What to check if the backtest is not matching with the platform

The goal of this article is to give you a kind of checklist of what to do if the backtest from SQ X does not match your platform.

CFDs  – MetaTrader and Metatrader 5

  • Check your broker timezone in the market watch and check if the server time matches with the SQ X data timezone see attached screenshot.
  • For this purpose, you can use also the QuantMonitor tool which can display your UTC time. Only what do you need to ask your broker is DST broker server time or you can obtain this information also from your broker.

 

 

 

  • Check if your instrument has the same point value in USD as your broker.

 

  • Check if the precision is the same backtest in the SQ X and in the Metatrader 4 platform. If you have tight SL in the strategy and you are using backtest with open prices only (Selected timeframe only in the StrategyQuant X) the results could be different. You need to most accurate backtest precision.

Backtest precision in MetaTrader 4

Precision in SQ X

 

Issues with incorrect instrument setting you to be experienced on these instruments:

Indices (Nasdaq, SP500, Dow Jones), Crypto (Bitcoin, Ethereum) etc..

 

Please, note that every broker uses different settings and you need to adapt the setting in the SQ X to your broker setting, otherwise you will get different backtest results.

In our experience currencies are not a problem.

 

Futures – Multicharts, TradeStation

 

All this information is necessary to get an accurate backtest otherwise you will get different results in SQ X.

 

You should also check tutorials on how to do the reliable backtest for:

Metatrader 4

MetaTrader 5

Tradestation and Multicharts

JForex

Tomas Vanek

Tomas Vanek

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