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Bug? MT5 and Tradestation (TS) trade Dates & Sizes are different

3 replies

kasinath

Subscriber, bbp_participant, customer, community, sq-ultimate, 112 replies.

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3 years ago #267244

I am running two retests on a SPY stock strategy, generated with TS engine.

I have set the same exact settings for money management, but when i view the results, the trades are sized completely differently. Even the entry and exit positions are different, even though they supposedly use the same data.

Is this expected to be so drastically different? Is it because of the SL pips value i used?

See attached screenshots, and strategy retests (retested for MT5 &  TS).

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tomas262

Administrator, sq-ultimate, 2 replies.

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3 years ago #267346

Hi,

thanks for the feedback. I have reported this to developers to check. Once I get a responseI will let you know

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tomas262

Administrator, sq-ultimate, 2 replies.

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3 years ago #267618

Ok, there is a difference between TS engine and MT5 engine

The strategy uses Duplicate trades: allowed; which means in MT5 the trade is opened multiple times (each time using the size of 2 units) so it grows up to the final size of 8 units.

But in TradeStation engine duplicate trades are not allowed so it always trades the size up to 2 units only

We plan to modify the TS engine in future version likely so both engines allow this the same way

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kasinath

Subscriber, bbp_participant, customer, community, sq-ultimate, 112 replies.

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3 years ago #267619

Ah, this makes a lot of sense.

Thank you for coming back with an answer on this, I appreciate the support.

You guys are doing a great job, keep up the good work… and try to have a restful weekend.

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