Hello everyone,

I have a quick question regarding the backtesting results provided by Zorro and MT4. Specifically, I back-tested the strategy detailed in Financial Hacker's binary options post:

Code:
int TimePeriod = 30;
	var Threshold = 0.01*(HH(TimePeriod)-LL(TimePeriod));

	if(NumOpenLong+NumOpenShort == 0) 
	{
		LifeTime = 1;
		if(HH(TimePeriod) - priceClose() < Threshold)
			enterShort();
		else if(priceClose() - LL(TimePeriod) < Threshold)
			enterLong();
	}


I wanted to see what the trades looked like on a charting platform so I wrote the following in mql4 to simply draw an up or down arrow when the conditions are met.

Code:
int start()
{
   int i,counted_bars=IndicatorCounted();
      if(counted_bars<0) return(-1);
      if(counted_bars>0) counted_bars--;
           int limit=MathMin(Bars-1,Bars-counted_bars);

   for (i=limit; i>=0; i--){
   highestHigh[i] = High[iHighest(NULL,0,MODE_HIGH,timePeriod,i)];
   lowestLow[i] = Low[iLowest(NULL,0,MODE_LOW,timePeriod,i)];
   
   threshold[i] = percent * (highestHigh[i] - lowestLow[i]);
   
   upArrow[i] = EMPTY_VALUE;
   downArrow[i] = EMPTY_VALUE;
   
   if((highestHigh[i] - Close[i]) < threshold[i])
     {
        downArrow[i] = High[i] + iATR(NULL,0,20,i);
     }
   if((Close[i] - lowestLow[i]) < threshold[i])
     {
        upArrow[i] = Low[i] - iATR(NULL,0,20,i);
     }
   }
   return(0);
   }


The back-tested results in MT4 show nearly identical winning percentage (~58%) between the same start and end dates as Zorro but there are 5 times as many trades taken in the MT4 version. Is this simply a matter of the quality of the historical data provided to Zorro through FXCM vs MT4 Metaquotes or is my mql4 code not representative of the above Zorro code? Any help would be greatly appreciated!