1 Topic by poteree (edited by poteree 2026-06-21 20:11:20)

  • From: EU
  • Registered: 2024-03-03
  • Posts: 68

Topic: Dukascopy Mt5 results LIKE EAstudio except in Real Tick mode

Hello Popov and all,

after generating 10 EAs on Dukascopy data for XAUUSD and exporting the mt5 portfolio to metatrader, the results are always the same of Eastudio while backtesting on Dukascopy-demo-mt5-1 with the following modes:

1) Open Price,
2) OHCL 1 minute
3) Every tick

considering that there's a MAX SPREAD filter to 100 points, already used in EaStudio.

But backtesting in Real Ticks mode, generates just 15 trades and mainly in loss.

Here's the difference:
https://i.postimg.cc/1XmXyGQT/image.png



By removing the 100 Max Spread filter and putting it to 0, opens much more trades in real ticks but it's a very negative backtest...

https://i.postimg.cc/B6q4FJVQ/image.png

So, the spread works "good" in selecting the trades to open, but:
1) EAstudio Dukascopy data should not have the same Spreads of a Dukascopy account?
2) Is this portfolio useful at least for accounts with very Low Spread XAUUSD accounts if any? Darwinex, Blackbull and all others broker on EA studio perform very bad.
3) Can you add data of an additional broker/prof_firm on EaStudio with real very low spread on Gold?
4) What's the peculiarity of Dukascopy broker data compared to other ones available on EaStudio? Because usally results are similar when running the EAs (in general) on sames instrument of different brokers. Here instead, they are all negatives with the other ones and they're in profit only with Dukascopy... actually it's only a low spread the issue here or is something else?
I'm wondering which broker has similar data to Dukascopy but with the much lower spread, if any...

PLease consider that Indicators used in my portfolio are 3 max 4 in total, among Opening and Close conditions.

Mainly are these ones:

  • Candle Color,
    Williams' Percent Range,
    MACD,
    MACD Signal,
    DeMarker,
    Momentum,
    Stocastic Signal
    ADX
    Awesome Oscillator

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,285

Re: Dukascopy Mt5 results LIKE EAstudio except in Real Tick mode

> 1) EAstudio Dukascopy data should not have the same Spreads as a Dukascopy account?

I also noticed that the different Dukascopy servers have slightly different parameters.
I have a live account at server "Dukascopy-live-mt5-1".
I noticed a difference compared with the Premium Data, which generates bar data from Dukascopy ticks (most probably used in their JTrader platform).
The spreads differ slightly.


> 2) Is this portfolio useful at least for accounts with very Low Spread XAUUSD accounts if any?

The Portfolio Expert is as useful as the strategies it comprises. It is just a way to include several strategies in a single MT file.
About the XAUUSD, there are capable strategies for sure. Check the commissions. I have heard complaints against Dukascopy commissions.


> 3) Can you add data of an additional broker/prof_firm on EaStudio with real very low spread on Gold?

Testing the Experts in your real broker account is the final instance of truth. Having a lower spread in EA Studio is not a benefit. I know traders prefer testing strategies on Darwinex because of the higher spreads and commissions.


> 4) What's the peculiarity of Dukascopy broker data compared to other ones available on EaStudio?

Historically, I first managed to provide a high-quality data feed for EA Studio from Dukascopy. It was 10 years ago. I managed to provide data feed from MT5 in recent years, and now there is no real benefit of sticking to Dukascopy data testing. I'm going to remove the "Premium" label in my next backtesting program. Dukascopy will be one of the data feeds provided.

Popov's Website

3 Reply by poteree (edited by poteree 2026-06-24 10:55:54)

  • From: EU
  • Registered: 2024-03-03
  • Posts: 68

Re: Dukascopy Mt5 results LIKE EAstudio except in Real Tick mode

Hello Popov,
thanks for replying of course, but I wish you will evaluate the activity to fine-tune the spread data quality on Ea Studio for Dukascopy (and others brokers if needed).

The great advantage of having all these brokers data on EaStudio is of course to avoid uploading instruments data from MT5. Unfortunately, as you've seen here, if the spread in many ticks of the day (not only around midnight) is very different from the demo/real account of Dukascopy, a very good strategy/portfolio on EA Studio can become a negative/unrealistic backtest on Dukascopy.

The spread data quality appears to me to be the first condition for start aligning (hope is enough to make it once and for all) the Ea Studio results with REAL TICKS backtest mode on MT5, also for strategies that avoid trading around midnight.

I already wrote a post for high spread around midnight, but now I did not expect that also spreads during the day were often not aligned with the mt5 broker data.

I add the info to you that my portfolio had strategies similar to this, opened not only at an HOUR but also during other moments of the day:
https://i.postimg.cc/Z5b2djck/image.png


Timezone was GMT+3

https://i.postimg.cc/ncRY3kxh/image.png


Trading session was to avoid high spread peaks around midnight

https://i.postimg.cc/hvGQmkfP/image.png


and as said, with Max Spread filter of 100 points, I was confident to avoid additional spread peaks during the day.

But this has not been enough. It is evident that Dukascopy on EAStudio has spreads completely different from Dukascopy demo/real account on MT5 also during the day, and this has caused to generate strategies on wrong data.

If you say: always upload your broker data, well why having all those brokers data on EaStudio?

I wish you find my feedbacks to be constructive and not just quarrelsome/argumentative or just to argue/polemicize.