The Strategy Tester sometimes shows significantly different results depending on the account where an EA is executed. Could someone please write down a list of reasons for this phenomenon? Thank you a lot in advance!
- MetaTrader 5 Built-in Trading Strategy Tester
- Subscribe to a trade signal straight from MetaTrader 5
- Algorithmic (automated) trading in MetaTrader 5
laplacianlab:
The Strategy Tester sometimes shows significantly different results depending on the account where an EA is executed. Could someone please write down a list of reasons for this phenomenon? Thank you a lot in advance!
The Strategy Tester sometimes shows significantly different results depending on the account where an EA is executed. Could someone please write down a list of reasons for this phenomenon? Thank you a lot in advance!
Spread
tick count per bar
history data differences
laplacianlab:
Thank you RaptorUK! Which of those do you think is the most important?
With MT5 they all come from the same place, they all come from the history data so if you want a consistent test between accounts move your history data between accounts . . . with most strategies that are on the edge (non profitable) it is usually the spread that will tip them over the edge.
Thank you RaptorUK! Which of those do you think is the most important?
RaptorUK:
With MT5 they all come from the same place, they all come from the history data so if you want a consistent test between accounts move your history data between accounts . . . with most strategies that are on the edge (non profitable) it is usually the spread that will tip them over the edge.
Thank you for you help! I'll do what you say, though I do not understand very well how it's possible that there may be some differences among history data.. Shouldn't all servers provide exactly the same data?
With MT5 they all come from the same place, they all come from the history data so if you want a consistent test between accounts move your history data between accounts . . . with most strategies that are on the edge (non profitable) it is usually the spread that will tip them over the edge.
laplacianlab:
Thank you for you help! I'll do what you say, though I do not understand very well how it's possible that there may be some differences among history data.. Shouldn't all servers provide exactly the same data?
No, there is no central market for Forex, each Broker has his own set of customers and those customers drive price a little differently to another Broker . . . not by much but enough to make the data different. If you look at an instrument that is traded on a single market, for example share prices ( not CFDs ) they will have the same price regardless of Broker.
Thank you for you help! I'll do what you say, though I do not understand very well how it's possible that there may be some differences among history data.. Shouldn't all servers provide exactly the same data?

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