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Forums>StrategyQuant (formerly named Genetic Builder)>Give Us Feedback>SQ Backtests vs MT4 Backtests vs Live Trading (100% match so far)

  • #113571 |
    588 Posts

    Hi Mark,


    I just had to send another “RESPECT” to you guys. If using the exact same instrument data I use in MT4 and running backtests in SQ and MT4 both in (simulated) tick-mode, the backtests almost match down to the cent! That´s very impressive, being a coder on my own I know HOW HARD it must have been to implement this accuracy given all the indicators and the backtest engine in MT4 on it´s own which is very special.


    Also, 100% of my live trades have matched the SQ / MT4 backtests in (simulated) tick mode so far.


    Can´t thank you guys enough for providing us with such a great program like SQ and totally great to know it´s been taken even further! There is NO other builder like SQ and especially not with this level of customization that is possible and new features being added so quickly and all the time! This is LEADERSHIP guys, keep it up!!



    3045 Posts

    thank yo, I’m glad it works. We really put a lot of effort into making the backtest engine as exact as possible.

    StrategyQuant architect

    4 Posts

    Could you please describe to me the process you take to get that to work?  I spent nearly 3 days downloading tick data from the downloader and loading into MT4….

    Is it the one minute on history???  I have nearly 80 gigs of files…  The best I could do was just goto slow tick simulation in SQ..  

    It would say even on the one minute for custom indicators that the import doesn’t match the same time zone but they were both 1 minute charts, I don’t understand?

    Basically could you tell me exactly what you do to get the tick simulation test working in SQ after you’ve downloaded the files before export from Birts?

    588 Posts

    My backtests match by:


    1) Exporting 1M data from MT4

    2) Important that 1M data into SQ

    3) Running backtests in SQ in “Tick Simulation” mode

    4) And the backtests in MT4 in “Every Tick” mode


    I do NOT use real tick data at all, still my backtests do match nicely between MT4 SQ and so far in live trading as well.

    1 Posts

    Interesting.. @geektrader in his post above may have shed light on a “problem in basic understanding” I’ve been having..


    Firstly, I’ve imported tick data for EUR/USD into SQ — used TickDataDownloader to get it.


    I’ve created a strategy recently on EUR/USD H1 that passed all robustness and WF matrix tests… BUT.. I have been using “Selected Timeframe” during the generation phase, and “1 Minute Data” during retesting and robustness.


    When I run the same strategy in WF Matrix using those two modes, the strategy passes.


    But when I run the same WF Matrix using say Tick Simulation or Real-Tick, the strategy fails miserably with large drawdowns and negative equity.


    MetaTrader 4 backtests (using Every Tick and the same data as in SQ but with M1 loaded into MT4 History) however are positive, profitable and generally similar to SQ – not sure how exactly though.


    I’ve been following the tutorials on the website exactly throughout — so are you saying that generating strategies using the Selected Timeframe mode is not correct? Basically that’s what I’ve been doing so far via the tutorials on the site.


    In summary, I guess my questions are:


    1) When generating strategies (random or genetic), should I select “Selected Timeframe” or “Tick Simulation”


    2) When retesting, robustness testing, and WF Matrix, should I use Tick Simulation?


    I have a funny feeling that the super robust strategy I’ve generated using Selected Timeframe and 1 Minute Data, is headed for the bin…


    Any advice and feedback most humbly appreciated!


    Many Thanks.

    1 Posts

    Hello Geektrader, could you send setting screen?. I think I´m doing something wrong, but it´s not. For mor evidence that I do not get that data look like MT4 and SQ

    588 Posts

    Posting does not work for me at all since 48 hours, always says “Saving Post”, no idea what to do…

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