Backtests results

Hey, goodevening

I have really appreciated all the functionalities of the free trial as of now but before buying I would like to understand why am I still facing some issues.

Backtesting results do not match for some strategies when i try testing them on MT5 terminal. I have made sure the data in use has same timezone etc…

I wouldn’t know how to make sure they have the SAME data set file, but I doubt it’s because of this cause a VERY profitable strategy developed on StrategyQuant X will blow the account when tested on MT5 with same initial capital and settings etc… (both MT5 nad strategy quant is set on TICK data, using XAUUSD).

I said I doubt it’s the different data providers cause I guess there can’t be such huge differents in the markets, to blow one account and to make another go +500% ?

Thank you for any help

You can share the strategy or send to [email protected] for our check and backtest in MetaTrader

Below I pasted the strategy file, the screenshot of the equity curve for the metatrader tests, and the screenshot of the equity curve when done the tests on the strategy quant platform.

The Strategy Quant test is done from dates 2004-2019 whereas the metatrader one just from 2015-2019 (shortened the timeframe just to no waste time and see if it matched or no). There seems to be a huge discrepancy and I really don’t know what am I doing wrong.

Hello !

I have same problem, my question is:

How SQX get intermedian prices during only timeframe backtest for stop loss and target, if It only have 4 ticks(OHLC)… ?

Camilo,

stop-loss and target fills are determined by HL range whether those orders exist within that range. That can be determined even using the “selected timeframe” precision. Let me know if any questions

Thank you Thomas, I discovered something, I’m developing for MT5 Engine and it form of filled orders can be confused…

Using only timeframe can be a good practice in terms of efficiency, but when you have a very close stop loss, no, because as a result there will be many positive trades which turns out to be false, so if my stop loss or my target is very close to the entry price, it will always be best to use “High backrest precision”

Camilo, that’s correct.

Generally, it’s best to retest strategies at some stage before making a final decision on the highest possible precision – using tick data if available, especially in your case, since you use tight stops or take profits.

The difference can be significant.

Have a nice day!

Edoardo,

Can you please send us the strategy in .sqx format and the MT5 report details to [email protected]?

It’s crucial to have the correct symbol-instrument configuration and sessions, considering the Broker’s Exchange timezone.

Have a nice day.