1 Topic by Soloworld (edited by Soloworld 2023-05-01 14:54:32)

  • Registered: 2023-04-25
  • Posts: 1

Topic: Premium Data or Broker Data?

Hi,
When producing and optimizing strategies, I noticed that there is a significant difference between broker data and premium data, which has a very notable impact on strategy settings. This is really confusing. Please guide me on this.

  • Alann
  • Licensed Member
  • Offline
  • Registered: 2023-02-02
  • Posts: 109

Re: Premium Data or Broker Data?

Soloworld wrote:

Hi,
When producing and optimizing strategies, I noticed that there is a significant difference between broker data and premium data, which has a very notable impact on strategy settings. This is really confusing. Please guide me on this.

When using premium data you need to make sure all the symbol parameters are the same as when using broker data (lot size, swaps, commissions, etc).  This change should allow strategies to be similar when using either data sets.

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 831

Re: Premium Data or Broker Data?

If all your symbol settings in EA Studio are identical with both data sets, the custom data itself is of good quality (no holes or wrong spikes) and the strategy still shows very different results, it points out to a curve matched strategy which you can throw away. It's actually a good sanity check to use different data sets to further robustness test your strategies. I use my own custom data which ranges from 1987 to 2023 for example.

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