Reply

Execution is different with different accounts and brokers

8 replies

alanhere

Subscriber, customer, community, bbp_participant, sq-ultimate, 87 replies.

Visit profile

4 years ago #257026

Hi All,

I’ve created an algo which has a great backtest and am testing it in a live environment now. However, I’ve noticed that it doesn’t open the trades the same on different brokers.. and not only that, even with the same broker and different accounts I get different results. Sometimes on one account I will get a buy trade yet on another account, it’ll open a sell. I have no idea why this is happening.. appreciate there are slight price differences between brokers but this is really confusing me. Can someone advise? I think I read somewhere that certain indicators aren’t that accurate.

Please find a copy of the algo in question.

Can anyone advise why this is happening? I’m not clear which one is accurately opening the trades.

 

 

Attachments:
You must be logged in to view attached files.

0

tomas262

Administrator, sq-ultimate, 2 replies.

Visit profile

4 years ago #257038

Hello,

price differences can cause this but your strategy does not seems to be that complex to be sensitive to this. Do all brokers use the same timezone?

0

alanhere

Subscriber, customer, community, bbp_participant, sq-ultimate, 87 replies.

Visit profile

4 years ago #257068

Yes I did check the timezones and they are the same so not sure why this is happening…

0

alanhere

Subscriber, customer, community, bbp_participant, sq-ultimate, 87 replies.

Visit profile

3 years ago #258843

HI Tomas

Just wondering if you had any further thoughts.

Regards

Alan

0

hankeys

Customer, bbp_participant, community, sq-ultimate, 487 replies.

Visit profile

3 years ago #258846

you know what, 1 pip difference could lead to a different trade – on 1 account you could have profit, on another it could be a loss

on 1 account you will have opened trade, on another not

and you are still testing with some precision and on dukascopy data, but you are not trading dukascopy data, every broker could have different datafeeds

not a big problem with currencies with inside daily bars, but daily OHLC could be different more, because of the end of the day, where widening of spread happening, etc. etc.

i have runned 2 same portfolios on the same broker…and even in this test i have different EQ curves – what matter is not 1 trade, but long term EQ curve

You want to be a profitable algotrader? We started using StrateQuant software in early 2014. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM.

0

alanhere

Subscriber, customer, community, bbp_participant, sq-ultimate, 87 replies.

Visit profile

3 years ago #258848

HI Hankeys, thanks for your response.. yes I’ve noticed the same and also within the same broker, sometimes I’m not getting the same trades being executed… have you noticed this?

0

Jason

Customer, bbp_participant, sq-ultimate, 69 replies.

Visit profile

3 years ago #258957

I could be stating the obvious here but have you checked the stops level set by each broker for the particular instrument you are trading? This can make a big difference on which trades are executed.

0

alanhere

Subscriber, customer, community, bbp_participant, sq-ultimate, 87 replies.

Visit profile

3 years ago #258965

Hi Jason

Yes I’ve check the obvious stuff..  hmm.. not sure what it can be. Perhaps just best to forget it but it’s also one of the best strategies I’ve found in a year doing this!!

 

0

ivan

Subscriber, bbp_participant, community, 236 replies.

Visit profile

3 years ago #258968

how many pips per trade or per month does a very good strategy like the one you found has ? with approximation, to make an idea

Timisoara, Romania
3900X 3.8 Ghz 12 cores, 64GB RAM DDR4 3000Mhz, Samsung 970 EVO Plus M.2 NVMe

0

Viewing 8 replies - 1 through 8 (of 8 total)