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Urgent – Volume not working on MT5 exported EAs

3 replies

Paul

Subscriber, bbp_participant, customer, community, sq-ultimate, 9 replies.

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1 year ago #289913

I have a strategy EA that utilizes volume in MT5 (FTMO account).

The backtest in MT5 does not show any trades, because volume is not recognized, I assume because there is a difference between “volume” and “tick volume” in MT5/FTMO – see attached screenshot. How can we change volume to tick volume?!

Interestingly enough, SQX recognizes tick volume as real volume when importing the FTMO data into SQX. As a result, the backtest on the same data works in SQX, but the strategy won’t execute in MT5.

Can we please have a quick fix for this? I think it is important.

Best,

Paul

 

 

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Paul

Subscriber, bbp_participant, customer, community, sq-ultimate, 9 replies.

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1 year ago #289917

Hello again.

I’ve been trying to dig into the issue the whole day and I am quite sure this a bug!

I attach files to verify and for fixing this issue. What i did:

  1. I exported M1 data from FTMO and imported it into SQX
  2. I build a very simply strategy using volume (only) – this yields me 138 trades (data starting 2021/10/01) in SQX (although only “tick volume” exists in MT5)
  3. I export the source code and compile it for testing in MT5
  4. No matter what option i choose (tick data, real tick data, 1 minute OHLC), MT5 does not produce any trades in the backtest.

I think this needs to be solved in the volume indicator for MT5. Please help.

Thank you!

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Petr Nadenicek

Administrator, bbp_moderator, sq-ultimate, 13 replies.

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1 year ago #289919

Hello, I already responded to this in your email.

There is a distinction between actual Volume and “Tick Volume.”

“Tick Volume” data are not incorporated in SQX, but we will consider this.

I have provided you with a workaround that should assist you.

 

Best regards,

Petr

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TonyQChau

Subscriber, bbp_participant, customer, community, 1 replies.

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1 year ago #290740

Hi Petr,

I’d love to get the workaround info to get TickVolume to work for MT5 as well please?

I have need to get Tick Volume to work for my forex MT5 EAs.

How to swap regular Volume for TickVolume in MQ5 code?

We know Forex pairs have only tick volume available so it is the only choice.

Please could we get SqTickVolume as new indicator in future?

Needing Algowizard to formulate generated MQ5 code for TickVolume data to use in MT5 backtester etc?

Thank you for Helping us.

Tony

 

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