I can get some fantastic results from SQ3 however after running tests on different time frame, different markets, slippage, profitable years beyond in & out of sample, robustness tests and wfm tests i think ive found profitable strategies but i then load them into my mt4 strategy tester only to find the time has been wasted with a flat equity curve or acct blown. I have very few strategies which actually show good results. im wondering if anyone knows what im missing or does everyone have the same problem?
we had some issues with SQ3 / MT4 results match for certain trading logics. I suggest you to update to StrategyQuant X version and try this solution. Follow https://strategyquant.com/download/ to obtain the latest version
I had very similar issue also with SQ-X version. I generated many stable strategies, but after exporting them to MT4/Mt5 the results where no even close to that presented in SQ-X (re)tester. The issue lies in tick/M1 data. You need to make sure you are using proper data for strategy generation. The options are:
– use Dukaskopy tick/M1 data and also Dukascopy as your MT4 broker (you need to clone downloaded data and synchronize GMT shift and DST!)
– Find a reliable broker providing long history of M1 OHLC data, export it from MT4 and import to SQ-X and use for generation
I hope it helps.
I find Dukascopy M1/Tick data is fine for MT4 backtesting and should give a reasonable backtest comparison when using the same data to build the strategies, your own broker data is of course preferable if you can get enough M1/Tick history to be viable, however you will probably only get a few months of M1 broker data from MT4 at best and whatever you do never download data from the MT4 history center, this is provided by Metaquotes not your broker.
As coensio also mentioned you must always use the same GMT offset and DST settings as your broker in MT4 and StrategyQuant, this is very important otherwise the results will be way off when you move to a demo account or live trading and could lead to unexpected results
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