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Forums>StrategyQuant>Application Support>Execution is different with different accounts and brokers

  • #257026 |
    71 Posts

    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.



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    1823 Posts


    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?

    71 Posts

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

    71 Posts

    HI Tomas

    Just wondering if you had any further thoughts.



    790 Posts

    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

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    71 Posts

    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?

    64 Posts

    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.

    71 Posts

    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!!


    223 Posts

    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

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