Big difference in backtest results
You have changed the condition in both test runs:
And some indicators are showing/performing differently on the chart (for example: iTrend indicator).
I mean: EA should perform differently with different brokers by default.
And if EA is having same performance with different brokers so it may be the following: coder used special coding technique/systems to get same performance, or trading on W1 timeframe once in a month, or any other ("special") reason ...
Many EAs are performing the differently for different brokers (because the quotes/data may be different).
And some indicators are showing/performing differently on the chart (for example: iTrend indicator).
I mean: EA should perform differently with different brokers by default.
And if EA is having same performance with different brokers so it may be the following: coder used special coding technique/systems to get same performance, or trading on W1 timeframe once in a month, or any other ("special") reason ...
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
You agree to website policy and terms of use
Hello to all my friends,
I wrote a strategy and took a back test in two different brokers. A single strategy, a time frame and equal parameters and in modeling "every ticke base on real tick" mode.
It's really strange that the results are completely opposite. I would appreciate it if someone could tell me what happened