How Brokers Process Data history

 
I used MACD-Sample EA to backtest 3 brokers on same USDCHF. Bokers are FXDD, IBFX, NF.

1. Downloaded latest History Data from Alpari History Data Center.
2. used Period_Converter script to convert M1 data to remaining timeframes for each Broker.
3. Date Range: 2006.05.17 - 2006.11.24.
4. H1 timeframe & Deposit $3,000.
5. Settings for Backtest

TakeProfit=100
Lots=0.1
TrailingStop=60
MACDOpenLevel=4
MACDCloseLevel=4
MATrendPeriod=25

6. Results.

FXDD Results
Profit- $973.18, MD 4.79%, Profit Trades 28, Loss Trades 5.

FXDD Chart


IBFX Results
Profit- $601.44, MD 8.44%, Profit Trades 25, Loss Trades 6.

IBFX Chart


FN Results
Profit- $937.72, MD 4.76%, Profit Trades 28, Loss Trades 5.

FN Chart


Summary:

FXDD and FN results are virtually the same. IBFX results were off (down) by over 30%. I don't know which Broker's backtest reuslts are closer to forward or live results, but these results should make a concern on which Broker is used when using the MT4 Strategy Tester in EA development and confrimation. Side by Side Demo and LIve results are needed to clarify which Broker's backtest results.

Wackena

Reason: