Understanding Time-zones and difference in strategy behaviour

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.

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

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

tomas262 wrote:

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.

hankeys wrote:

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.