How to handle crypto price differences when testing a BTC trading strategy?

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Hi everyone,

I am testing a simple BTC trading strategy and noticed that crypto prices can be slightly different depending on the source. For forex pairs this is already normal between brokers, but with crypto it feels more noticeable because liquidity and exchange structure are different.

I usually check BTC price data from several places, including exchange platforms such as Binance, Bybit and BYDFi, but in MetaTrader the actual execution still depends on the broker symbol and its own feed.

My question is: when building or backtesting a crypto-related EA in MT5, how do you handle price feed differences?

Do you only trust the broker’s historical data, or do you also compare it with external market data before deciding whether the strategy is reliable?

I am not looking for broker recommendations, just trying to understand the best practice for testing crypto strategies in MT5.

Thanks.

 
Treat each broker's BTC symbol as a separate instrument rather than a canonical BTC market. For a test intended to predict execution at broker A, the primary dataset should be broker A's real ticks together with that symbol's contract specification: tick size/value, contract size, volume step, margin mode, trading sessions, commission, swap and variable spread.

External exchange or second-broker data is still useful, but mainly as a robustness test. I would run the same frozen parameters through: (1) the target broker's real ticks, (2) at least one materially different feed, and (3) stress cases for spread, slippage, fees and delayed entry. Also check weekend gaps and periods where the broker did not quote while an exchange did.

Use tick size for price alignment and percentage, ATR or cash-risk units for thresholds where possible; fixed raw "points" are easy to mis-scale across BTC symbols. If a small feed change repeatedly flips entries or exits, that is evidence the rules are brittle, not proof that one feed is wrong.

Importing external ticks can be useful for research, but only if the tester symbol properties and transaction costs are aligned with the imported data. Otherwise the result has false precision. Keep the primary acceptance test on the feed where the EA will actually trade, and use other feeds to measure sensitivity.
 
Maplecccoin:
I usually check BTC price data from several places, including exchange platforms such as Binance, Bybit and BYDFi, but in MetaTrader the actual execution still depends on the broker symbol and its own feed.

The commonly used phrase, "exchange platform," is a bit of an oxymoron invented by the over-the-counter (OTC) crypto coin industry. As you correctly alluded, there is no centralized exchange among the 4 platforms that you mentioned for OTC crypto coins.

Maplecccoin:
My question is: when building or backtesting a crypto-related EA in MT5, how do you handle price feed differences?

Not to be smug, but the best way to handle inconsistent price feeds is to eliminate those altogether by trading a Bitcoin Futures contract listed on a centralized exchange─such as the CME Globex Exchange. In this way, all market participants enjoy the same price format, price discovery, and order execution priority─regardless of the broker-dealer used or a trader's individual wealth/order volume.

https://www.cmegroup.com/markets/cryptocurrencies/bitcoin/bitcoin/specs

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