Large difference between SQ-Testing and MT5-Testing

Dear all,

After days of testing and reading in the Community I get a little desperate. So here my questions – but not before stating some facts:

Broker: IC Markets, SW: MT5 Hedge

What I did for the test:

I downloaded M1 for Apple (CFD) from MT5: 2020.01.01 until 2022.05.02

I added a new Symbol in the Data Manager and did a File-Import – Instrument NASDAQ Stock – Timezone NY Trading Hours

All fine so far. On that base I started calculating Strategies:

Symbol AAPL.NAS.M1 – Timeframe: H1 – Precision: M1 minute data tick simulation

2020.01.01. until 2022.05.02

Commission: 0.02 per full lot

10 IS / 10 OOS

Some strategies where found and I took one (without retesting in SQ – just for curiousity) and added it as an Expert to MT5.

There I did the Retesting:

Same Symbol, same Strategy, same Timerange, and also on H1

No forward testing, no latency, no optimizing

Same timezone in both systems

But Modelling = M1 OHLC

The retested worked well and I got an output.

BUT: those two outputs (MT5 and SQ) are far apart from each other – See Screenshot. No matter how much I try – it doesn’t work.

I checked also a lot of Community entries about similar issues and still can’t find, where the issue might be..

Can someone provide me a step-by-step guidance on that?

Where do I go wrong?

Thank you very much for every hint!

Patrick

Hi,

I could test the strategy on my platform. If you like you can send to my private email [email protected] I will further check

Hi Tomas, Thank you very much. In the meantime I have dozens of such strategies which don’t work at all; means in the MT5 Retester they show no trade whereas they show a few hundred trades in SQ. Really wondering what I am doing wrong… The mail will come – thank you!

Regards,

Patrick

Hi PDI,

Can you attach an example strategy? Have you updated the instrument settings on SQX to match what you have from IC Markets MT5? You also need to check your Trade Options for allowable times to trade.SQX will open/close trades anytime but broker has times when market is closed.

Cheers

B.

Here is a bug on big difference between sqx and mt5. This must be fixed asap

https://roadmap.strategyquant.com/tasks/sq4_8884

Quant Trader wrote:

Here is a bug on big difference between sqx and mt5. This must be fixed asap

https://roadmap.strategyquant.com/tasks/sq4_8884

Hi, yes, we will be working on a fix into next SQ update (likely next Dev)