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Dua Yong Rew
5397
Dua Yong Rew 2015.01.19 15:49 

After my broker close down after the chf issue

I sign up a new mt5 broker and started optimizing my EA. I was surprise on the speed that it was being optimized.

question

1. is there different format of history data

2. why is there a difference in speed? 

Alain Verleyen
Moderator
30295
Alain Verleyen 2015.01.19 16:25  
doshur:

After my broker close down after the chf issue

I sign up a new mt5 broker and started optimizing my EA. I was surprise on the speed that it was being optimized.

question

1. is there different format of history data

2. why is there a difference in speed? 

Your old broker was using Depth Of Market, which result in a lot more ticks than a "standard" broker.

Do you have a report from an old backtest ? Check the number of ticks.

Dua Yong Rew
5397
Dua Yong Rew 2015.01.20 02:13  
angevoyageur:

Your old broker was using Depth Of Market, which result in a lot more ticks than a "standard" broker.

Do you have a report from an old backtest ? Check the number of ticks.

I don't have the old copy. When I back test with my new broker, the parameters are not so off from the previous one.

Would more ticks makes the parameter a lot different?

Is the back test using max spread recorded on m1 data? 

Dua Yong Rew
5397
Dua Yong Rew 2015.01.20 15:21  
my old broker 44211909

my new broker 20383135

 

this is 2x the ticks... what is the effect of this? 

Alain Verleyen
Moderator
30295
Alain Verleyen 2015.01.20 16:07  
doshur:
my old broker 44211909

my new broker 20383135

 

this is 2x the ticks... what is the effect of this? 

It's at least 2 more ticks to process, so at least 2 times slower.
Dua Yong Rew
5397
Dua Yong Rew 2015.01.21 14:19  
angevoyageur:
It's at least 2 more ticks to process, so at least 2 times slower.
does it affect the parameters when I optimize?
Alain Verleyen
Moderator
30295
Alain Verleyen 2015.01.21 21:33  
doshur:
does it affect the parameters when I optimize?
It can, depends of the strategy.
Dua Yong Rew
5397
Dua Yong Rew 2015.01.22 14:39  
angevoyageur:
It can, depends of the strategy.
thank u
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