Learning and writing together in MQL5 - page 22

 
Khomtchenko:

I think I've found the reason for the discrepancy. You won't believe it. The MT4 and MT5 have a different quote history. Seems to be slightly different and the strategy is tested with a huge difference!!!!

Here is one plot on different terminals:

you answered your own question - you have different history and different server terminals one on FxPro the other on MetaQuotes.

 
Interesting thing is that I have never had any such quirks on MT4. I test robots on FxPro and work live on InstaForex and no discrepancies. I can see what trades I have made on historical data testing and all are the same. But here it is like this. Well, if the testing statistics differed by 20 per cent, but not by 3 times!!!
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Информация об исторических данных по инструменту
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Информация об исторических данных по инструменту
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Стандартные константы, перечисления и структуры / Торговые константы / Информация об исторических данных по инструменту - Документация по MQL5
 


do your insta and fhpro histories match?

 
On MT4 it matches. And the test results and real trading match.
 
and fhpro mt4 and metaquotes on mt5 history match ?
 
Khomtchenko:
On MT4 it matches. And the test results and real trading are the same.
There is another trick. MT5 tester also simulates floating spread and swaps. The MT4 tester does not.
 

Yeah I was looking at the test results and was horrified:

11,01,2010  2:57:00 9779,29 9841,92 6827 -220,71

15,01,2010 16:00:00 9829,8 9941,9 6857 50,51

22,01,2010 14:32:00 10124,1 10135,9 7167 294,3

26,01,2010 2 :14:00 10048,6 10048,6 0 -75,5

26,01,2010 4 :06:00 10048,6 10038,4 7099 0

27,01,2010 21:12:00 10188,5 10188,5 0 139,9

29,01,2010 2 :16:00 10188,5 10308 7346 0

29,01,2010 7 :14:00 10188,5 10277,4 7324 0

I added the last column in Excel. How come my trade was at -200$ if my stop loss was at most -20$. Then why profitable trades are not 10 times more?

I think there is something wrong with mql5 and MT5. And do not imply my incompetence.

Where are the moderators? I am not the first year of Forex trading and I do not need to rub my nose in saying that I did something wrong.

 
and the fxpro mt4 and the metaquotes on mt5 history match ?
Let anything not coincide there. But the test result is 3 times worse! What the hell is MetaTrader5 praised for!!! ????
 

Maybe the csv report is showing the wrong thing? But I understand that, judging by the chart then.

Why is there no simple report, like in MT4, so that everything is clear and understandable?

I have no experts. They are just good at giving references to somebody else's resources.

 
Khomtchenko:

Yes, I looked at the test results and was horrified:

The last column I added in Excel. How come I got a -$200 trade if my stop-loss was at most -$20. Then why are not 10 times more profitable trades?

I think there is something wrong with mql5 and MT5. And do not imply my incompetence.

Where are the moderators? I have not been working on Forex Market for the first year and I do not need to rub it in that I have made something wrong.

Unfortunately, you show off your incompetence and do not listen to explanations.

You still need to learn and learn, if you don't understand the consequences of different history and the need to write robust experts who are not blown away by the tiniest differences in history.

For information: the history in MetaTrader 5 (at least on MetaQuotes-Demo) is of much higher quality, each one-minute bar has its own spread, and the strategy tester is of much higher quality.