ADX values on MT5 are different from other platforms e.g. Interactive Broker, ThinkorSwim etc.

 
ADX values (DI+, DI- and ADX) on MT5 are different from those on other platforms. I compared "Exponential" moving average with 14 period. Can some one help with the right ADX indicator or EA code please. Thanks in advance.
 

The data/quotes/prices are different from one broker to an other one.
Because the charts, the price on the charts, the symbols to trade, and the names of the symbols, and the time of the price on the chart, the trading accounts - all of them are related to the brokers only.

Same with the EAs -

Forum on trading, automated trading systems and testing trading strategies

Why results are different from mt4 to mt5

Sergey Golubev, 2021.11.08 10:17

It should not be same (especially for MT5, because the data of MT5 is not from MetaQuotes).

There are some ways about how to detect "scam" ("forex scam"; and this is very old story).
- one person told: "my EA is profitable for MT4 - look at my backtesting result."
- we can ask: "Which broker?"
- if he reply as "every broker" so it is most probably - "scam".

Next situation:
- "my EA is profitable because I backtested it on MT4 with good modelling quality"
- most probably - "scam" (because backtesting and real trading should not be the same in most of the cases for MT4 within one broker).

Other situation.
- If someone told that "My EA is profitable for broker A during the period of testing because I backtested it with "every tick based on real tick" mode in MT5".
- So, we can trust this result and this person (because it will be same as with real trading for the broker A for example).


 

Forum on trading, automated trading systems and testing trading strategies

Why results are different from mt4 to mt5

Sergey Golubev, 2021.11.08 05:58

The data is not same.
Because the charts, the price on the charts (data) and the time of the price on the charts are related to the brokers only.

Yes, there are some EAs which are having same performance with almost every broker, but those EA were coded especially for this case.
And any other EAs should perform differently from one broker to an other one.

 
As Sergey pointed data differences is the main reason. To explain further: "even similar prices is not enough. For some EAs or indicators they have to be the same to the very least valued digit."