I'm trying to test an expert in strategy tester in the same computer on two different brokers MT4 platform. They are both build 950.
I have downloaded M1 historical data from FXDD and by using period converter, convert it up to Monthly data sucessfully in both terminals, checked all TFs, fine. Report gives 90% tick quality both.
The expert has same inputs, same data, same slippage in both terminals however results are slightly different. If it would be a demo or live, I would consider the difference as normal however both test are performed in strategy tester. No latency issue, no hidden slipage or different spreads etc etc.
I know that brokers could develop some addition things at the top of MT4 terminal but I wonder if they could able to implement something that would change the expert behaviour in strategy tester level?
How can I purely backtest the expert behaviour off-line without any broker impact?
This software has no equals in the world and represents a universal trade "console" covering trading signals, automated market entry, setting of Stop Loss and Take Profit, as well as Trailing Profit for multiple trades at the same time in a single open window. Intuitive control of the Expert Advisor in "three clicks" ensures a comprehensive use of all its functions on different computers, including tablets PCs.
Interacting with additional signal indicators that mark the chart to give a real mar
This is an utility for automatic scaling of a chart and making at least 140 bars visible in it. This is necessary for a correct wave analysis according to the Bill Williams' strategy "Trading Chaos". The utility can be used on any timeframe available in МetaТrader 5.
It draws a vertical line through the first bar the calculation starts from. This line allows you to see the probable starting point of the wave sequence along with a sufficient number of bars displayed in the chart. It also makes t
The script allows users to easily close positions if their profit/loss reaches or exceeds a value specified in pips.
Please set slippage value first. Sometimes some positions do not close due to high volatility of the market. Please set larger slippage or restart the script.
The indicator is intended for determining the spread and swap size, the distance for setting stop orders and stop losses from the current price allowed and the risk per 1 point in the deposit currency.
The indicator informs a trader about possible additional expenses and profits connected with transferring a position to the next trade session of the financial instrument. It also informs about the spread size and the distance of pending orders, stop loss and trailing from the current price. In a
The main purpose of the indicator is to determine and mark trade signals on the histogram of the Accelerator Oscillator, which were described by Bill Williams in his book "New Trading Dimensions". The list of signals:
The buy signal when the indicator histogram is below the zero line. The sell signal when the indicator histogram is below the zero line.The sell signal when the indicator histogram is above the zero line. The buy signal when the indicator histogram is above the zero line. The
PipTick VSA is based on the original Volume Spread Analysis method. It was designed for quick and easy recognition of VSA patterns. Even though this indicator looks very simple, it is the most sophisticated tool that we've ever made. PipTick VSA indicator is a really powerful analytical tool that generates very reliable trading signals. Because it is very user friendly and understandable, it is suitable for every type of trader, regardless of his experience.
What is VSA?
VSA - Volume Spread An
Are you a swing trader? The PZ Swing Trading is the first indicator designed to detect swings in the direction of the trend and possible reversals. The indicator studies several price and time vectors to track the aggregate trend direction and finds situations in which the market is oversold or overbought and ready to correct.
Profit for market swings without getting whipsawed The indicator displays the trend direction at all times A colored price band represents the opportunity baseline C
The trade strategy is based on three moving averages. To determine the trend, it uses three exponentially smoothed moving averages: FastEMA, MediumEMA and SlowEMA.
Buy signal: FastEMA>MediumEMA>SlowEMA (upward trend).Sell signal: FastEMA<MediumEMA<SlowEMA (downward trend).Input parameters:
Inp_Signal_ThreeEMA_FastPeriod = 8;Inp_Signal_ThreeEMA_MediumPeriod = 38;Inp_Signal_ThreeEMA_SlowPeriod = 48;Inp_Signal_ThreeEMA_StopLoss = 400;Inp_Signal_ThreeEMA_TakeProfit = 900;Inp_Money
Cluster analysis is now available in MetaTrader 5!
YuСlusters indicator builds a cluster graph based on tick data. For exchange instruments it is the volume and the last deal price, for Forex instruments it is the real or tick volume (depends on broker) and selectable type of the current price: Bid, Ask or (Bid+Ask)/2.
