STRATEGY TESTER BACKTESTING IN MQL5 GIVE COMPLETELY DIFFERENT RESULTS

Good morning,

I have generated some strategies with the StrategyQuant Pro Version  and then test them on MT5. They gives completely different results though timeframes and currency is the same. Politely where i’m wrong?

Thnaks

Riccardo

Hello,

this forum is not an ideal place to solve this. There are general principles that need to be followed first to ensure the best match between platforms. Make you sure you ensured following:

1. you need use basically the same data in SQX as in MT5 for backtesting
2. make sure the data in both platforms have the same timezone set
3. you need use a correct testing precision with respect to a strategy tested. Too low precision can cause significant discrepancies in results
4. your strategy does not contain any unrealistic setting and/or logics that could cause both platforms to create differences

There are other factores but these are the most important. You can find more tips in our docs and this article – Reliable backtesting in MetaTrader