Data Volume is rarely the same. So thats pretty much what you'd expect. Data on a data-server can also be changed or updated according to what I've read before.
Hello unzen
I cannot undertstand
I make the same backtest during 2011 (last one was on november) with fresh historical data download to your site from Alapri UK
The result was always the same on different computer. I decided to make a Backtest in January 2012 and the results are completly different that means the historical data has changed in your server.
For sure my expert is the same, waht could be the reason
Thanks for your help
Here: Me having the same problem as you. For the same results you need same Everything and not just data. To name a few, Market_Info, Spreads, Indicator Calculations, Time, Volume. The list is very extensive. But like you pointed out the Volume is Different. 226 vs 334. One tick can make all the difference between Pass or Fail. If you're asking me why the Volume is different then I really don't know.
However like I said above I remember reading on this forum that Brokers sometimes gather tick-data from more than one data server and merge them and sometimes they even slightly modify historical data. Also, your current broker live data can and will over-ride data which it does not like (this I know for sure from experience), so there's another theory for you.
Do not look at this as a bug unless you work with Mql4 for a while. Ps> It's not my data, nor my site ;) ... I just help people here because others helped me.
Here: Me having the same problem as you. For the same results you need same Everything and not just data. To name a few, Market_Info, Spreads, Indicator Calculations, Time, Volume. The list is very extensive. But like you pointed out the Volume is Different. 226 vs 334. One tick can make all the difference between Pass or Fail. If you're asking me why the Volume is different then I really don't know.
However like I said above I remember reading on this forum that Brokers sometimes gather tick-data from more than one data server and merge them and sometimes they even slightly modify historical data. Also, your current broker live data can and will over-ride data which it does not like (this I know for sure from experience), so there's another theory for you.
Do not look at this as a bug unless you work with Mql4 for a while. Ps> It's not my data, nor my site ;) ... I just help people here because others helped me.
Thanks Ubzen
I am not using data from my broker (alapri uk) but those directly from metaquote
I cannot have information from them for example if they change the historical in 2012.
Don't know what to do now because my expert was working in backtest the last 2 years and now everything is different ...
What is very strange that is M1 seems to be the same but not H4
here are for example the first week of January 2005
2005.01.03,00:00,102.640,102.700,102.350,102.400,1110
2005.01.03,04:00,102.380,103.480,102.360,102.810,1535
2005.01.03,08:00,102.800,102.980,102.490,102.690,1703
2005.01.03,12:00,102.690,102.960,102.500,102.750,1794
2005.01.03,16:00,102.740,102.990,102.590,102.840,1492
2005.01.03,20:00,102.820,102.880,102.630,102.830,1272
2005.01.04,00:00,102.830,102.920,102.640,102.770,1283
2005.01.04,04:00,102.780,102.810,102.430,102.720,1334
2005.01.04,08:00,102.730,104.030,102.490,103.620,1796
2005.01.04,12:00,103.600,103.810,103.300,103.710,1744
2005.01.04,16:00,103.720,104.440,103.690,104.230,1860
2005.01.04,20:00,104.230,104.820,104.210,104.460,1470
2005.01.05,00:00,104.460,104.610,104.240,104.490,1297
2005.01.05,04:00,104.480,104.600,104.260,104.320,1305
2005.01.05,08:00,104.320,105.030,104.250,104.760,1793
2005.01.05,12:00,104.770,104.920,103.990,104.160,1905
2005.01.05,16:00,104.180,104.290,103.750,103.920,1645
2005.01.05,20:00,103.910,104.210,103.900,104.110,1186
2005.01.06,00:00,104.130,104.200,103.890,104.150,1346
2005.01.06,04:00,104.170,104.500,103.980,104.480,1444
2005.01.06,08:00,104.480,105.180,104.440,104.930,1972
2005.01.06,12:00,104.940,105.090,104.570,104.750,1863
2005.01.06,16:00,104.750,105.200,104.720,104.980,1814
2005.01.06,20:00,104.980,105.180,104.910,104.930,1332
2005.01.07,00:00,104.950,105.010,104.680,104.890,1348
