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Do you know C++? MQL5 has much in common with it. Just try it yourself!
Andrzej Dziedzic
167
Andrzej Dziedzic 2014.12.21 21:02 

Hi Guys,

 

I'd like to share my thought with you on some strange incident during backtesting. I noticed that when you backtest exactly the SAME Expert Advisor with THE SAME parameters, you can get completely different results between two MT4 platforms for two different brokers.

 

Well, I can understand that brokers quote differently, but hey. It should not create that huge disproportions as you can see on below screens.

 

Below is the comparison of account balance - it's exactly the same EA (same code, same parameters, same currency, same period) backtested on two different brokers. The accounts vary on account balance and leverage, but as far as I know this should not have such impact.

 

Have you ever had similar experience to this? 

 

 

 

 

Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Account Properties
Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Account Properties
  • www.mql5.com
Standard Constants, Enumerations and Structures / Environment State / Account Properties - Reference on algorithmic/automated trading language for MetaTrader 5
Stuart Browne
5609
Stuart Browne 2014.12.21 23:02  
It would really depend on the logic of your EA but yes, this is quite possible. Did you have fixed spread set or was it set to "current". That can also have a huge impact
Dua Yong Rew
5208
Dua Yong Rew 2014.12.22 16:28  

data feed is different hence the difference

opening time of monday candle can be different also 

Andrzej Dziedzic
167
Andrzej Dziedzic 2014.12.22 17:30  
I am using current spread on both platforms. However, I just noticed there is a time difference between those two brokers, which has an impact on the logic of my EA. Thanks guys!
Stuart Browne
5609
Stuart Browne 2014.12.23 00:36  
ad123:
I am using current spread on both platforms. However, I just noticed there is a time difference between those two brokers, which has an impact on the logic of my EA. Thanks guys!
You're welcome. Just remember, using "current spread" will give you unpredictable results. Best to always set it to a specific number which should be an average for that pair on that particular broker.
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