[help] EA results varies because of weekend data. How to remove?
Hi, I am developing an EA using ichimoku indicator with Alpari historical data and its all fine.
But when I tried to use the EA on Oanda and the results varies slightly. I suspect is because their feeds have weekends data included and that messed up the ichimoku lines.
and what timeframe is your EA trading Daily or 4H Bars might be different
because of the timedifference brokertimezone
What was the difference in the Spread between the 2 Brokers ?
Oanda was 1 and Alpari was 0.9 iirc.
I do a difference in spread can cause different results. But this time the total number of trades changed quite abit too, so I suspect is with the added weekends data that changed the indicator's lines, which in turn altered some of the entries and exits.
and what timeframe is your EA trading Daily or 4H Bars might be different
Hourly
" the results varies slightly "
Brokerdata is slighty different all the time but
the results you are talking about is that when you backtest EA in weekend with Strategy Tester ??
Oanda was 1 and Alpari was 0.9 iirc.
I do a difference in spread can cause different results. But this time the total number of trades changed quite abit too, so I suspect is with the added weekends data that changed the indicator's lines, which in turn altered some of the entries and exits.
" the results varies slightly "
Brokerdata is slighty different all the time but
the results you are talking about is that when you backtest EA in weekend with Strategy Tester ??
Yea, erm, not only weekends but I back tested them over a 5yrs period using tick data.
The total profits, total number of trades, max drawdown, max consecutive loss... all varies. =\
Yea, erm, not only weekends but I back tested them over a 5yrs period using tick data.
The total profits, total number of trades, max drawdown, max consecutive loss... all varies. =\
If you do the test in weekend time then the spread is for most brokers widden up
Results differ because of that You can create a separate backtestaccount only for testing not for trading
In your first post you said . . " results varies slightly " and now you say that "the total number of trades changed quite abit " . . . the time range of the data is probably the same in both cases, if they have different timezones it may appear that one does not have weekend data. If you want to check switch them both to H1 and see how many bars there are in a week.
I apologize if I made some confusion with my words. I was trying to mean, alot of the values changed slightly.. but when all of the values changed slightly, i suppose its quite major...
.. and Oanda definitely have more bars. Oanda weekends starts at around Fri gmt-3 2300-0000, ends around gmt-3 Sun 2100-2200, while Alpari weekend starts at gmt-3 2300 and ends at 0000.
So there are like an extra 3-4bars of data everyweek on Oanda's feed
If you do the test in weekend time then the spread is for most brokers widden up
Results differ because of that You can create a separate backtestaccount only for testing not for trading
Oh, I get what u mean. Yea, I got that taken into consideration so I don't think the weekend spreads is the problem.
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Hi, I am developing an EA using ichimoku indicator with Alpari historical data and its all fine.
But when I tried to use the EA on Oanda and the results varies slightly. I suspect is because their feeds have weekends data included and that messed up the ichimoku lines.
I thought about a couple of ways to solve but am not really sure..
1. Hide or remove weekend bars from the chart (not sure if possible)
2. Modify the ichimoku indicator to not calculate the bars on wekeends (not sure how to do it)
3. Change broker and not use Oanda (kind of used Oanda for years tho...)
Can you guys give any suggestions or help?
Thanks!