Download MetaTrader 5

Backtesting Alpari vs F2 History Center

To add comments, please log in or register
blogzr3
506
blogzr3  

Testing the same EA for exactly the same period for historical data for the same symbol from the Alpari download website vs historical data obtained via History Center (F2) from the terminal, I am getting quite different results.

I understand there will be differences in the data from different brokers, but the differences I am seeing are as if the results are for completely different symbols. Any comments on why this might be?

Given that they are different, which one would you say would be closer to live trading conditions?

LL1979
70
LL1979  

One reason i can think of is the modelling quality. If one has 90% compared to 25% there will be a difference. Are both 90% then small differences could be there regarding differnt spreadratios but with both 90% and huge differences imho it smells like manipulation.

dustin82
22
dustin82  

Can that also be due to the curve fitting process? I’ve heard due to this process backtesting results are not that accurate

vanes7
13
vanes7  

I agree, for me which matters is the spread and especially how brokers support my performance. It seems interesting more tools on the platforms than usual but this could block me. I’ve a plain platform and I don’t really need more than that

thetrademachine
8
thetrademachine  
blogz3:
Testing the same EA for exactly the same period for historical data for the same symbol from the Alpari download website vs historical data obtained via History Center (F2) from the terminal, I am getting quite different results. I understand there will be differences in the data from different brokers, but the differences I am seeing are as if the results are for completely different symbols. Any comments on why this might be? Given that they are different, which one would you say would be closer to live trading conditions?

Yeah, I have had the same experience getting different results between downloading it from the metatrader history center compared to using the actual tick data of Alpari.

What I have found is that Alpari data is the one you should use because it is actual history tick data, whereas the metatrader download is generated in some way.

Here is a link to Download Alpari M1 data for all 7 major currency pairs 2001 to 2009

https://www.mql5.com/go?link=http://thetrademachine.com/blog/2009/09/29/set-up-metatrader-history-data-get-90-backtesting-quality/

To add comments, please log in or register