There are 5 criteria of cluster generation: Time interval, the criterion is set in seconds. Price range, the criterion is set in points. The current cluster is closed when the
The script is intended for automatic placing of Sell Stop pending orders, Stop Losses and Take Profits on the user specified levels. This script is not that useful as "Virtual pending buy stop", since short positions are opened as Bid price crosses the levels. Thus spread widening is not dangerous. Nevertheless, you need to have this script to prevent unwanted hitting of the Stop Loss levels.
Automation of the process of placing the Sell Stop pending orders, Stop Losses and T
The indicator has standard settings. The new modification of indicator provides special marking of the segment when the moving averages begin to form a cross in one direction or another. The Alligator`s cross indicates that the trend is about to change. Modified Alligator helps traders to determine a trend on a particular timeframe even if the averages are intertwined and have a shift in the future. Direction of a trend is determined by a cross of the averages with a specified marking area on th
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Trend Laser with Volt Impulse
Strategy: Confirm impulsive signals Watch Video: (Click Here)Trend Laser with Energy Beam
Safe Automatic is a safe MetaТrader 5 trading robot working autonomously on a VPS server. The good results are achieved on EURUSD.
The EA applies modified versions of a trend-following strategy, half-pyramiding, scalping, Elliott Wave method and speculating trading with a deposit protection. The EA switches the strategies automatically. The program also takes the news calendar into account: the robot does not enter the market in a 10-minute interval before and after a news rel
The indicator calculates the actual status of your position on FORTS market. Since your position is re-calculated after each clearing on FORTS and other futures markets, you can see the status of your position on the chart and in the "Profit" section only starting from the last re-opening (clearing). The indicator solves this issue by displaying the level of the very first deal opening, the actual profit, swaps, and commissions. The product is most useful for mid-term and long-term deals on FORT
Multi-TimeFrame version of the Super Trend (SuperTrend) indicator with filling function based on MQL4 code.
TimeFrame - used time frame:
Can be any of ENUM_TIMEFRAMES values.
TimeCorrection - use time correction:
Can be true or false (see the first screenshot with true input and a second is false).
Period - period to calculate the index:
Can be larger than 0. Multiplier - value of multiplier parameter:
Can be larger than 0. ShowFilling:
The Expert Advisor implements the classic "triangular arbitrage", which is successfully used by hedge funds.
Arbitrage refers to a class of neutral-market strategies, in which the profit or loss of open positions does not depend on the direction of the market movement as a whole.
In order to take profit, the EA exploits a weak spot of market makers - it utilizes the difficulty of combining cross rates of individual currency pairs.
The advantages of the strategy are the following:
Active Lines - a powerful professional tool for operations with lines on charts. Active Lines provides a wide range of actions for events when the price crosses lines. For example: notify, open/modify/close a position, place/remove pending orders. With Active Lines you can assign several tasks to one line, for each of which you can set individual trigger conditions, as well as conditions for re-activations and the number of possible activations.
Active Lines helps you easily organize various tr
The Expert Advisor moves open positions to breakeven.
The EA can be launched on any chart. It tracks all open orders regardless of a symbol it is attached to. When the price moves the amount of points specified in the parameters, the order is relocated to breakeven.
The robot has only two parameters:
NonLoss - number of points to move StopLossPips - number of profit points the price should pass, after which the order is relocated to breakeven.Note! Moving to breakeven is done at the opening o
A script for opening a grid of orders
If you need to quickly open several pending orders (Buy Limit, Sell Limit, Buy Stop, Sell Stop) on a certain distance from the current price, this script will do all the routine for you! Allow AutoTrading before running the script.
Run the script on a chart.
