Historical data differences...?

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Hi,

Firstly, a question for MetaQuotes. Is the data that you provide via your history function indicative data or real data from a specific broker? If it's real data from a broker, would you be able to tell me which broker?

The reason I ask is that I seem to obtain totally different results for specific trading systems when simulation trading those trading systems using MetaQuote data or data from different brokers. I constantly come across this problem. If I use data from say, MetaQuotes (obtained via the history function), my trading system would produce say, 24% profit for a specific year. If I then try the same thing again using data from a different broker (say, Alpari or FXDD), I then end up with a loss of 80% for that same year! And this is using indicators based on an hourly chart, and using 1 minute data to determine the actual trades (i.e. - it can't really get any better than that unless tick data is used).

Has anyone had these huge variances when using data sets from different brokers? The only reason I can think of for this happening is that because each broker is in effect a market maker, you would really need to use a quote data set from the broker that you intend to trade with. Anybody have any other possible reasons for this or comments on the above?

Any help would be greatly appreciated!


Cheers,

Coen Willemse
 
Hmmm.. Wondering if my TP's are too small.... I was thinking that the data variances between the different data providers (seems to average around 3-5 pips on a quote) wouldn't be a problem for a trading system as they would even themselves out (i.e. sometimes positive and sometimes negative towards a trading system). Maybe I'm wrong on that assumption.... Anyone else done battle with this sort of thing?
 
Hello Coen!

Yes, these are indicative data collected from a number of providers and then filtered.
This service is under test now. Perhaps, some brokers will provide their own data using this function.
 
Hi Maria,

Ah - thought that might be the case. Thanks for the info!
 
Hi Coen,

I experienced exactly the same with Cyberia EA.
Well working system in Strategy Tester on Metaquotes data, huge losses with Alpari data.

Compared with demo trading Alpari data seems to be near to reality.
 
the only way to have a relevant test,
is to use recorded ticks from a live account from the broker that you are going to trade with.

m
 
Regarding Alpari data, it has to be the worst ever! I searched everywhere for 2 year 1 minute data and finally discovered what I thought to be a gem in Alpari. Hell no. It is so corrupt and full of gaps.
The only data I knew to be 100% accurate was that which I was collecting live each day off FXDD (Demo is as good as Live server). This is confirmed by the fact that my back test results are exactly replicated to the minute and pip in forward testing.
Alpari results showed system unprofitable or so different it wasn't even in the ball park.
Whatever you do, DO NOT optimize to Alpari data and then run live on a real account.

Hope this helps
 

I have had the same issues, getting different results with using metatraders indicative data and Alpari's real data.


Alpari data is much better than using metatrader's. Do not just download from metatrader in the history center.


Here is a link to Download high quality Alpari M1 data for all 7 major currency pairs 2001 to 2009:


http://thetrademachine.com/blog/2009/09/29/set-up-metatrader-history-data-get-90-backtesting-quality/

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