Topic: Data Horizon Tool
I have recently purchased FSB Pro license, this week was my first week testing some strategies on a demo account and while the 5 strategies made a small profit, when I tested the same period (29/06/20 – 03/07/20) using FSB Pro I got a considerably different results.
It appears that this topic has been extensively covered on the forum, i.e MT4 tester uses a different algorithm, slippage, data variability etc. I therefore made sure that I used identical data from my broker (Alpari), checked for any errors in the journals and made sure the exported EAs were identical to the specifications on FSB Pro software and working on MT4 by backtesting.
When comparing the EA journal from the demo account to FSB Pro, it would appear that FSB Pro simulations wouldn’t make any trades for a significant time of the week (when trades did occur it looks like there was small discrepancies that could be accounted for by slippage etc which is understandable).
I investigated the indicator charts and noticed the indicator required periods of 120 and 150 on M15 data so I extended the dates using the horizon tool and that seemed to have resolved the issue and FSB Pro simulated more similar trades to the real account (still with some trading discrepancies e.g. sometimes there were trades that didn’t happen on FSB Pro software and vice versa but I don’t think getting bogged down with this is too important as from my understanding there is always going to be more variation while live trading). The bottom line was that the profit was pretty similar after this discovery which was great.
So am I right in thinking that the data horizon tool completely cuts off all other historical data, even for indicator purposes? If so is there a way of using the horizon tool so that it still uses historical data outside of the selected data horizon for indicator purposes so that all trades would be made within a selected trading window.
I guess I’m new here so just wanted to make sure that I am on the right lines in my thinking.
Many thanks in advance