Language of messages displayed (EN, RU, DE, FR, ES) - language of the output messages (English, Russian, German, French, Spanish). Price for open - open price. If set to
Purpose and functions of the indicator
The indicator determines and marks the moments of trend change on a chart based on the theory of fractal levels breakdown on any time frames. If a breakdown based on all rules is real, the horizontal lines will appear on the chart with corresponding color. If there is an up trend, the line will be blue. In the descending trend the line will be red. The blue line is a strong support level, the trader should look for buying opportunities above this line. The
Scalper with Automatic Parameter Setting
Would you like to have an Expert Advisor that could automatically calculate trade parameters and adjust to the current market situation?
We present you our new development for the Forex market. This is a tick scalper for МТ4 and МТ5 - TickSniper.
Trading with it is fully automated. Forget continuous monitoring - this Expert Advisor trades independently. Its settings have been optimized over the course of testing on our real accounts.
The main purpose of the indicator is to detect and mark trade signals on the histogram of the Awesome Oscillator according to the strategies "Trading Chaos, second edition" and "New Trading Dimensions".
The indicator detects and marks the following trade signals:
"Two peaks" - Divergence. The signal "Second wise-man" - third consequent bar of the Awesome Oscillator after its color is changed. The histogram crosses the zero line. The signal "Saucer".The indicator includes a signal block th
FourAverage: A Breakthrough in Trend Identification
With evolving information technology and increasing number of market participants, financial markets get less and less analyzable using good old indicators. Common technical analysis tools, such as Moving Average or Stochastic alone, are not capable of identifying the trend direction or reversal.
Can a single indicator show the right direction of the future price, without changing its parameters over 14 years' history, while at the same time
Trading Chaos Expert Lite is a light version of Trading Chaos Expert. In the Lite version it is not possible to receive the table of trading signals, automatically place pending orders based on them and maintain open positions for multiple symbols at the same time in one window. Only the Current Chart mode is available. In all other features the panel is fully consistent with the basic version of the Expert Advisor.
This is, rather, a well thought out trader's assistant which is not easy to do
TTMM – "Time To Make Money" – Time When Traders Makes Money on the Stock Exchanges
The ТТММ trade sessions indicator displays the following information:
Trade sessions: American, European, Asian and Pacific. (Note: Sessions are displayed on the previous five days and the current day only. The number of days may change depending on the holidays - they are not displayed in the terminals. The sessions are also not displayed on Saturday and Sunday).
The main trading hours of
Does not support hedging orders on a single symbol on MT5
MultiMTCopier MT5Source - new and improved multi-terminal positions copier for your real / demo account, works faster, requires less, flexible in managing and upgrading, new information support. This expert is designed for terminal MetaTrader5 from which the position will be copied.
The EA will copy all positions without delays Additionally integrated notification in situations requiring user attention Buttons for re
SafeZone is a method for setting stops on the basis of recent volatility, outside the level of market noise. It is described in "Come into my Trading Room" book.
In a downtrend, SafeZone defines noise as the portion of the current bar that extends above the high of the previous bar, against the downtrend. It averages the noise level over a period of time and multiplies it by a trader-selected factor.
For short trades, it adds the average noise level, multiplied by a factor, to the latest hig
The script is intended for automatic placing of Buy Stop pending orders, Stop Losses and Take Profits on the user specified levels.
Avoiding unwanted entering a long position in case of false hitting the level as a result of widening of the spread by a dealing center. Avoiding unwanted triggering of a Stop Loss in case a quote pierces a significant level (fractal) without further confirmation with the close price. Setting a necessary virtual order and entering the market in
qAutoActivation indicator is one of the main components of Trading Chaos Expert trading expert panel. The indicator displays the current trend on the current timeframe. This is the first indicator that is attached to the chart and saved in the trading complex template. It defines what trading signals from the expert panel should be automated for market entry (bullish or bearish ones).
When the trend changes, the indicator changes the line color and, at the same time, highlights the trading pane
VirtualTradePad is a panel for managing main orders in МetaТrader 5: Buy, Sell, Buy Stop, Buy Limit, Sell Stop, Sell Limit, Close, Delete, Modify, Trailing Stop.
This version is for informational purposes. Analyzing the main trade strategies using 10 indicators and 8 timeframes, the panel draws signal direction.
This pane is a part of the VirtualTradePad series that took 2-nd place in the Best Graphic Panel.
