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Same and different result, metatrader

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Fluke

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6 years ago #113962

Hi, i’have create the strategy for eurusd 5 minute with selected timeframe precision, i have retest this strategy with real tick data, i have select the best strategy and i have export the code to metatrader, now I realized that some strategies have the same equity, both on sq both on metatrader, others are totally different, on sq are winning on metatrader not. Attention we are talking about the period of backtest is + oos where they should be working.

why does this happen? I can admit a little different, but they are completely opposite. I used the exact same spread, the same data, what your opinion?

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mikeyc

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6 years ago #131393

Some questions. 

 

How did you load the tick data into MT4, did you use TickStory or Birt’s Tick Data Suite?

Have you exported the data from SQ and compared the bars (OHLC) with the data in MT4 to make sure it is the same data?

Are you using the Every Tick mode when backtesting in MT4?

Does the broker have the same Stop Levels (min stop distance) setting as SQ?

Is the broker an ECN broker who charges commission and if so did you set the commission correctly in SQ?

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Fluke

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6 years ago #131394

I used tickstory
yes i have test the ohlc data, it’s the same

i use every tick with precision 99,9%

I have not checked Stop Levels, where i can see in mt4? how i set in sq? (pratical example with numbers, i know where set)

yes it’s ecn broker and i have set the correct commission.

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mikeyc

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6 years ago #131396

Go to mt4 strategy tester and click the symbol properties button. Look at stop levels.  If it differs from what you have in SQ it can make some strategies produce very different results.

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Fluke

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6 years ago #131397

stop level in my ecn broker it’s zero for eurusd, i don’t think it’s this parameter to produce different results 

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mikeyc

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6 years ago #131398

Then what I do in this situation (and it takes time) is compare trade by trade the results (opened, modified, closed) between SQ and MT4 to see if trades are at different prices, times, or are missing, and what the profit is for each trade in the two systems.

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geektrader

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6 years ago #131494

stop level in my ecn broker it’s zero for eurusd, i don’t think it’s this parameter to produce different results 

This parameter WILL produce completely different results if it´s not set to 0 in StrategyQuant as well. Check if you have set it to 0 in SQ as well.

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Fluke

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6 years ago #131504

where to set this parameter in strategyquant

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mikeyc

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6 years ago #131507

where to set this parameter in strategyquant

 Data tab: Min Distance of Order from price. 

 

MT4 shows the value in ticks, so 50 in MT4 means 5.0 pips. You should enter 5.0 into SQ.

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Fluke

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6 years ago #131517

it’s zero on my broker and on my sq

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mikeyc

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6 years ago #131518

it’s zero on my broker and on my sq

 

Then post the first few trades as seen in SQ and the first few trades as seen in MT4.  Are they at different times and or prices? Do any of them look the same, do they close at the same prices and at the same time?

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