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Forums>StrategyQuant>General Discussion>Understanding Time-zones and difference in strategy behaviour

  • #258059 |
    Customer
    15 Posts

    I am trying to understand the differences in TimeZones of different forex brokers and the behaviour of the same strategy between different brokers.

    Setup:

    – I live in the Netherlands UTC+2

    – Forextime broker UTC+1

    – AAAFX broker UTC-2

    – Backtest data used in SQ is from Dukascopy, converted data with UTC+2

    All my strategies are based on 1 hour timeframe, no close EOD and no close end of week. Now I run the same strategy on both above brokers.

    How can I explain the differences in Price and S/L and T/P?

    Same strategy entry price at AAAFX is 131.870 and on Forextime 131.427, also S/L is different.

    Copy my trades via (strategies created with SQ4):
    - MQL5
    - Zulutrade
    - FXTM
    More information or portfolio updates: www.bearsbulltrader.com or follow me on Twitter: BearsBullTrader

    #258075
    tomas262
    Administrator
    1827 Posts

    Hello,

    according to labels shown on both charts it seems as two different strategies 20190904-Strategy 0.6626011-GBPJPY_H1_Plus02 VS 20190910-Strategy 3.33.129-GBPJPY-Plus2h

    Also I see a slight difference in data between both brokers, so it depends how SL & PT are calculated … hard to say what the real cause is from those screen. If you attach the strategy we could elaborate more

    #258084
    Customer
    797 Posts

    many buidling blocks are data and time sensitive…like all daily building blocks, etc.

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. 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. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #258086
    Customer
    15 Posts

    Hello, according to labels shown on both charts it seems as two different strategies 20190904-Strategy 0.6626011-GBPJPY_H1_Plus02 VS 20190910-Strategy 3.33.129-GBPJPY-Plus2h Also I see a slight difference in data between both brokers, so it depends how SL & PT are calculated … hard to say what the real cause is from those screen. If you attach the strategy we could elaborate more

    The screenshot is a bit misleading, the graphs are from different strategies however the red annotation and prices mentioned in my post are from the same strategy. I have attached the strategy.

    Attachments:
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    Copy my trades via (strategies created with SQ4):
    - MQL5
    - Zulutrade
    - FXTM
    More information or portfolio updates: www.bearsbulltrader.com or follow me on Twitter: BearsBullTrader

    #258087
    Customer
    15 Posts

    many buidling blocks are data and time sensitive…like all daily building blocks, etc.

    I understand, but all my strategies I don’t use any daily building blocks, 24×7 no exit EOD. The strategies shouldn’t be time sensitive in my opinion, but maybe I am missing something? Only thing I can think of to explain the difference in behavior is what is already mentioned by Tomas is the difference in Pair price between both brokers (5-15 pips) and therefor the calculation of S/L T/P is different.

    Copy my trades via (strategies created with SQ4):
    - MQL5
    - Zulutrade
    - FXTM
    More information or portfolio updates: www.bearsbulltrader.com or follow me on Twitter: BearsBullTrader

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