Strategy tester data, differs to broker "demo" account data?

 

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??

Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Account Properties
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Standard Constants, Enumerations and Structures / Environment State / Account Properties - Documentation on MQL5
 
johhny6:

Is the Demo / live account data, specific to the Broker?

Every broker provides his own data.
 

johhny6:

Does the back-test data typically differ from the Demo account data?

You should read the article The Fundamentals of Testing in MetaTrader 5
 
Rosh:
You should read the article The Fundamentals of Testing in MetaTrader 5


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?


 

Hi johhny6, the datas had been saved in your computer as *.hcc files. you can convert them to *.csv files by the products, then you can import the datas(OHLC) to excel or other database to compare the datas.

 
In build 619 the tester keeps stopping at certain points and in the journal it states certain bytes of data are not available despite the fact the server being used to test is on line.

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.
Documentation on MQL5: Standard Constants, Enumerations and Structures / Indicator Constants / Price Constants
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Standard Constants, Enumerations and Structures / Indicator Constants / Price Constants - Documentation on MQL5
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