Hi David,
Well done on your perseverance! Glad you getting everything to tie up nicely now, I don’t doubt you learned a massive amount in the process although I know it can be a headache.
Actually, now that you mention it I do remember a while back having some mis-match issues with the trailing stops. Since then I have avoided them out of habit. I didn’t investigate too thoroughly though as I had no strong reason to use them anyway. Its best I did forget to point straight to this though as you will have learned WAY more in getting to the bottom of it as you have done ;-)
If you do want to use the trailing stop then I would suggest formulating a clear email to Miroslav Popov with all the information he would need to quickly and easily replicate the issue and if there is a problem rather than just our misunderstanding (In my experience its almost always the latter!) then he will fix it promptly.
I’ve also found in breaking down and explaining what I think might be a problem for POPOV I usually solve the problem myself before needing to send the email :-).
It actually a really big step to get everything to match like this in my opinion David. I am pretty sure you will agree now that you have done it that it is valuable to continually check all three match and that confirming that the EA studio is similar to MT4 backtester (I am pretty sure that for the trailing stop EAs the MT4 backtester will match the real results but an initial comparison of the EA studio backtester vs MT4 backtester would have raised a red flag right?)
Totally agree with you Petko, there has been some hugely valuable information in this thread for beginner algo traders!!