Reply

Total profit shown in Quant Analyzer different to that shown in MT4 report

30 replies

fourtytwo

Subscriber, bbp_participant, community, 6 replies.

Visit profile

8 years ago #114008

Hi! I’m new to Quant Analyzer, apologies if this question has a simple answer:

 

When I load the MT4 report (.htm) in to Quant Analyzer, Total Profit, Gross Profit, Gross Loss, they’re all out by a few cents (e.g. MT4 Gross Profit 198.79, Quant Analyzer Gross Profit 198.96). I can’t figure out why these numbers should not match up?

 

Thanks,

Armin

 

0

tomas262

Administrator, sq-ultimate, 2 replies.

Visit profile

8 years ago #131683

Can you attach results file?

0

fourtytwo

Subscriber, bbp_participant, community, 6 replies.

Visit profile

8 years ago #131730

Hi Tomas

What results file would you like me to attach? Will do as soon as I get back home to my computer in a few days.

Thank you!

0

fourtytwo

Subscriber, bbp_participant, community, 6 replies.

Visit profile

8 years ago #131829

Here are two screen grabs to illustrate my point.

 

From the MT4 Tester Report tab:

k2Yupy0.png

 

From Quant Analyzer:

xkKYDtc.png

0

felipebr

Customer, bbp_participant, community, 18 replies.

Visit profile

8 years ago #131843

Hi fourtytwo, it’s not the only problem max consecutive win and losses are also wrong… I’m really worried because Quant Analyser is already version 4 and have this such a kind of basic bug.

0

tomas262

Administrator, sq-ultimate, 2 replies.

Visit profile

8 years ago #131989

It seems the differences occur because of decimal numbers rounding. A lot of tiny differences is combined into this several cent difference. Will let Mark know about this if anything can be done

0

fourtytwo

Subscriber, bbp_participant, community, 6 replies.

Visit profile

8 years ago #132257

@felipebr: I hadn’t noticed that consecutive win and losses being wrong – will look at that next time.

 

@tomas262: Thanks for your feedback so far Tomas. Anything more on this from Mark? I’m just wondering why it needs to round numbers in any case and not just import & analyse the numbers as they are?

0

fourtytwo

Subscriber, bbp_participant, community, 6 replies.

Visit profile

8 years ago #132591

Hi Tomas, have you spoken to Mark about this? I was wondering why Quant Analyzer needs to round numbers at all and doesn’t just import & analyse them as they are?

0

tomas262

Administrator, sq-ultimate, 2 replies.

Visit profile

8 years ago #132719

Hi,

 

yes he knows about it. That should be solved is some future releases

0

stearno

Customer, bbp_participant, community, 379 replies.

Visit profile

8 years ago #132755

tomas,

Any idea when the new analyzer release will come out?  It does not work with my NT7 files and cuts off hours of 13 – 24 on the data.  So it is unusable…  Apreciate the update.

 

-Stearno

0

Tamas

Customer, bbp_participant, community, sq-ultimate, 73 replies.

Visit profile

8 years ago #132758

Hello stearno,

 

for fast bugfix put the code below to one of your snippet.

It adds a new format type to the supported date formats.

import com.strategyquant.lib.time.DateFormats;

DateFormats.getInstance().getAvailableDateFormats().add(0, "dd/MM/yyyy hh:mm:ss aa");

eg.

package com.strategyquant.extend.TradeListColumns;

import com.strategyquant.lib.databank.TradeListColumn;
import com.strategyquant.lib.results.SQOrder;
import com.strategyquant.lib.time.SQTime;
import com.strategyquant.lib.time.DateFormats; //NEW LINE ############################################

public class OpenTime extends TradeListColumn {
    
	public OpenTime() {
		super();

                DateFormats.getInstance().getAvailableDateFormats().add(0, "dd/MM/yyyy hh:mm:ss aa"); //NEW LINE ############################################
      
		setName("Open time");		
		setWidth(140);
	}

	@Override
	public Object getValue(SQOrder order, String plType) {
		return order.OpenTime;
	}
	
	@Override
	public String displayString(SQOrder order, String plType) {
		long openTime = (Long)getValue(order, plType);
		
		return SQTime.toString(openTime);
	}
} 

Best regards,

Tomas

0

stearno

Customer, bbp_participant, community, 379 replies.

Visit profile

8 years ago #132794

Wow, cool.  that worked!  Thanks alot and great advice.

 

-Stearno

0

Mark Fric

Administrator, sq-ultimate, 2 replies.

Visit profile

8 years ago #133213

as for rounding – QA doesn’t just use the numbers that are in the report, it has to recognize them and perform several calculations on its own.

 

But I don’t think it is important whether the number is $ -1491.84 or $ – 1491.83.

 

 

Max consecutive wins and losses are wrong – no they aren’t, but they might be computed slightly differently. For example, the difference could be in QA considers trade with PL=0 as winning / losing / not counting.

 

Unlike MT4, you can see the exact formula in QuantEditor, in StatValues/ConsecutiveValues.java

Mark
StrategyQuant architect

0

daveM

Subscriber, bbp_participant, community, customer, sq-ultimate, 110 replies.

Visit profile

8 years ago #133327

I have learned to be a bit skeptical of MT4 numbers.

 

One would think that after so many years, Metaquotes would have substantially upgraded their output.

 

We are actually fortunate to have an alternative evaluation software.

0

fourtytwo

Subscriber, bbp_participant, community, 6 replies.

Visit profile

8 years ago #133582

Sounds good to me guys, thanks!

0

daveM

Subscriber, bbp_participant, community, customer, sq-ultimate, 110 replies.

Visit profile

8 years ago #133679

I just loaded an MT5 report…… there is significant differences between MT5 and Analyzer……  number of trades, net profit……  The net profit differs by 50 percent. Not a small rounding error.

0

Viewing 15 replies - 1 through 15 (of 30 total)

1 2