2005.01.07,04:00,104.890,104.920,104.470,104.670,1367
2005.01.07,08:00,104.660,104.730,104.230,104.400,1644
2005.01.07,12:00,104.420,104.810,103.860,104.050,2050
2005.01.07,16:00,104.050,105.170,104.050,104.850,1973
2005.01.07,20:00,104.860,105.090,104.730,104.920,1037
after
2005.01.03,00:00,102.640,102.700,102.350,102.400,1551
2005.01.03,04:00,102.380,103.480,102.360,102.810,1751
2005.01.03,08:00,102.800,102.980,102.490,102.690,1757
2005.01.03,12:00,102.690,102.960,102.500,102.750,1803
2005.01.03,16:00,102.740,102.990,102.590,102.840,1645
2005.01.03,20:00,102.820,102.880,102.630,102.830,1587
2005.01.04,00:00,102.830,102.920,102.640,102.770,1517
2005.01.04,04:00,102.780,102.810,102.430,102.720,1478
2005.01.04,08:00,102.730,104.030,102.490,103.620,1814
2005.01.04,12:00,103.600,103.810,103.300,103.710,1762
2005.01.04,16:00,103.720,104.440,103.690,104.230,1878
2005.01.04,20:00,104.230,104.820,104.210,104.460,1668
2005.01.05,00:00,104.460,104.610,104.240,104.490,1540
2005.01.05,04:00,104.480,104.600,104.260,104.320,1413
2005.01.05,08:00,104.320,105.030,104.250,104.760,1811
2005.01.05,12:00,104.770,104.920,103.990,104.160,1905
2005.01.05,16:00,104.180,104.290,103.750,103.920,1735
2005.01.05,20:00,103.910,104.210,103.900,104.110,1645
2005.01.06,00:00,104.130,104.200,103.890,104.150,1463
2005.01.06,04:00,104.170,104.500,103.980,104.480,1597
2005.01.06,08:00,104.480,105.180,104.440,104.930,1972
2005.01.06,12:00,104.940,105.090,104.570,104.750,1863
2005.01.06,16:00,104.750,105.200,104.720,104.980,1841
2005.01.06,20:00,104.980,105.180,104.910,104.930,1584
2005.01.07,00:00,104.950,105.010,104.680,104.890,1582
2005.01.07,04:00,104.890,104.920,104.470,104.670,1448
2005.01.07,08:00,104.660,104.730,104.230,104.400,1689
2005.01.07,12:00,104.420,104.810,103.860,104.050,2086
2005.01.07,16:00,104.050,105.170,104.050,104.850,2009
2005.01.07,20:00,104.860,105.090,104.730,104.920,1379
Re-Create the H4 Data using something like the Period Converter Script. The whole issue of making sure you have quality data and keeping it that way can become a process within itself which I cannot recreate within this post. I'll recommend searching google or this site for stuff about quality data, spread editor and bogus proxy. You'll probably want to also keep your testing environment separate from your live environment.
Ps> Almost forgot. Don't use the data from Meta-Quotes because they have holes.
- The data you download from your broker or otherwise is not likely to be what you'll get in real-time.
- In the light of the above statement, you have to view back-testing as an estimate. If the strategy show drastic changes because of a few tick-volume differences, then it's probably best to start looking for a new strategy.
Re-Create the H4 Data using something like the Period Converter Script. The whole issue of making sure you have quality data and keeping it that way can become a process within itself which I cannot recreate within this post. I'll recommend searching google or this site for stuff about quality data, spread editor and bogus proxy. You'll probably want to also keep your testing environment separate from your live environment.
Ps> Almost forgot. Don't use the data from Meta-Quotes because they have holes.
- The data you download from your broker or otherwise is not likely to be what you'll get in real-time.
- In the light of the above statement, you have to view back-testing as an estimate. If the strategy show drastic changes because of a few tick-volume differences, then it's probably best to start looking for a new strategy.
Hi Ubzen
Tanks a lot for all your response.
My strategy pass 5 years of backtesting with the new historical data but with less profit and more drawdown.
So as you say i plan to use another tick bank data.
I have found a lot with google,what is the best choice for you as my broker is alpari UK.
Thanks
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I am using H4 to backtest on USDJPY
I update the historical data and my backtest has not the same resul.
I check my H4 file before update, all the volume are now different ?
after : 1999.01.04,04:00,113.470,113.700,113.400,113.610,334
Any idea?
Thanks