Strategies work awesome in SQ, but not in MT4

I am having a hell of a time getting these beautiful strategies to translate into anything meaningful in MT4.

I am typically lucky to get 50% of the performance, and like I said thats on a good day, under the same conditions and in SQ I add a pip  or more to slippage to make extra room for error. 

I am not scalping, right now I am working on the D1 timeframe. 

Any suggestions will be greatly appreciated

Hi FHHelper!

Could you post one of these failed strategies so I could do a retest with my data?

Regards,

   PK

here is an example 

I am uploading a D1 strategy for G/J (gbpjpy)  in .str format and what the results look on my SQ ( I am using tick GMT+2) for this

I wanted to upload the strategy tester results, but they are more than the limit of 2megs, so you get the picture instead, 

I did find something interesting, in the MT4, every other trade is closed out right away for a small loss, which is weird. 

File: 2016-07-25_1232.png

File: StrategyTester.gif

What values do you use in the Data Manager for:

point value in $

pip/tick size

pip/tick step

PK

I just downloaded another well regarded brokers MT4 ( axitrader) and the results are even worse..

I wonder if its a MT4 backtest issue, or is this a flaw in the code… 

any and all help will be greatly appreciated, as im sure this is affecting more than just me. 

What values do you use in the Data Manager for:

 

point value in $

pip/tick size

pip/tick step

 

PK

point value is $971 

size 0.01 

step 0.001 

let me know if im wrong… i went by the ebook that came with this program. 

In my test I get this results with Forexrite M1 Data

File: 2016-07-25 19:53:53.png

File: 2016-07-25 19:54:26.png

how is that possible? I am using dukascopy tick data…

Here is another test with both Ducascopy and Forexrite Data:

File: 2016-07-25 23:26:13.png

Here is another test with both Ducascopy and Forexrite Data:

Can you tell me what could have caused such a diffrence in results… after all this was generated by SQ… from tick data downloaded from dukascopy… 

I am totally at a loss at this point… 

Somewhere in your SQ test settings or data there is a difference than when you are testing in MT4.

Could be timezones, maybe your SQ data has weekends in it, maybe your MT4 backtest is not using the same money management your SQ test did(did you turn on money management in EA settings before you ran the test?), maybe the spread is much different, and there are many other factors. Somewhere you are doing something different. Its most likely because you are not using the exact same data in the MT4 and SQ.

Somewhere in your SQ test settings or data there is a difference than when you are testing in MT4.

Could be timezones, maybe your SQ data has weekends in it, maybe your MT4 backtest is not using the same money management your SQ test did(did you turn on money management in EA settings before you ran the test?), maybe the spread is much different, and there are many other factors. Somewhere you are doing something different. Its most likely because you are not using the exact same data in the MT4 and SQ.

That is pretty sickening news, 

ok, So i have to delete all data, and redownload every symbol, making sure that its weekends data not included… to start, ( i guess i have to delete all the strategies, as they are all worthless…

sucks, but better now than with real money.

Thanks 

What parameters (spread, slippage, min and max stopp loss) die you test with?

What parameters (spread, slippage, min and max stopp loss) die you test with?

spread was 4 + 1 pip slip… min 30 max 1000 

MM was 100 risk per trade 

Is a spread of 4 realistic for gbpjpy? I think its 7-15 if you calculate with commission. For the backtests I tend to use a high spread and slippage.

i have almost same results in sq3; problem is in mt4 somewhere.

Which data u are using in mt4?