A free of charge demo version - VirtualTradePad Lite.
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That is to be expected, as the current or week-end closing prices of the currency pairs will be slightly different on various brokers. This is noticeable when the currency pair being tested requires an exchange rate to be applied to be calculated for the Deposit/Balance currency.
For example, lets say you are testing the "GBP/JPY" but your Deposit/Balance currency is in "USD". In this case your Profit or Loss has to be converted from "JPY" to "USD" and to do so the Strategy Tester uses the current exchange rate given by the broker which can be slightly different on another broker.
However, if you were testing the "EUR/USD" and your Deposit/Balance is "USD", then there should be no difference between brokers as the tick value is already in "USD" and so no exchange rate need be applied (except for other factors).
EDIT: You can also read the following post as it is related: https://www.mql5.com/en/forum/159037
Thanks for your prompt answer. Since the data is the same (downloaded from as M1 data) I'm not sure if it's related with weekend closing prices. I 'm testing 2015-Q3 to 2016-Q1, so no recent data tested.
The deposit issue was something I did not consider however the # of open positions changed as well. In one broker it opens 30 positions, other 31. I suspect from data but the data is completely same. I've fully clear all M1 to Monthly data from history in both cases and import the M1 data fresh. Both account is USD based and I'm testing GBP/USD.
I've checked the topic you mentioned, in my case, every time I run the code in the same broker, it gives the same result. There is no change in the same broker or in the same terminal. So there can't be any randomless issue in the code.
Since the data is the same (downloaded from as M1 data) I'm not sure if it's related with weekend closing prices. I 'm testing 2015-Q3 to 2016-Q1, so no recent data tested.
Even if there is no currency conversion on testing GBP/USD with USD Balance, there can still be differences due to specific broker conditions (for example different values between brokers such as "Leverage", "Stop Level", "Freeze Level", "Lot Size:
Min,Max & Step" and others).
Also, even though you downloaded the same M1 data, there is no guarantee that the "emulated" tick data that MetaTrader produces will be exactly the same every time on different setups (due to minor factors in play).
The only way to guarantee exact match is to have an exact same FXT file produced with "real" tick data (and the same properties/conditions), and to do that you will need to use 3rd party tools such as "TickStory" or "Birt's Tick Data Suite" (or others).
The following screenshot from TickStory shows the properties ("Leverage", "Stop Level", etc.) that are stored in a FXT file and that affect the outcome of the back-test (and thus cause differences between two different setups):
EDIT: PS! Also remember that different brokers may also have different Time-zones that will also affect the outcome.
One more item I need to mention and it is a very important one.
Obviously I understand that you want to make sure that your EA is running correctly and that you are executing your back-tests properly and that is why you are trying to identify the differences when testing your EA against various brokers.
However, it is actually a GOOD thing that you are getting differences as that will allow you to test your EA against various environments and brokers and thus improve its functionality so as to adapt to those differences.
Thanks again, you are giving valuable information, I'll check tickstory. You are also right that I'm testing in different environment which sould make me more comfortablebut in fact I'm not :-))
The data I downloaded is not 99% quality, it's 90% and this makes difference between real trading and backtesting (even 99% could make difference, I accept this). Which I couldn't understand is that the terminal softwares have the same build thus should excatly behave same during strategy testing, independent of broker's values/setting etc. I'm not testing on demo or live, this could make difference but backtesting should not. I could also accept that backtest data I've downloaded is not accurate and in demo or live trading results could make differences but in the same dataset it should behave exactly same.
Suppose that I want to sell or hire my expert. I should show some backtest results, calculate sharpe ratio etc, should I say, according to Broker-A's terminal backtest results profit is 5263USD and according to Broker-B's terminal it is 4712USD? My backtest results are as below:
Profit 5263USD, profit factor=3.06 Trades=33 Drawdown 8.20%
Profit 4712USD, profit factor 2.95 Trades=32 Drawdown 6.33%
If I cannot find and accept a reason why two terminal results are different, I would conculde that the additions that brokers made on MT4 terminal could impact expert trading! They could as well stop/block some functionality in the expert with purpose or without purpose.
