Backtesting (????)
Why do the different brokers´s backtest produce diferent results?
If I stand on the daily timeframe, and use the "tick" Model, does the software "look" at H4, H1, 30M,..etc down to the M1?
does it use fractal interpolation at the M1 level or the D1 level?
Im a littel confused, my EA uses a daily tiem frame (D1) and "tick" Model. does the backtest in any way use M5? and if so How?
Im getting diferent results with the same system on MIG and Metaquotes Backtest, why is that so?
If I stand on the daily timeframe, and use the "tick" Model, does the software "look" at H4, H1, 30M,..etc down to the M1?
does it use fractal interpolation at the M1 level or the D1 level?
Im a littel confused, my EA uses a daily tiem frame (D1) and "tick" Model. does the backtest in any way use M5? and if so How?
Im getting diferent results with the same system on MIG and Metaquotes Backtest, why is that so?
I have the same problem. I have noticed that some data are corrupt. For example too many bars in a row have the same volume, wich is nonsense. Getting paid data would may be solve this problem, I dont know.
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If I stand on the daily timeframe, and use the "tick" Model, does the software "look" at H4, H1, 30M,..etc down to the M1?
does it use fractal interpolation at the M1 level or the D1 level?
Im a littel confused, my EA uses a daily tiem frame (D1) and "tick" Model. does the backtest in any way use M5? and if so How?
Im getting diferent results with the same system on MIG and Metaquotes Backtest, why is that so?