I am testing initially with open prices only as my EA only uses open of bars and indicators. Now when I test results from open prices only testing on every tick I get the exact same entries and results which is great. The EA does not rely on scalping and uses large SL/TP so it makes sense open prices only & every tick results are the same. However my problem is when using Dukascopy tick data for 99% modelling quality - the results are way off! Now I have watched the system in visual mode and with tick data for some reason the EA is opening orders a few bars late and closing them a few bars late - e.g. rsi cross up would enter on open of next bar normally but with the dukascopy tick data it opens a few bars after the cross). I am thinking it may be due to the difference between Alpari (testing broker) and the Dukascopy data but how would this explain such a late entry/exit? There is now time issue here as the EA was not using a time filter. My thoughts are that it could be the indicators being on Alpari data and the ticks on Dukascopy data but that is far fetched and should not affect the EA entry as far as im concerned.
You said . . . "So I am testing my EA with the EXACT same parameters on the d1 timeframe and comparing 90% modelling quality using data from metquotes (history center) with 99% modelling quality using tick data from Dukascopy."
If you are using D1 for your Indicators then there will be a difference of 3 hours between the D1 bars of your 2 data sources . . .