Series are not natively supported, but emulated with loops and functions.
Trades are not managed by the platform, but must be managed by code in the script.
Indicator must be shifted so that its last value is from the previous candle. For fixing this, the EA must check if the candle is complete, or the
So indicators in EAs return a different value than the same indicators in other This means that the last price candle is normally incomplete, MQL5 has even more issues, andĬonsequently never managed to replace the older MQL4. Some issues that make "Expert Advisors" more complex and difficult toĬonvert than scripts of other platforms. MQL5 script language of their "Expert Advisors" (EAs) is based on C, which would theoretically allow easy conversion to Zorro's lite-C. MT4 and MT5 are popular platform for private traders and provided by many brokers. if rsi crosses below sell level, exit long and enter short if(crossUnder(RSI12,25)) if rsi crosses over buy level, exit short and enter long if(crossOver(RSI12,75)) SetProfitTarget(ProfitTargetPips) // Zorro version // enter a trade when the RSI12 crosses over 75 or under 25 Sell Short( "RsiSE" ) next bar at market Ĭondition2 = Currentbar > 1 and var1 crosses under OverSold Aside from the function definitions, EasyLanguage strategies and lite-C strategies look very similar.
The execution of an EasyLanguage script is similar to a lite-C script, with a lookback period determined by the MaxBarsBack variable. But separate scripts can be called like functions. In most other languages angles are in radians ( 0.2*PI).ĮasyLanguage has no native functions, which is a strong limitation to complex Trigonometric functions ( Sine, CosineĮtc) expect angles in degrees ( 0.360), while in C and So the arrays are probably allocated with 1 extra element. In C, but in many code examples you find them starting with 1. Keywords are case insensitive and local variables are The first element of a series has no index, thus MySeries in EasyLanguage is the same as EasyLanguage Vars are equivalent to lite-C data series. The syntax is a mix of C and Pascal, conversion to has a similar design philosophy as Zorro's lite-C. Its EasyLanguage™,Īlso used by MultiCharts and in a variant by TradeStation was the first platform that supported automated trading. TradeStation™, MultiCharts™, TradeSignal™ Other figures such as drawdown, annual return, Sharpe ratio, or volatility are often Win rate and profit factor are normally unsuspicious, but Out-of-sample, or walk-forward? In-sample tests produce normally veryĭifferent and mostly meaningless results.Ĭalculated. Compare optimization and backtest methods.Some platforms, even high priced options tools, do not consider spreads, transaction costs, or slippage Realistic order filling, or a 'naive' fill modeĪt the current price or at the pre-set stop or entry levels? Leverage, margin, rollover fees, and commission considered, and are they identical? Does the platform simulate Same time? Does it trade with the same market hours and weekend settings? Check the system structure and bar creation.ĭoes it run on any tick or on any bar? Are the bars aligned on the.When the platform has a different ' unstable Are they based on the same algorithm,Īnd return the same value? Some platforms, such as MT4, useĪlgorithms for some indicators, and thus get different results thanĮven with identical algorithm, cumulative indicators such as EMA or MACDĬan return different results especially at the begin of the simulation Time zones will produce different results. The close of the bar? UTC or a local time zone? When using tick data,ĭoes it contain the same quotes? Candles with different price types or Prices? Are they from ask, bid, or trade prices? Is the Several candles with the same time stamps and check.
How to find out why you got a different - usually more realistic - backtest after converting your strategy Especially MT4/MT5 backtests are often not comparable with results of other platforms. The same strategy can produce very different backtestsĭifferent platforms. Comparing results and charts between platforms For code from other platforms you'll findīelow some hints about comparing results and conversion
Python functions or functions from Windows DLLs. When starting with Zorro, you might have used another trade platform orĭevelopment system before, and would like to take over your familiar strategies, indicators, and algorithms. Convert from EasyLanguage, MQL4, C#, AFL, Equilla, PineScript.