Same EA, same broker feed, same settings but different results

 

Hi there!


I have finished developing and testing my EA and it is currently being live tested. The live test consists of two parallel tests. Setting with 1% risk per trade and a setting with 0.5% risk per trade. The EA´s are running on two different VPS´s but on the same broker feed, two different broker accounts and the broker accounts are the same types (both XM standard demo). The weird thing though is that the trades are not identical to each other. In the backtest report, both settings had the same trades. Only with different risks of course. 


For example, last Thursday the "1% risk per trade setting" executed a GBPJPY long but the "0.5% risk per trade setting" did not. This also happens the other way around. 


I have already searched many hours on how to identify this problem but as far as I am knowledged this only happens on two different brokers. This is logical because every broker has got its own data feed. 

All in all, my question is how can this happen?

Thank you in advance for your help on this topic!


PS: English is not my native language :)

Testing trading strategies on real ticks
Testing trading strategies on real ticks
  • www.mql5.com
The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC", "Every tick" and "Every tick based on real ticks" using actual historical data.
 
Hows this can happen is because brokers may get different data feeds and price is not centralized in FOREX exchanges.
 
Paulus Berend Marcus Vossenberg:

Hi there!


I have finished developing and testing my EA and it is currently being live tested. The live test consists of two parallel tests. Setting with 1% risk per trade and a setting with 0.5% risk per trade. The EA´s are running on two different VPS´s but on the same broker feed, two different broker accounts and the broker accounts are the same types (both XM standard demo). The weird thing though is that the trades are not identical to each other. In the backtest report, both settings had the same trades. Only with different risks of course. 


For example, last Thursday the "1% risk per trade setting" executed a GBPJPY long but the "0.5% risk per trade setting" did not. This also happens the other way around. 


I have already searched many hours on how to identify this problem but as far as I am knowledged this only happens on two different brokers. This is logical because every broker has got its own data feed. 

All in all, my question is how can this happen?

Thank you in advance for your help on this topic!


PS: English is not my native language :)

Also check the ping on the 1st and the second VPS, there may be different execution speed depending on the vps location from the broker's servers.

 
Carlos Albert Barbero Marcos #:
Hows this can happen is because brokers may get different data feeds and price is not centralized in FOREX exchanges.

Thanks for your reply!


The weird thing is that the data feed on both accounts is exactly the same (spread, price feed etc). 

 
Sergey Batudayev #:

Also check the ping on the 1st and the second VPS, there may be different execution speed depending on the vps location from the broker's servers.

Thank you for your reply!


I have checked this and the ping difference is only 0.4 ms. Both VPS's are installed on the same location.