Not logged in
Viewing 14 posts - 1 through 14 (of 14 total)

Forums>StrategyQuant>Application Support>Different behaviour with MQL4 code

  • #234918 |
    Participant
    5 Posts

    I have generated a MQL4 EA from the attached strategy.

    It behaves differently on MT4 compared to SQ, although the same CSV tick data (over 4 years) have been used on both sides:

    * the number of trades is significantly different : 1600 with SQ, 80 with MT4

    * the SL/TP are different: 100 or 110 pips in SQ, 300 pips in MT4

    * the volumes are different (logically): 1.0 in SQ, 0.4 in MT4

    * the actual profits/loss are slightly different also: 90/100 with SQ, 115 with MT4

    * the final MT4 result of course is much less winning than the SQ result

    Playing with the input parameters ProfitTargetPips, StopLossPips, MinimumSLPT, MaximumSLPT did not help much.

    There must be something I’m doing wrong, or a parameter to fix somewhere, but I could not nfind it.

    Any idea ?

     

    Attachments:
    You must be logged in to view attached files.
    #234930
    tomas262
    Administrator
    1823 Posts

    Hello, will check the strategy whether a issue can be found. Did you use data from Tickdownloader or any other?

    #234934
    Participant
    5 Posts

    Hello Tomas,

    Yes the data comes from Tickdownloader.

     

    #235537
    Participant
    5 Posts

    Hi

    Any news about this issue ?

    It’s very  frustrating to have spent quite a lot of time optimizing a strategy and not be able to use it.

    Do you get the same behaviour with MT4 ?

    Thanks for any help you could provide.

    #235538
    Customer
    64 Posts

    Hi,

    I can’t help you, but I can tell you I have a very similar problem. The results in SQ are sometimes extremely different from the backtest in the Metatrader…..but not always……. So far nobody could tell me why! I noticed the same problem with SQ X as well.
    The backtestdatas also come from Dukascopy, which makes the whole thing even more confusing……….

    Hello! I'm looking for people who want to earn some money on the side! The entry is simple, just install the browser https://get.cryptobrowser.site/4117939 and use it daily. It's fast, easy to find and practical to use - you'll love it! But the main thing is that you can earn Bitcoins directly in it! Does that sound good? Don't think long and join in!

    #235541
    Customer
    110 Posts

    Hi,

    In my experience, I alwasys Backtest in MT4 and SQ3 (haven’t installed SQX yet) as part of my Workflow; gives me piece of mind’. Well, Never ever both strategies backtests match to each other. However I’m satisfied if ‘more or less’ both Equities look like the same.

    I spent quite time trying to figure out what was going on. I saw; Strategies on 4H timeframe had Equities quite fine tuned. Strategies on 1H were more or less similar, and 15M were too much different to each other for my taste

    #235565
    Customer
    14 Posts

    Same issue

    #235578
    Participant
    5 Posts

    Thanks for your feedbacks.

    So there is indeed an issue on SQ side. It really looks like a bug in MQL4 translation. If not, it’s a strong limitation that should be documented and made clear before we buy this software.

    We can probably not expect an exact reproduction of SQ results in MT4 backtests, although when we use the same input data it should be quite close, but the strategy should at least find a similar amount of signals and put orders with similar TP/SL/volumes. In my case, instead of a reasonable regular winning curve, it becomes completely erratic.


    @tomas262
    have you found something ?

    #235579
    Customer
    64 Posts

    @Nicolas:

     

    Have you ever checked the problem in SQX?

    Hello! I'm looking for people who want to earn some money on the side! The entry is simple, just install the browser https://get.cryptobrowser.site/4117939 and use it daily. It's fast, easy to find and practical to use - you'll love it! But the main thing is that you can earn Bitcoins directly in it! Does that sound good? Don't think long and join in!

    #235581
    Customer
    110 Posts

    Hi,


    @Marcel
    . In my case, when I see the long buggy list and time spent on the SQX development I feel have neither time nor energy to deal with more checkings. I prefer to wait for the SQ team to do their job and give us a final product hopefully reliable, stable and bug free.


    @Nicolas
    . I wouldn’t say that the equities are erratic, shouldn’t be. I attach a couple backtest for year 2017. Both cases strategies I have in Real. The equities are not the same; Yeah, it sucks. But are not erratics.

     

    Attachments:
    You must be logged in to view attached files.
    #235584
    Customer
    110 Posts

    I forgot! Both examples are on 1H. When you go on lower timeframes, in that case it is totally erratic

    #235585
    Customer
    790 Posts

    to Nicolas – your data for GBPJPY is set WRONG.

    if i look into the list of trades of your strategy i see, that you have only 2 decimals for GBPJPY – your broker has 2 decimals, or 3?

    Because most of the brokers has now for GBPJPY 3 decimals and the price is something like this 148.319

    and the second wrong thing, is the pip values – 1. trade – move short from 175.8 to 175.7 is not 100 pips, but only 10 pips

    so the backtest is totally wrong and you cant compare it

    second thought: the strategy is totally overoptimised – it will fail in real

    set for ***JPY pairs correct data – point value 890, piptick size 0.01, piptick step 0.001, spread 6 for example

    this is the correct BT

    Attachments:
    You must be logged in to view attached files.

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #235588
    Customer
    790 Posts

    about the comparation between backtests – SQ vs TDS. In our community we are doing monthly comparation between these backtests and comparation from the real accounts.

    I must say, that if you dont use pivots and exit rule in building blocks, the backtest are “the same” – there could be differences, but the eq curves need to go the same way, because real acc is another environment (spreads, slippages, gaps, etc.)

    we are using strats for M5-H4 and its not true, that the comparation of BT for lower TF is worse

    this is some comparation curves between backtests and between reall acc and BTs

    Attachments:
    You must be logged in to view attached files.

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #235597
    Participant
    5 Posts

    @Marcel: I have not tried SQ yet, I may take a look

    @Enric: in my case it’s 1H too, I’ll see how it goes with a fixed setting

    @hankeys: thank you for the analysis, my broker has indeed 3 digits for GBPJPY, I have to check and fix the settings

Viewing 14 posts - 1 through 14 (of 14 total)

You must be logged in to reply to this topic.