Since many of the MT4 brokers provide very short historical data, so I download the historical datas from tickstory.com. After I do the optimazation backtesting and have chosen the optimal parameter set, I use this to run a back testing by using the "Every tick..." from the broker. But the result is very terrible.
I wonder if the other also have such a problem?
I am not sure this has something to do with the TickStory-Lite versin and the MT4 version?
I've downloaded the TickStory-Lite v1.5.3. My MT4 has the verison of 4.00 Build 1090 (19 May 2017). I am not sure if this is a problem of compatibility?
I don't think my problem is of "over fitting". If it is a "over fitting", where does this over fitting come from? From the optimazation using the historical data from my MT4 broker? Or from TickStory?
I do not use the tick datas. I've downloadsed the minute datas from tickstory.com and use the "PeriodConverter" to convert them to 5min, 15min etc.