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I found in internet something interesting.
One person asked his broker: why your 1M data is the diffeent by high and low from other broker?
This person proved by images and by everything. Broker answered: yes, all 1M data should be diferent (by high/low of the bar is especially).
So, it is the image (attached). Red is one broker and blue color is the data from an other broker. Different. By high/low especially.
And now we may understand why some EAs are very profitable during backtesting (90%, every tick, several years) and not profitable at all during the forward testing. And some EAs are showing bad results during the backtesting and good in forward one.
Because:
- the data for backtesting we downloaded from one broker (1M data), and forward testing is providing with an other one;
- to provide backtest we converted 1 minute data on to M5, M15 etc timerames but in reality the data should be diffeent even for the same broker.
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