Understanding difference from sqx to mt4 trading

Hi

I have this strategy loaded onto trading acct and it has taken 10 trades in the last 2 weeks yet sqx has taken none. can anyone help me understand why its so vastly different?

Im wondering if there a bug in the code? not being a coder i would have no idea

thanks in advance

here is the csv file from fx blue over the last 2 weeks

trading GOLD as CFD is a little bit tricky, but everything could be set properly – first thing, why your price in backtest has 3 decimals? so you are using setting 0.001/0.01?

did your broker has really 3 decimal point GOLD – i know only 1 broker with 3 decimal poing GOLD and thats the Admiral Markets

every other broker i use has only 2 decimals

BTW – slippage 10 for gold is not enought, i am using 40

here is for example 1 gold strategy – and the backtest (black line) is accurate with a MT platform trades (red line) – but for gold i am using setting 0.01/0.01 because my brokers has only 2 decimal points CFD contract

good spot.not sure why i had a pip/tick step of 0.001.

yeah im happy with the strategies from the aspect of slippage i have used them to be as high as 70 when randomizing slippage and 40 also when testing all history.

Curious, Oliver: after you corrected the decimal oversight, did you see consistency between sqx and mt4?

no none.  ive replaced the strategy now. to avoid the uncertainty. thanks