Exact same EA, different brokers, different results.............. - page 2
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Thx Marco....
ok, so hereby I rephrase again my main question:
- I am aware of the fact that market maker-based brokers manipulate the spread. However, my two brokers in comparison are full ECN brokers who are NOT supposed to manipulate any spreads whatsoever but to earn the commission instead.
- I am aware of the fact that the newer builds of MT4 have the issue with .csv and .hst files etc. However, in the case at hand, I have broker data from each respective broker (no external import).
Hence, the conversion between tick data and M1 data should neither be an issue here.
- I am aware of the fact that in a demo account, there can be difference in backtests compared to a live account resulting from slippage etc. Here however I have live accounts.
- I am aware of slippage in general, however my question here is regarding the pricing itself, so the "spread" rather.
SO, analyzing both ECN accounts, how can it be that:
1. The account on the right has more signals of my entry indicator than the acocunt on the left?
2. This implies that the pricing itself between both brokers differs strongly?
3. Hence the EA leads to completely different results?
So,
if I optimize the EA for the account on the right and it gives good results in the backtest, can this be a good basis for live trading / testing?
If it can happen, it most likely will happen.
I do not know the mechanics behind your ordering process and it is therefore only mere guesswork that i could offer.
This would only make things worse so i can only tell you that thorough analysis is the only thing that can reveal the answers.
This includes doing some research on the local end, but more importantly, also a crucial part of research on the other side, where your trades are carried out.
If this was about virtual testing, without the active connection to the broker, things might be easier to understand by looking at the code and running small test blocks, however,
This does not mean that the part the 'data' is coming from should not be analyzed and compared to one another.
So,
if I optimize the EA for the account on the right and it gives good results in the backtest, can this be a good basis for live trading / testing?
My experience is the exact opposite, also, there are things that simply can not be tested, and so these area's fall outside of the tester's capability,
But it seems that,
Some of these grey area's, that can not be virtually tested, hold some valuable key's.
So i can rightfully state that, if it can be tested, trash it.
This proved to be a value rule for me to filter out 99% of the garbage, but as you know, you should never blindly trust other peoples words.
Ok,
but why would the pricing between both ECN differ so much that even the main indicators of the system give different signals?
Like i said analysis only can bring answers, the real question is, is it worth the time investment ?
Why not take note of these events, and invest your time into, more transparent and more direct solutions ?
Hi Marco...
what would you mean by that? Thx for clarifying...
I am still confused...
How can it be that I have two ECN accounts, I take let's say the last 3 weeks of pricing data.
I ran the exact same EA with exact same settings on boths. But one completely wins while the other completely loses?
And visually backtesting clearly shows that the indicators of the system, while having exact same settings, give different signal in one than in the other.
Grrr...
I would imagine that this clearly shows that the PRICING ITSELF among ECN brokers differs strongly.............so strongly that the same system applied to different brokers will spit out completely different results.
So that would ultimately be the difference in SPREADS I guess.
But shocking how this has a direct impact on whether a trade signal will appear or not.
Grr.
Since my system does not enter intrabar but aftera candle close, that is mind-boggling.
Obviously, if the indicator signal does not appear at all for one broker but for the other; both EAs in both brokers will trade differently already.
Does nobody here have similiar experiences?
Thx