PS.Previously I observe a different issue between a broker's demo system and live. I was running an expert that calculates linear regression slope. I have tested and verify in the same brokers terminal with demo account and when I connect to live from the same terminal the linear regression didn't work. The same broker, same expert (even in the same directory with same settings) but probably different servers made difference. It was only drawing the regression no trading. The regression values became zero in live but working perfectly in demo. Broker didn't find anything or didn't really checked!
Thanks again, you are giving valuable information ...
I've just finilized another fresh installation of MT4 downloded from metaquotes.net, load the same history data (M1 to Monthly) and copy my indicators/expert.
The same testing performed between same dates and same spread etc.
Profit 3854USD, profit factor=2.91 Trades=25 Drawdown 6.19%
Between broker-A and broker-C there is a huge difference in terms of profit and # of trades.
I also did a different test, I've copied the ex4 expert of broker-a terminal into broker-b terminal (not perform compile) the results still different.
I suspect from the implementing of historical data, but will try to verify each data is copied as same in TF 5 and above. I'm sure about M1 data but how period converter works I'm not sure about it.
I know that broker's apply different rules and conditions but backtest should not vary from broker to broker. It could differ from histroical data to historical data but not from broker to broker.
I know that my expert will not work in live as in backtest due to sliappage, market conditions, different spread, different LPs etc but I would expect that it gives same results with same settings and data in backtesting. I currently could not get a "reference" performance of my expert. The live performance is something on top and different issue.
The linear regession case, it works in other broker's live and demo but only in one broker it works in demo but not live. I'm pretty sure that it's not a coding issue since the same ex4 works in different brokers. I also think that my case is not a coding issue, I run it many times with the same settings, getting same results but when I change the terminal it differs. I'll make a couple of different setups and try to undersand if it's a historical data implementation issue or not. Thanks.
aed71: >> I know that broker's apply different rules and conditions but backtest should not vary from broker to broker.
Wrong! I have already pointed out (several posts) that there are many reasons for being different and I have already listed several, yet you have not comment once on them.Do you know what "Stop Level" or "Freeze Level" is? Does you code adjust stop sizes based on it?Does you EA adjust the prices based on the tick size (and not the point size which is the incorrect method)?Does you code check for the minimum, maximum or step size of lots?Does you code check the leverage and margin risk?etc.
Wrong! I have already pointed out (several posts) that there are many reasons for being different and I have already listed several, yet you have not comment once on them.
aed71: >> but I would expect that it gives same results with same settings and data in backtesting.
Wrong again! I have already pointed out that the Strategy Tester "emulates" tick data and that is NOT the same as "real tick data", nor does it have delays or latency problems or re-quotes that live or demo forward tests have.
aed71: >> I'm pretty sure that it's not a coding issue since the same ex4 works in different brokers.
again! You have just described the classical "bug" - your code is unable to adapt to a particular condition of which you are not aware. In the very least your code should detect the abnormality and warn you about it. The very fact that you don't know WHY it is happening with just that broker's live account is the proof that it is a "condition" that the code (and you) does not cater for. There is an old saying in programming - G.I.G.O; which is quite cynical, but roughly translates into the idea that a program can only be as good as the knowledge that went into it, and when it fails it is in fact the coder/programmer that failed and that the "bug" is in the human (not the machine). That is why coders/programmers have to continually improve their knowledge and experience in order to improve their code.
EDIT: PS! If you want, send me a PM and the details of the broker account that does not work and I can test your ".ex4" file on it and offer you debugging advise.
I'm not able to send my code even ex4. The example I gave about the linear regression code was 2 years ago. I'm not even using it and the issue is not that code, it was just an example that there can be different implementations of brokers even in their different servers.
The issue is backtesting (even offline) differences between MT4 terminals. The issue is also not real trading vs backtesting differences. Why the same expert works differently in broker-a and broker-b terminals.
I'm currently suspecting historical data differences between terminals. I need to check the consistancy of historical data between terminals.