Home Forums General Discussion MT4 and EA Studio Backtesting Mismatch

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    • #88505
      User AvatarSamuel Jackson


      I am comparing MT4 backtesting result with EA studio for some of my expert advisors and I keep getting some extra trades in MT4 that are not being made in EA studio. Its really confusing and it would be great if anyone could point out potential reasons as I am out of ideas.

      What i ahve done is the following:

      1. Imported same EA to EA studio and MT4

      2. Set both date ranges to last week 17/05/2021 – 23/05/2021

      3. Run backtest on both programs

      I have done this for several EAs and what I am getting is matching trades except for one or two starting trades that are made in MT4 only? All times and prices match up perfectly for trades that do match but it is just odd that some extra trades are being made in MT4 only. Also at first I was using premium data but then I exported data from metatrader just to eliminate the possibilty of a difference in data(made next to no difference as expected)

      Does anyone have any theories or Ideas on how to get to the bottom of this?

      An additional problem I am having is uplaoding screenshots to this post? I keep getting a message sayign critical error when I try to attach an image (I have tired png, jpeg and gif format). I will upload screenshots as soon as I can figure out how to get round this issue.

    • #88508
      User AvatarSamuel Jackson

      To add to this, I have run the visual mode in MT4 and also inspected the indicator chart in EA studio.

      The entry signal is the aligator teeth corssing above the jaws for the buy and opposite for sell. Everything matches up except that according to the indicator chart in EA studio a signal is clearly made but no entry is applied?

    • #88509
      User AvatarSamuel Jackson

      I think I have half figured it out. Seems that when I look at the indicator chart in EA studio that the bars start at 41 and if I go back to the last day of the weekend then the trades match exactly. I think it may be something to do with EA studio requiring a certain number of bars to calculate the indicators for the signal. Im not toally certain what exactly is happening though.

    • #88612
      User AvatarSamuel Jackson

      Resolved: It wasnt the software mismatching. I was using premium data in EA Studio and my broker data in MT4. For a couple of currencys broker data was more different than I would have liked but I got things to match by importing broker data into EA studio. Probably wasnt that different but I was just doing some checks and wanted things closer, was being a little bit too pedantic I think.


    • #88713

      Hey Samuel,

      Glad to hear from you. Sorry for the late reply but I guess you did the best thing – found it by yourself.

      True, the data is important but do not focus all your energy on it. Most important is to create robust EAs that would work on most regulated brokers.

      And least this is what I focus on and this is because I include EAs in the courses as well.

      We are changing the design of the website (probably you have noticed) and many bugs were fixed. Let me know if you are capable of uploading pictures to the Forum now.


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