Data Access

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MCH-servis
14
MCH-servis  
Hello,
I have problems and queries:
I'm creating a trading robot, but I get different dates for the Crude Oil symbol in the Meta Trader 4 tester.
1) other data from the real account and different demo account data from Brokerage
2) Nearly no data (only 10-12 days back) from Trading Point Of Financial Instruments.
3) In both previous cases, the data in the tester does not match the actual data.

I have questions:
1) what is the data path from the source (what is the source) to the Tester in Meta Trader 4?
2) How can I accurately compare the data whether it is realistic to avoid unnecessarily wrong data?
3) What or who may be the cause of data diversity?

Thank you in advance for your reply.

Martin Chvojka

 

Sergey Golubev
Moderator
106052
Sergey Golubev  
The data depends from the broker (every broker it having its own data). So, you are testing/backtesting/optimizing the broker's data to trade on same broker using same data.
Some traders are trying to select the broker with good data - there are a lot of the threads about it in many external forums (but this kind of discussion about the brokers may be prohibited on our forum sorry).
MCH-servis
14
MCH-servis  
Sergey Golubev:
The data depends from the broker (every broker it having its own data). So, you are testing/backtesting/optimizing the broker's data to trade on same broker using same data.
Some traders are trying to select the broker with good data - there are a lot of the threads about it in many external forums (but this kind of discussion about the brokers may be prohibited on our forum sorry).

Hello,

thank you for answer.

Can you still answer the following questions ?:

1) what is the data path from the source (what is the source) to the Tester in Meta Trader 4?

2) How can I accurately compare the data whether it is realistic to avoid unnecessarily wrong data?

3) Can you contact me on some forums about broker data accuracy?


Thank you in advance for your reply.

Sergey Golubev
Moderator
106052
Sergey Golubev  
MCH-servis:

Hello,

thank you for answer.

Can you still answer the following questions ?:

1) what is the data path from the source (what is the source) to the Tester in Meta Trader 4?

2) How can I accurately compare the data whether it is realistic to avoid unnecessarily wrong data?

3) Can you contact me on some forums about broker data accuracy?


Thank you in advance for your reply.


1. From the broker's server (broker's server - to MT4 for optimizing/charts/backtesting/trading).

2. I do not know. Usually the traders are optimizing/backtesting the EAs on broker which they are going to use for trading.

3. Contact? Why? I am not a data specialist ... And I am having different idea about this case ... example:

  • Someone told me: "I optimized the settings/parameters of this EA and it is profitable in backtesting."
  • My question: "Which broker?" (means: which data did you use for optimizing and backtesting? because if I use different broker/data so I may get different resuls ...).
Sergey Golubev
Moderator
106052
Sergey Golubev  

And about Metatrader 5 for now.
As far as I know - MetaQuotes is going to improve MT5 for custom symbols and custom datafeeds so we may use our own data, for example:

https://www.mql5.com/en/forum/9950/page99#comment_4845101

How to Start with Metatrader 5
How to Start with Metatrader 5
  • 2017.04.07
  • www.mql5.com
How to Start with Metatrader 5.
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