Sh!t this took longer than anticipated, but finally my platform is ready.I`ve tested a simple strategy and it almost showed identical results.
I`ve triple checked my code but no matter how the end balance was never identical in MT4 as in my platform.It is funny because i`ve calculated the pip size correctly, as i used USD base currency and EUR/USD, no swaps, so the conversion of the money was done properly, yet the end results differed by about 100-200 $.
Its funny because the MT4 is the one that is bugged, as i`ve set the optimization to the open price, and although i used median price, the damn strategy tester is always using the OPEN price which is damn annoying.
For statistical significance i only use median price and median based filter, to be homogeneous, not mixing CLOSE price with median moving average and whatnot.
Its annoying but thats it, and so this will anyway give more accurate results, and the median one has better stats if you think about it.
You can see the balance curve in both pictures is identical, minus the offset that is caused by the different calculation method.
So finally i can now begin to work again on my filter
I`ve triple checked my code but no matter how the end balance was never identical in MT4 as in my platform.It is funny because i`ve calculated the pip size correctly, as i used USD base currency and EUR/USD, no swaps, so the conversion of the money was done properly, yet the end results differed by about 100-200 $.
Its funny because the MT4 is the one that is bugged, as i`ve set the optimization to the open price, and although i used median price, the damn strategy tester is always using the OPEN price which is damn annoying.
For statistical significance i only use median price and median based filter, to be homogeneous, not mixing CLOSE price with median moving average and whatnot.
Its annoying but thats it, and so this will anyway give more accurate results, and the median one has better stats if you think about it.
You can see the balance curve in both pictures is identical, minus the offset that is caused by the different calculation method.
So finally i can now begin to work again on my filter
"There's a sucker born every minute" - P.T. Barnum