MT4 results compared too

hm, the parameter differs and the results are slightly different too.

the MT4 has no session concept.

eMini Russel comparision

One of the biggest challenges when porting strategies between platforms is the timeframe handling and intrabar treatment. In order to get close results, I have to emulate intrabar treatment in NinjaTrader. The expectation is i.e. to have the same strategy parameters on all platforms and same results/equity curves.

as a sample the result of last 3 years on Tradestation:

and the compared results for NinjaTrader:

although it shows similar entries /exits and familiar periods of weakness, the result is 30000$ off, and parameters are deviating slightly too. of course, the robustness of the strategy shows also a good profit factor, but thats mostly due to the strategy, which is pretty clever on many instruments and changing markets anyway. so it adopts here to the NinjaTrader differences.

First Results with cross platform functions TradeStation and Metatrader

A quite powerful and simple function in TradeStation is SetStopLoss().


in MT4 one has to write up order manipulation explicit. Find the orders, change stops, calculate dollar value and modify orders. and that on a regular basis.