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Forums>StrategyQuant>Application Support>Getting an EA to work from SQX to MT4/5

  • #267649 |
    Customer
    119 Posts

    I have been trying for 3 months now at getting EA’s to look good on SQX (after optimizing), then back testing on MT4/5.  Not one of the EA’s that I create on SQX will back test with any trades.  I am getting frustrated.  Is there anyone in application support that can help me?  I have followed all instructions in your guides and it just won’t work.  That includes putting all the indicators into MT Editor before compiling.

     

    Attached is just an example.  Need help please.  Thanks.

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    #267650
    Customer
    119 Posts

    I should also note: I am also using FSB.  And I am getting EA’s out of that, but it takes days to BT which means I will never be able to sell on MQL5.  So maybe this has to do with the code before compiling?

     

    Thanks.

    #267657
    tomas262
    Administrator
    1826 Posts

    Hi,

    I have just tested using multiple MT4 copies (ICMarkets, Dukascopy) and the strategy works well for me. Can you see any information in MT log related to trade execution or is it just silent?

    #267660
    Customer
    119 Posts

    Thank you for checking.  I had to restart my computer and then try on two terminals in order for it to work.  I think there is a cache issue between the terminals and Tick Data Suite that is causing the issues.  Sorry to both you.  I will try the restarting method each time in the future.

    #267691
    Customer
    119 Posts

    Ok.  Now that I am able to back test the SQX generated EA’s, I have tried 4 of them and none of them perform like what is in SQX.

     

    As you know, this is a massive time consuming thing to create and none are working still.  Can you please review the attached example and let me know what I am doing wrong?  Thanks.

     

     

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    #267697
    Customer
    791 Posts

    if you send here also the SQX file i can make a comparation for you

    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.

    #267713
    Customer
    119 Posts

    Here is the one example in xml and sqx.

     

    I have several more I can send you.  None of them match between SQX and MT4.  And I use TDS ticks.

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    #267720
    Customer
    791 Posts

    comparation of backtests looks good

    BUT there are many questions about what you are doing in SQX, because i really dont understand your effort

    for now only basic questions…

    – you are using not cloned UTC0 data

    – why so low TF – M5?

    – why market order?

    – why not symmetric logic of the strategy?

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    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.

    #267723
    Customer
    119 Posts

    Thank you for your review.  But, you saw my previous screenshots.  The BT in MT4 looks nothing like the BT in SQX.  And I am not sure how to read your chart on dukascopy versus TDS.  Can you please tell me what you mean?

     

    To answer your questions:

     

    – you are using not cloned UTC0 data – can you let me know what that means?  I am downloading ticks from TDS with default GMT+2 USA.  This is default.  Do I need to change this?  I don’t have an issue with BT any EA outside of SQX generated one with these ticks.

    – why so low TF – M5? – I personally like M5 over M30 or H1 to try to get more trades.  I know the higher TF is more accurate, but I wanted to try to create an EA that trades daily.  I have created many in different TF’s though and again, none work in MT4/5 Back Tests.

    – why market order? – I sent you just one example.   I have different market entry EA’s from the past.

    – why not symmetric logic of the strategy? – not sure what you mean on this?  If you mean trade symmetry (enter/exit), I would love higher percentage, but it takes many more hours of back testing to create better symmetry.  Again, I just showed you one example.

     

    I LOVE creating strategies in SQX and I have so many ideas for new ones.  But, if I cannot BT in MT4 correctly, then I cannot use them OR sell them in MQL5.  Please let me know what I am doing wrong.

     

    Thank you.

    #267728
    Customer
    791 Posts

    blue line – tick backtest in tick data suite made on EURUSD UTC0

    red line – backtest from SQX made on EURUSD UTC0

    and from comparation you see, that the EQ curve is heading the same way

    data  – question is, if you are using GMT+2 USA data in SQX, because it seems not, that you are using original Dukascopy data that are UTC0, so you need to clone them to EST07 (UTC2+US DST)

    m5 – i dont know anyone trading this TF, it doesnt even make sense, but its up to you, if you want to go your own way :) How can you find some edge on those noisy environment? i am using only M15-H4, and every backtest is for me the same and i know it, because i trade more than 1000 strats and make the comparations from 2016. With SQX from 2019.

    so simply said – the problem lies elsewhere

    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.

    #267732
    Customer
    119 Posts

    Thank you for your inputs.  I am looking at H1 USDCHF strategies right now.

    Regarding this “data  – question is, if you are using GMT+2 USA data in SQX, because it seems not, that you are using original Dukascopy data that are UTC0, so you need to clone them to EST07 (UTC2+US DST)”.  Now I think I am getting somewhere….  So, it looks like I am downloading UTC0 from TDS and I believe I am using UTC0 on SQX.  However, in the MT4 terminal, the ticks being used are GMT+2 US.  So should I change the MT4 terminal TDS settings to GMT+0 None?  Would that have everything aligned?  If so, I have just wasted months….what an idiot I am….

    Thanks.

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    #267745
    Customer
    791 Posts

    you are importing TICK data from TDS to SQX? why????

    in TDS you can use more data origins – mostly we are using the same dukascopy data, that we can download much much faster right in SQX in datamanager. There is no need to import anyhing

    for example in SQX i am not using tick data at all, i am using only 1M precision, because this precision is everything you need – it will be only still ONLY A BACKTEST nothing more, you will never simulate REAL ACCOUNT, not with TICK precision

    TDS and SQX using UTC0 dukascopy data, thats all – in SQX you need to clone them to proper UTC, in TDS you need to set the UTC and DST in the settings, thats all. Origin is the same – UTC0 data

     

    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.

    #267746
    Customer
    791 Posts

    GMT2 with US DST is EST07 in SQX – its UTC2 with US DST

    classical UTC2 is with EU DST – its not a big problem, only some weeks /max 3 form whole year/ will be shifted by 1 hour because of different timechange – https://en.wikipedia.org/wiki/Daylight_saving_time_by_country

    so the differences betweed UTC2 and EST07 are small

    but UTC0 vs UTC2 very BIG, because on UTC0 you have also Sunday candle and this will make a big difference in backtests

    so its simple – use the data cloned to your broker….THESE ARE THE BASICS, without it your backtest sucks

    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.

    #267747
    Customer
    791 Posts

    about the USDCHF – you really want to trade market, where national bank is making the moves?

    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.

    #267761
    Customer
    119 Posts

    On your last post – I don’t understand.  All pairs are moved by market makers.  What is the difference?

     

    On the others on ticks.  In SQX, I am just using the Duka ticks downloaded.  Nothing special or changed.  In the MT4, I am using TDS ticks downloaded from Duka.  Nothing special or changed.  HOWEVER, I am going start testing strategies in MT4 with GMT+0 None.  I am thinking this will match SQX generated EA’s.  See what happens.

    Thank you for your time and patience on this with me.  Learning curve.  I now have to re-install SQX because I purchased the Ultra last night.  And will need to download all new data.

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