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

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.

Best Forex Software, Best Forex Robot, Best EA Builder, Best EA Generator, Forex Strategy Builder Pro, FSB Pro, EA Studio.
I hope they will be indexed by Google :)

Re: Pepperstone Data vs TrueFx

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

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.

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!