Exact same EA, different brokers, different results.............. - page 3

 

One note,


the broker on the right seems to charge a spread of 0.8p.


I think that because when I test my EA with a fixed stop of 5p and fixed tp of 5p,


the resulting trades are either a 5.8p loss or 4.2p profit.


The broker on the left gives 5p profit or loss.


Would that maybe explain the issue at hand?


Thx.

 

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.

 

Hello Alain,


thanks for the explanation,

you made some good points.


Let me see what I can do.


I agree that slippage is not the issue here.

Maybe rather the price feed itself.

I would not be too conspiracy-minded here since obviously one of the brokers gave very good results why the other one did not.


Indeed, there could be other reasons. The coding of the EA may indeed be a factor as well.

 

I think the most important aspect is the following:


All three indicators the EA is composed of behave slightly different when you compare the EA on both brokers.

Meaning that for the right broker, the quality of the system overall is worse, which can be also seen via the visual mode.

That means that for example, one of the indis simply does often not appear compared to the same indi on the left.


So possibly, the EA itself may not be an issue but rather the fact that the same indi applied with same settings on a different pirce feed suddenly behaves a bit (or a bit too much) differently.


Until now, nobody could explain why that would be.

I should note that when you compare the naked charts of both brokers, there are already minor differences between the candles.


So the question we should all figure out is the following:


- Why do 2 ECN brokers differ regarding their price feeds?

- Why does that difference seem to be so high that a complete system turns from winning to losing (or the other way round).


Intuitively, once would think that such subtle differences would lead to slight differences in performance, but not too such a drastic change in performance.

 

for now I should not mention any names to be fair, all in all, one of the two will probably deliver a superior pricing feed, but whether this is the left or the right one is unclear.


I.e. it is possible that the one on the right is more realistic (whereby the EA would lose money and not perform so well as shown left).

 

Please see one of the indis attached.


It is easy to see how the price candles between the brokers differ.


And hence the behaviour of the indi.

Files:
 

The same goes for the other two indis. All of these non-repainting.

Obviously, exact same indi settings.


So what is going on here?


Thx a lot, FF

 

Also, the spread of the broker on the right seems to be tighter (see screenshot).


So what is going on here?


Who of the two delivers better pricing and why?

 
here another screenshot
Files:
comp_3.png  29 kb
 

the broker on the right seems to have a smaller spread.


But does that mean that the price quality in general is better? Probably not.