• Registered: 2018-07-09
  • Posts: 12

Topic: Pepperstone Data vs TrueFx

ok, working thru trial now to see if I can make EAS work & after reading many posts re needing good data I realised my real Pepperstone account only goes back a few years with broker data & rest was filled in with metaquotes history.  So now used Tick DataSuite downloader to get hold of TrueFx price (https://www.truefx.com/) which is meant to be source of Pepperstone (Aust), which does have tick data download but only to late 2016. 

I imported data adjusted to Broker GMT+3 & developed some great looking curves then tried another backtest just using my Pepperstone real account data which only goes back a few years & system really changes again!  Darn, feel like going around in circles.  Does anyone have experience with the Pepperstone broker data?  Should I bother then with TrueFx or just use the last 2 years of broker data only to develop systems?  Any thoughts appreciated!

2 Reply by yonkuro (edited by yonkuro 2018-08-06 16:05:03)

  • Registered: 2015-02-22
  • Posts: 430

Re: Pepperstone Data vs TrueFx

Hi engtraderfx,

I don't have experience with pepperstone data, but I'm also dealing with different data sources, I usually use dukascopy data downloaded from FSB Pro, then I just raised the the spread and commision before import it from EA Studio. I use 17 pips spread and $3 commission and negative swap fees on both directions.

So I ran the reactor in a bad trading environment and the generated strategies usually give better result when validated with real broker data.

  • Registered: 2018-07-09
  • Posts: 12

Re: Pepperstone Data vs TrueFx

thanks for replying yonkuro, dukospy does seem to be used predominantly, will try that & compare to broker data.  Chrs.

  • Registered: 2017-06-16
  • Posts: 109

Re: Pepperstone Data vs TrueFx

Hey Engtrader,

I've doe a lot of work on the topic of matching data to backtesters - and learned a few things along the way:

- Setting up slippage , comms , swap etc is critical.
- If you compare different brokers you will always have differences (Decentralized markets , different ways of handling slippage /executions, comms).

If you want - there is a thread in the premium club that I go through this process comparing the performance of difference software /data.

The last point (probably my most imporant). Changing data can be a benefit - if you have a robust system that works on one set of data, change data and see what happens - its basically another form of robust test.

  • Registered: 2018-07-09
  • Posts: 12

Re: Pepperstone Data vs TrueFx

thanks for comments Doc, will go back & check out that thread.  I ended up sticking with broker data which goes back to 2013 generally for H1 bars & definitely got better.

Another idea is maybe use a Dukascopy account, does anyone know that data is consistent with data fro their MT4 account?

Anyway onto my next challenge...robustness & figuring out appropriate criteria for WF / MC.  Current failure rate of systems is very high!