SQ vs MT4 backtest results

Hi guys!

First of all, thanks for the help. I know this has been discussed several times, i almost read all of them but still not able to achieve the desired goal. Tried to contact support but take days to respond back and days are passing so maybe that’s a bit faster way to resolve it.

As you would imagine, my problem is exactly that, my SQ strategies, performs completely different on my MT4 backtester. Even tho i have followed several official guides from SQ

Let me try to remember what i have tried so far:
(Custom indicators are imported to MT4 and always using M1 data)

– Using Dukascopy EURUSD_M1 (UTC) to generate strategies and then backtesting with ICMarkets data on MT4
– Using my own downloaded data from my broker and testing it with the same data later on MT4
– Using Dukascopy but cloning it with UTC+2 in case the timezone is the problem, cause my broker uses UTC+2 DST
– Using my own downloaded data from my broken but importing it to SQ with UTC +2 and later testing on MT4
– Using tick data provided from Dukascopy and importing the tickdata to MT4 for the 99% test quality
– Using the same tick data with UTC +2 and backtesting later on MT4

I did even more combinations and no matter the combinations i do, the results are never close to match.
I configured the same spread, comissions, timezone, etc on both but still dont realize where is the problem.

The last thing i’ve noticed is that is not only the numbers in terms of P/L are not the same (cause that could be caused by commisions, variable spread, etc) but the trades taken on SQ doesn’t match the trades taken on MT4 backtester. For example, if SQ took a trade on 2022.02.25 10:06, when i review the trades taken on MT4 Backtester, that trade dont even appear.

I’ve been trying to fix it for several days without luck and i dont know how to still trying.
Maybe a more advanced user can help me.

If there’s configuration or information you need, please tell me and i will provide back to you.

Thanks a lot for the help!

Hi Borja

I’ve got exactly the same problem !!!
I’ve attached an exsample, so you can see, that they are totaly different.

What do I do wrong ?

Best regards
Jan Vigg

Same issue but with mt5. Also trades taken on mt5 would be extremely low to none.

like 5 trade count on mt5 vs 170 on sqx. I usually keep trying strategies until I get decent results. So not sure how to fix the issue myself.

Did you check this? https://strategyquant.com/doc/quantdatamanager/test-strategy-metatrader-4-tick-precision/

https://www.quantmonitor.net/setting-point-value-tick-pip-step-size-for-cfds/

Another issue can be stop levels. I would check also MT4 tester logs if is there more information.