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Posts: 7

Topic: Different results

Hello, I would like to know if you know why the same algorithm, compared to different broker data, the results are so different

2 brokers Pepperstone and Dukascopy the two brokers with the same spread the same data horizon the same comission.

Thank you.

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Re: Different results

The answer is already in your question - different data!

You probably have to give your strats a hard look because they present overly sensitive reaction to data changes.

Re: Different results

memosela wrote:

Hello, I would like to know if you know why the same algorithm, compared to different broker data, the results are so different

2 brokers Pepperstone and Dukascopy the two brokers with the same spread the same data horizon the same comission.

Thank you.

When comparing data between different brokers ensure that the GMT offset (or UTC offset) is the same.

Pepperstone is GMT +2...so ensure the Dukascopy data is also GMT+2. This is also equivalent to UTC +2.

Diversification and risk-weighted returns is what this game is about

Re: Different results

The "Force Index" is calculated by subtracting yesterday's close from today's close and multiplying the result by today's volume.

Force Index use the tick Volume for the calculation. The different brokers use different liquidity providers for the market data, but they are more or less the same or very near. On the other hand, the tick volume is very specific for each broker, data server or account type. The volume may greatly vary from account to account and it makes it difficult to compare.

If you want to create a strategy that works on different data sources, please use indicators that are based on the market price only. You may uncheck the "volume" indicators from "Tools" => "Available Indicators".

I'm going to make the "volume" indicators unchecked by default in the near updates.

Re: Different results

Perfect, thank you.

6 (edited by mentosan 2020-09-02 12:28:29)

Re: Different results

which other indicators are using volume for calculation? I wish to uncheck manually all the volume indicators...

Re: Different results

I believe using the recommended indicators should remove all indicators that use volume or EMAs in their calculations.

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