There is no problem with the indicator.

I also received a result like your in MT and found out that it doesn't closes the orders properly on the test.
Try reducing the Bar Close Advance interval of the expert from 15 to 5 seconds.

With that change and fixing the spread, I received much closer result.

Hi Popov, I just backtest it with bar closing advance set to 5.
But the result is even more different, please see it

I can't figure out what the problem is. Btw you said that the indicator has no bug, so the prblem lies on the "Bar Closing" point right?
If so, does every strategy that use "Bar Closing" experience this condition?
The number of trades is also different

Yes you're right the GMT is different. Anyway I tried to test it on various GMT data, and got various results. I never thought this daily strategy could be really time sensitive, although I banned what I think time sensitive logics such as entry & exit hours. I think it'd bad to rely on this kind of strategy, as every broker would experience DST.

However I don't think that GMT difference is the only cause of different result, as Popov said that the orders weren't closed properly.

Anyway, thanks GD.

I mean MT tester doesn't close the orders properly. It looks like when the backtester enters in a new smaller time frame zone it starts behaving differently. Sometimes there is 10 points difference between the Bar Close and Position close in the MT tester. We cannot do much.

I'll make further tests.

As general hints:
- uses as shorter periods as you can. The best is when the strategy needs maximum 100 bars.
- use Simple MA methods for smoothing instead of Exponential, Weighted...
- use Close price for the indicators.

Following the upper advises you can produce almost 100% equal results in FSB and in MT tester.

you might want to use a lot more bars for your testing, I usually go back to 2001 for daily to get enough bars