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Ask / Bid strategies backtest

1 replies

3 years ago #258603

Hello,

I noted that for all the strategies based on Ask or Bid (example LongEntrySignal = (Ask <= Low) the backtests between SQX and MT5 are abolutely different, obviously the backtests on MT5 are performed using every tick simulation.

Someone else experience the same type of problem?

3 years ago #258835

Hello,

what kind of testing precision do you use? In SQX such strategy needs to be tested using real tick data

If you have significant differences in both platforms when tick data testing precision is used please report this into our roadmap https://roadmap.strategyquant.com/projects/sq4/tasks/new and attach the strategy with more details

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