- The history quality of backtest data
- Having trouble with strategy tester on MT4...
- 99% modelling quality but with a red bar
Please consider which section is most appropriate — https://www.mql5.com/en/forum/172166/page6#comment_49114893
I will assume that you are testing with real tick data. If not, let us know.
Here is a supposition ...
Say for example that your broker only supplies 6 months worth of tick data.
However, on your first VPS, you have been running it for longer than a year, and so it has kept up with the downloads, and accumulated more than a year's worth of tick data. So, the back-test runs without issue.
On the second VPS, let's say you only recently set it up, so it had no previous data, and since the broker only ever supplies 6 months worth of tick data, that is all you have on it. So when you run your back test, you only have a 50% quality.
Obviously, this is just an example to explain a possible reason for the discrepancy.
I will assume that you are testing with real tick data. If not, let us know.
Here is a supposition ...
Say for example that your broker only supplies 6 months worth of tick data.
However, on your first VPS, you have been running it for longer than a year, and so it has kept up with the downloads, and accumulated more than a year's worth of tick data. So, the back-test runs without issue.
On the second VPS, let's say you only recently set it up, so it had no previous data, and since the broker only ever supplies 6 months worth of tick data, that is all you have on it. So when you run your back test, you only have a 50% quality.
Obviously, this is just an example to explain a possible reason for the discrepancy.
Thanks Fernando
I am using [redacted] (Demo) from Australia, and using 'every tick based on real ticks'.
That explanation is probably most likely what has happened. However, why would I get the same results on both tests (identical) when one test has 100% data quality and one test has 12%?
Because in the absence of real tick data, the Strategy Tester creates virtual ticks based on the M1 bar data, which can come quite close to the actual tick data.
So if your EA strategy is not too dependant on minor tick variations (for example, opening positions on the start of a new bar, etc.), then the final results could be very similar or even the same.
It really depends on your strategy and how it manages the positions. If your strategy is robust enough to not be affected by minor tick variations, then that is a good thing.

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