SQ data majorly different to MT4 Strat tester?

Hi

I’m playing around with SQ at the moment seeing how it all works. I’m very confused with the results with SQ vs MT4 FXCM account. SQ shows multiple trades over my data range. The MT4 platform does not trade at all or very minimally. I’ve no idea what Im doing wrong here.

The SQ platform is using data direct from dukascopy. I appreciate there may be some miss match but not to that extreme.

Hello,

we have no information about strategy used, data used, testing precision used etc. Very hard to help

I suggest to start here https://strategyquant.com/doc/strategyquant/reliable-backtesting-in-metatrader/ and also if tick precision testing is needed for your strategy you can check this https://strategyquant.com/doc/quantdatamanager/test-strategy-metatrader-4-tick-precision/

Hi,

I’ve read through the links and still struggling.

The attached strategy on SQ states that it made 163 trades. When I move this to FXCM mt4 strategy tester it makes 10. I’m trying to understand why this to be the case?

Also I need some help around the strategy build phase. Its made 10 strategies in 12 hours. Is this normal? I’ve watched your videos and set it the same as those. Just want to ensure everything is ok?

10 strategies in 12 hours is normal when you have all the filters in the builder process activated. But also less or more is fine. It all depends on so many factor it is really unpredictable. Just change the market data and you will get strategy much faster or slower

As for retesting: you need to ensure you use the same precision and data for the test. Please send the strategy to [email protected], we can check it

attach here your SQX file, without it nothing can be said…

Hmm, I did attach the files. They must of been stripped out.

I cant upload the files. Im not sure whats gone wrong. I have tried to upload a zip file also.

Ok, so I have carried on with my testing now and have generated over 2k strategies which used year range 2010.01.01 – 2018.03.19

Im now carrying out the 2nd OOS test which is using years 2003.5.5 – 2018.3.18

PF > 1.1

RR/DD > 4.5

Im a little confused with the results now. Only 69 strategies passed this test. Am I doing something wrong here? I wont have enough data to progress with the additional stress tests.

Thanks in advance.

why to use OOS to 2018/3 a not only to 2009/12, when they were generated from 2010 to 2018/3

and finding some robust strategy is something like needle in the haystack

I dont understand?

In the bonus videos it mentions that the strategies need to be carried out over another period.

Can you explain why I should not be using those dates?

I’ve left the 2018 – 2021 free due to it being more recent.