“SQ” and “Multicharts” backtesting differences

Hi.

The problem of ‘SQ’ and ‘Multicharts’ backtesting difference occurs.

The attached screenshot shows the difference in the backtesting results for the same day, same period.

(“Multi-TF strategy,” but even in a single strategy, this is often the case.”)

So I can’t trust the ‘SQ’ backtesting results, and I can’t actually sell them.
Even if I spend a lot of time making strategies, I can’t use them.

Please solve the problem. Thank you.

*I downloaded the data from MC as per the procedure in the following articles, backtested it from SQ, and then moved the strategy back to MC.

1. https://strategyquant.com/blog/how-to-build-and-backtest-strategies-in-multicharts/

2. https://strategyquant.com/blog/how-to-build-and-backtest-strategies-in-multicharts/

Hi,

we are aware of issue with MC backtest differences. We are working now on a completely new solution that would remove the differences. We debug all indicators and building block t solve all the problem that have been reported so far. The update should be available with the next SQX build 143

Hi:SQX 143 still lack of high precision and real tick, lead to back testing incorrectly.

please add precision “1minute datatick ” and “real tick” in Multichart Engine

Thanks

“SQ” and “Multicharts” backtesting differences 2 replies spine 9 months ago #289606 Hi. The problem of ‘SQ’ and ‘Multicharts’ backtesting difference occurs. The attached screenshot shows the difference in the backtesting results for the same day, same period. (“Multi-TF strategy,” but even in a single strategy, this is often the case.”) So I can’t trust the ‘SQ’ backtesting results, and I can’t actually sell them. Even if I spend a lot of time making strategies, I can’t use them. Please solve the problem. Thank you. *I downloaded the data from MC as per the procedure in the following articles, backtested it from SQ, and then moved the strategy back to MC. 1. https://strategyquant.com/blog/how-to-build-and-backtest-strategies-in-multicharts/ 2. https://strategyquant.com/blog/how-to-build-and-backtest-strategies-in-multicharts/<span data-sheets-root=”1″>https://gambloria-casino.gr/</span> Attachments: 2025-04-16-082259.jpg 20250416_082503222.png MM-not-workingMTF-Strategy-0.1173948.sqx 1

You should also keep an eye on your timeframe settings and bar synchronization in SQ after the import—sometimes the exact same data acts differently just because of how the open/close of the bars is calculated. Also, double-check that you have applied the same commissions and slippage, as that can definitely mess with your final backtest results.

<p data-start=”69″ data-end=”228″>Hi Adam_J:Do your StrategyQuant V143 and MultiCharts backtest results match? or are they at least broadly similar? On our side, the equity curves move in opposite directions. by the same data and setting  open/close high low… and the same commissions, slippages….</p>

<p data-start=”230″ data-end=”248″></p>

Hi Adam_J:Do your StrategyQuant V143 and MultiCharts backtest results match? or are they at least broadly similar? On our side, the equity curves move in opposite directions. by the same data and setting  open/close high low… and the same commissions, slippages….

Thanks

https://roadmap.strategyquant.com/tasks/sq4_011389