MT4 Bollinger Bands gives slightly wrong value.. or ?

[Per Tobias Lindell]

Hi

I develops all my EA in Amibroker, and I notice something strange. Amibrokers Bollinger value and Metatraders gives slightly different values. The diff is often around 0.00006 , please find attached a screenshot for further comparison. 

I know by earlier experience that the support for Amibroker can somewhat "we are always right and don't bother ask about other stuff", and to be honest, I have full confidence in Amibroker (they are often right, excellent software.. ). But the problem exists nevertheless that there are a slight difference between the values that creates some inconsistency for my EA. I notice for example that a specific EA traded 11 times in Metatrader during May,  but Amibroker gave signals 13 times. The difference are tiny as you can see  (Amibroker, 2021.05.24, 02:15 : 1,21821, MT4 the same time  1,21827 , diff on 0,00006 ). Tiny diff, but the result is 2 trades during May..

Are there different ways Amibroker and Metatrader  calculating BB ?

And.. 

The same data, exactly the same parameters etc. 

Any suggestions?

[Fernando Carreiro]

Per Tobias Lindell: I develops all my EA in Amibroker, and I notice something strange. Amibrokers Bollinger value and Metatraders gives slightly different values. The diff is often around 0.00006 , please find attached a screenshot for further comparison. I know by earlier experience that the support for Amibroker can somewhat "we are always right and don't bother ask about other stuff", and to be honest, I have full confidence in Amibroker (they are often right, excellent software.. ). But the problem exists nevertheless that there are a slight difference between the values that creates some inconsistency for my EA. I notice for example that a specific EA traded 11 times in Metatrader during May,  but Amibroker gave signals 13 times. The difference are tiny as you can see  (Amibroker, 2021.05.24, 02:15 : 1,21821, MT4 the same time  1,21827 , diff on 0,00006 ). Tiny diff, but the result is 2 trades during May.. Are there different ways Amibroker and Metatrader  calculating BB ?

No, the data is not exactly the same and so the results will also not be the same.

Brokers DO NOT all have the same quote data. They almost always have a slightly different feed. Forex is not a central market.

If they are Non Dealing Desk brokers, then data feeds will be similar but not exactly the same. In the case of Dealing Desk or Market Maker brokers, then the data can actually be VERY different.

EDIT: Also, even if feed data is similar, spreads can be very different between two brokers causing trading to have very different results.

[William Roeder]

Per Tobias Lindell: Are there different ways Amibroker and Metatrader  calculating BB ?

Metatrader uses a simple moving average.

This link implies that Amibroker uses a exponential moving average.
          How to Use Bollinger Bands For Amibroker (AFL) – pipschart

[Per Tobias Lindell]

Fernando : Oh... my mistake.. I thought I got the same data if I exported the real traded data from MT4 to Amibroker and verified that OHLC are correctly imported on the same timestamp... silly me.. 

William Roeder:

Metatrader uses a simple moving average.

This link implies that Amibroker uses a exponential moving average.
          How to Use Bollinger Bands For Amibroker (AFL) – pipschart

Thanks, I suspected that something like that this was the case. The same thing with ATR where different calculations are made. But are you sure the link uses exponential, I think the code are fore adaptive moving average. And does the link really referee to how Amibrokers built in function work? I think this is some 3rd pary code, but I suspect the difference comes from the same ways of do the calculation. 

And I use the MT4 export function to import to Amibroker... same data to the last decimal...