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alpari or broker data
I had a question about backtesting data; I posted it here because this thread is along the lines of my question even though its long dead..
I have a live account at IBFX and I had been backtesting various EAs on it recently and noticed that their performance would change dramatically in the last few months(end of first graph)..I had not downloaded data from alpari since mid August (after that the eas perfomance was different) ...when I downloaded new data, the results were much better...
(graph 2, same EA and timeperiod)
I was wondering if i should be optimizing EAs to the broker data or the aplari data?
Am I trading with data closer to alpari's(graph2) and the IBFX data is stored with gaps
or is the IBFX data closer to what I'm getting live(end of graph1)
I know backtesting isn't exact by a longshot, but I was wondering which data would be closer to actual live results.. any advice would be appreciated
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