Strategy tester data, differs to broker "demo" account data?
Is the Demo / live account data, specific to the Broker?
johhny6:
Does the back-test data typically differ from the Demo account data?
Thanks.
I'm trying to debug why an EA didn't open a trade for a certain period, when back-testing that day it did, but live on the broker, it did not (even though visually the data is similar).
Is there a way to compare the broker data versus the back-test data? Is the broker data cached/saved on disk?
Or, is it possible to capture/save the brokers data (if you have it open/live/running at the time), and back-test against it optionally in debugging?
Also testing with open prices only has radically changed because my EA now gives me different results. I have to use 1 minute OHLC to get comparable results but even these are still different from what I was getting previously. I do not trade on tick so am surprised this affects me. Critical runtime errors that do not show up in testing are still present on optimization.
- www.mql5.com
I have a specific case, where my EA back-tests over a 4 hour block, but in Live (on a demo account), it did not perform the same way.
Does the back-test data typically differ from the Demo account data?
Is the Demo / live account data, specific to the Broker?
And the back-test data is actually Metaquote data? Or should it be the same??