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Old 03-16-2007, 07:17 PM
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Huge differences in backtesting

Why is this ?

I ran the exact same test with two different brokers, both using the same data, same spread, leverage, starting balance ect.

What is causing the test to be different?

Also in live testing the results are oppisite. Velocity is performing better than IBFX. Does IBFX manipulate there backtester somehow ?
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File Type: jpg IBFX.jpg (122.8 KB, 143 views)
File Type: jpg Velocity.jpg (111.6 KB, 128 views)
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Old 03-16-2007, 07:26 PM
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Different number of bars in your statements. Seems gaps in hostory for some broker.

Besides if EA is coded on open bar so open bar price and high/low of every bar is different for different broker.
For M5 timeframe it is very different (not 1 and 2 points - even more).
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Old 03-16-2007, 07:34 PM
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I downloaded Metatrader history for both tests. shouldent it be the same data?
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Old 03-16-2007, 07:51 PM
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in your statement:
IBFX, bars in test 90479
Velocity, bar in test 89699.
780 bars in difference.
If everything is the same so there are some holes/gaps in the history. Not because of you. Because of the brokers.

Besides i think your EA was coded for open bar or for high/low of the bar and in this case it should be very different for different broker.

Last edited by newdigital; 03-16-2007 at 07:55 PM.
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Old 03-16-2007, 11:45 PM
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I

The long term results are the same. . . too bad it caps out at 100 lots. should be an exponential growth curve instead of a linear.
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Old 03-17-2007, 10:04 PM
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Yes i agree that different brokers have different data feeds. Id be more interested to see the difference in the results between backtesting, demo forward testing, and live forward testing.

It would be really intresting to see the difference of each is...

-Mikhail
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Old 03-18-2007, 06:03 AM
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I can almost guarantee that there is some problem with that data. I got that kind of great results, and I was using the data I downloaded from Metatrader by using the download data button from the history option in MT4. It is really representative data and I think it is faulty. However, the results may not be that great, but maybe good enough to make you a millionaire few times over

good luck.
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Old 03-20-2007, 08:05 AM
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Anyone here know why the live server and demo servers have different results.

I have 2 live accounts and 2 demo accounts running currently, all with the exact same EA. All with different results.

are the brokers delaying the demo servers or something ? anyone have an explination ? I am not complaining because the live servers give better results than the demo, but i dont like suprises. And would like to know the differences so that I can make the proper adjustments when i am testing new strategies.

Thanks,

KK
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Old 03-20-2007, 09:36 AM
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Basicly it should be the same: real and demo for most of the brokers.
There are small differencies for real and demo server concerning execution of the orders (real server may do it more "slowly"). And the other is the spikes for demo server more than for real. And data "gaps" are in different places may be ...

But, basicly the different results you are getting because of different bars testing. It is not your mistake. It is the broker's gap in data.

Besides, may sure that you did not download the data from metaquotes because metaquotes data is coming "from nowhere" but you need the data exactly for your broker. And sometimes as i see the MetaTrader may download the data automatically for new versions of Metatrader and it is difficult to know: the data "from nowhere" or downloading from broker's server. That is why i prefer backtesting on the biuld 198 for example. Because if i use biuld 200 or higher so the data may be mixed.
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Old 03-20-2007, 03:13 PM
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Quote:
Originally Posted by Kurka Fund
Anyone here know why the live server and demo servers have different results.

I have 2 live accounts and 2 demo accounts running currently, all with the exact same EA. All with different results.

are the brokers delaying the demo servers or something ? anyone have an explination ? I am not complaining because the live servers give better results than the demo, but i dont like suprises. And would like to know the differences so that I can make the proper adjustments when i am testing new strategies.

Thanks,

KK
Does the EA generate less trades on the live account or more trades, or does it enter/exit and different prices than demo? There might be a way to remedy that problem. I do believe demo servers are slightly delayed.
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