Real Time / Back Test different results.. problem explained, solution?? (medium/hard questions)
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"Dear Colleagues:
I have been using my EA with a server, and after analizing results, I have seen some severe differences that I was not expecting, maybe I could get your help because this is a big problem for me.
In order to understand how the EA should behave lets see how it was executed on my server correctly (look real time image attached). The close strategy is simple, after 1AM, when a sell trade is below opening of the day, and the trade itself is at least +5 pips in profit, try to close it every 1 min. In real time it closed as it should.
In order to see how it closed in a backtest take a look at the second attached image, in this case it closed at "83.24" at exactly 1AM (because it complys with the requirements for close).
To understand what was happening I made a backtest making it to show me "Bid and Ask" every tick, and doing the backtest in Daily Timedrame ticks were giving different prices including the 83.24 that activated the close. So at this point I thought the data was corrupted. BUT the interesting thing is that when I perform a backtest in the same period using m30 data, it shows correctly the Bid and the Ask.
Is possible to correct this ? I like a lot the data of my broker, and normally seems to work but I have found some of this kind of errors...Dont tell me to use TickStory or TickDataSuite.
Greetings