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Rapolas Andruška
← Built by me

01 · app

SQX ⇄ MT5 Reconciler

Puts a StrategyQuant X backtest next to the same strategy's MetaTrader 5 trades, and shows where they disagree and why.

The SQX ⇄ MT5 Reconciler with sample data: 233 of 245 trades matched, and the gap between backtest and MT5 broken down by causeSample data

The mess

Like checking receipts against a bank statement, but for trading. A test on past prices says one thing, the real account says another. The only way to find out why was to check every trade, one by one.

What I built

An app that does the matching for me. It pairs up every trade, shows why the results differ, and what the broker really charges. It can also compare two brokers side by side.

What it does

  • Reconcile: match every SQX backtest trade with its MT5 twin
  • Measure your broker: real market costs against the backtest settings
  • Live vs backtest: the same dates, side by side

Made with

  • Claude
  • HTML / JavaScript
  • MQL5
  • Node.js (tests)
  • Python (test data)