Strategy generated by MT4 engine have no trades in TS engine test.
2 replies
eastpeace
8 years ago #115006
Hello,all
Version: 3.8.1
I generate some strs with MT4 backtest engine. And then test these strs using TradeStation backtest.
why I do this? I want to use more backtest engine to do robust test。If one strategy have almost same result with these tacktest engine, it’s good.
I found more than half of strs (10000 strategy ) have no trades.
But the logic in pseudo code is very simple, unveral. It could make trades, I think. Is the reason that order expires?
The TS/MT4’s code are not brief, graceful.
geektrader
8 years ago #136397
This has to do with that MT4 and TS operate on different values. MT4 executes the backtest on bar OPEN of this bar, while TS uses CLOSE of this bar for the execution. Hence some strategies can work in MT4, while they won´t in TS because of that matter (mostly it´s strategies that refer to Close[1]). It´s best if you just create strategies for the platform you need them in later on, it brings no extra robustness since both simply work completely different.
eastpeace
8 years ago #136531
This has to do with that MT4 and TS operate on different values. MT4 executes the backtest on bar OPEN of this bar, while TS uses CLOSE of this bar for the execution. Hence some strategies can work in MT4, while they won´t in TS because of that matter (mostly it´s strategies that refer to Close[1]). It´s best if you just create strategies for the platform you need them in later on, it brings no extra robustness since both simply work completely different.
Thanks for your guide, geektrader.
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