Exact same EA, different brokers, different results.............. - page 4

 
looks like the broker on the right is even slightly quicker:
Files:
 

hm.....broker on the right seems ti have a tighter spread, quicker pricing...........and the EA performs there badly.............looks like the right one shows real makret prices?


If yes, what is the broker on the left doing here?


And why does the EA perform so well there?

 

Could it be that the indis of my EA just work "better" on the price feed of the left broker?


If yes, why?


And again, where does the difference in ECN price feeds come from?


Do I then only need to worry about slippage & commissions?


Or could future signals of the strategy even get worse because the live spread changes constantly and hence signals will also differ in quality (like in the right feed)?


Thx

 
Could another issue here be a different closing time of the candles?
 

Should I open a different thread regarding the issue?


Concentrating on the issue "same indis, same settings, different brokers, different signals" ?

 
Same indis, same settings, different brokers...............different signals
Same indis, same settings, different brokers...............different signals
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Same indis, same settings, different brokers. - - Category: technical indicators
 
Felipe Ponce Aragon:
The answer is in the spreads, slippage, internet connection and the robustness of the EA. Some EAs have to many hidden filters the are not in the settings.

They are too sensitive to spread, and slippage. So, if a signal is triggered but the spread is not accepted, there is no trade. 

Then, there is slippage and internet. If a signal is triggered, the EAc reacts slowly, and when price changes 1 pip, the EA considers it as a risky trade, even if the price moved calmly. In those cases, it's better to pose a VPS service, because the raw reality is that in our own home we will always have more lag to the servers than with a VPS. Less signals are lost in a VPS.

The problem is, that when the EA losses many signals and only opens some of them... They may not be the better ones. Unfortunately, many EAs have these problems.

Hi..fractalfreak

I see Marco vd  does not understand your question or he might have no answer. I have that similar issue needing a useful answer that get to the point from someone who really know how to explain.

I test my EA in MT4 same time period(30 Days) and same all other setting except the initial deposit. The result of 2000 $ is 3358$ and the result of 1000$ initial deposit is 48$(- 952$). I test it 10 times and all result are same.


 
Agga:

Hi..fractalfreak

I see Marco vd  does not understand your question or he might have no answer. I have that similar issue needing a useful answer that get to the point from someone who really know how to explain.

I test my EA in MT4 same time period(30 Days) and same all other setting except the initial deposit. The result of 2000 $ is 3358$ and the result of 1000$ initial deposit is 48$(- 952$). I test it 10 times and all result are same.


Maybe you don't understand the tester.

You should check to see if the EA places orders of exact the same size at exact the same time.

I bet you it does not.

 

Forum on trading, automated trading systems and testing trading strategies

Exact same EA, different brokers, different results..............

Alain Verleyen, 2016.02.01 00:14

Hi,

The discussion is about backtesting, so let it be clear :

  1. If you choose a fixed spread on all tests, then it's fixed, nothing to do with broker or historical spread value, it's this fixed value which is used.
  2. There is no slippage while backtesting.

So the difference comes from somewhere else. There is a lot of possibilities :

  • From the data, the historical price feeds provided by the broker. If you say us which broker you are using to test, it will be relatively easy to check that.
  • From the data, again, but trading environment, like minimum/maximum volume, lot size (standard lot, mini lot...), etc...
  • An other possibility is the EA it self, if not well coded, can result in errors with one broker and not with an other.
  • Also, you said the indicator of the system give different signals, that seems weird at first, so it's possible the indicator is not well coded either.

You should check the Journal tab to see if any error appears. If you want really to know, you can even post the indicator(s), EA here so other people can check. If you can't to do that, you can post the logs and the backtests reports.

From my point of view it could be interesting to do that and demonstrate once for all why such things are happening. But I know for sure it's not a conspiracy from brokers, banks or even Metaquotes.

All this topic is just useless without any code posted. If you need help understanding what is happening with your test, post the code to reproduce it. All the rest is just babbling.
 
Dear Everyone,

It has now passed some time and i hope you are doing well. I came to a same situation as fractalfreak making my ea in fxpro quant and then backtesting it on the fxpro platform. I repeated the backtest on a Pepperstone platform which would give me the lowest trading cost outthere, and got some different results in the backtesting which i disregarded at first although they showed differences in profits in the level of 1000:1. I disregarded them at first due to the fact that the backtest in fxpro lasted 10min for 2month period / 5min timeframe and in Pepperstone lasted for 30sec. I went and budgeted both of the accounts, rented 2 servers and pressed play. On the first day all looked well for ea at fxpro but the ea at Pepperstone was behaving oddly - making some trades intra bar, not at close. So let it work some more time i thought and left it over night, in the morging half of the buget was gone and on the live chart i was able to see that the ea at Pepperstone was opening trades intra bar although it has Shiftback 1, plus when SL was hit on the partial trades it immediately opened new trades as per money management before even closing the old ones. Ea works as it should on fxpro, opens at closed bar, closes when conditions meet (stops all partial positions when SL hits) and then waits for contra conditions to open. But wait this is not all, after 2 days of testing live, i first shut down the ea at Pepperstone on the metaquotes server, and proceeded in the fxpro quant to chnage Shiftback to 2 on all indicators in use, and first pressed backtest to check but got a straight 60 degree decline line from 10k to zero, ok dookie, i then proceeded to do the backtest on the original ea at the exact same dates/every tick/all the same but got the same 60 degree decline line to zero instead of small profit as it showed repeatedly in the bactests. Fractalfreak made the same observation that his ea was opening trades intrabar instead of closed bar, that is what took half of my budget away. Does anyone else have the same issues, and how would one fix this? Thank you!

At Pepperstone they put me on a special server that was not on the Mt4 list of Pepperstone servers, had to write it in 😀