MT4 Testing.png added

Attachment MT5 Testing.png added

Attachment V1362-Strategies.zip added

V1362-Strategies.zip
V1362-Strategies.zip
(496.74 KiB)
MT5 Testing.png
MT5 Testing.png
(46.94 KiB)
MT4 Testing.png
MT4 Testing.png
(62.68 KiB)
image-0.png
image-0.png
(61.61 KiB)
I've tested 10 strategies in MT5 and MT4. MT4 result is close to SQX while MT5 has 1-3 trades per strategy only.

Cc
#4

Cyber

08.05.2022 06:58
I suggest retesting all indicators on SQX, MT5, and MT4. The big difference is not acceptable.
E
#5

Emmanuel

08.05.2022 17:00
Voted for this task.
o
#6

Enric

15.06.2022 08:16
Voted for this task.
Bt
#7

beetrader

07.07.2022 11:12
Voted for this task.
g
#8

Lee Guan Chuan

09.09.2022 07:38

Status changed from New to Fixed

Attachment Backtest.zip added

Backtest.zip
Backtest.zip
(34.15 KiB)
I have tested the issue. The data in MT5 itself caused it.


From what was posted, the test was run from 1st January 1990. However, all the MT5 report has the first trade around 1st March 2020.

If we check the trades in SQX, the trades started before 1st March 2020.


To check if data from MT5 caused it, I ran a backtest in MT5 from 1st January 1990. The first trade was executed on 7th November 2005; this is the earliest data I have imported into MT5.


From the MT5 reports that were uploaded, the history quality is less than 10%.


Thank you.

Votes: +4

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please