Quality of ForexTester historical data vs Alpari

Sources of data to import to the program
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johnyjj2
Posts: 2
Joined: Sat Jul 20, 2013 7:15 pm

Quality of ForexTester historical data vs Alpari

#1 Postby johnyjj2 » Sat Jul 20, 2013 7:21 pm

Hello,

I have used your data (from 'download' section) to check my systems on MetaTrader4. I have checked about 20 systems, found about 5 good systems (backtesting on 12 years gives good results and stable growth).

So I have decided to test my best system on historical data from Alpari (as their data are also considered good ones). And the surprise came - the system works terribly on data from Alpari. (I have checked that it is not a problem with symbol parameters, spread, timeshift etc.).

I thought it may be because the system is not good or its parameters are too tight. But I have checked the other 4 good systems and the result is the same - they work well on backtest with last 12 years of history from ForexTester data but they completetly fail on Alpari historical data.

If that was only one system, I could conclude that system or its parameters are bad. But if the same happens for other systems too - I wonder, maybe one of these two sources of historical data is not so good after all?

What could be the reason that not only one, but all systems fail when compared backtesting from these two sources (ForexTester and Alpari)?

Best regards!

PS My previous thread was here: http://forums.babypips.com/expert-advis ... lpari.html

FX Helper
Posts: 1150
Joined: Mon Apr 01, 2013 3:55 am

#2 Postby FX Helper » Mon Jul 22, 2013 4:33 am

Hello,

Note, that data from these two brokers have different number of digits (4-digit data from Forexite broker and 5-digits data from Alpari), so this can be a reason of your problem.

Please send us historical data from Alpari broker so we can check them.

johnyjj2
Posts: 2
Joined: Sat Jul 20, 2013 7:15 pm

#3 Postby johnyjj2 » Mon Jul 22, 2013 12:16 pm

Hello,

thank you for your response! I don't necessarily mean that your data is bad because I have not found reason of differences yet. However, I have found such an information about Forexite data: http://www.forexfactory.com/showthread.php?t=391998

I have checked that Alpari has four digit data to about February 2009 and then five digits. So I have performed backtest once more and there was the same difference. High profit for ForexTester data and high loss for Alpari data. (I have also copied Alpari hst files to ensure that symbol properties are not the reason - they are not).

In order to download Alpari data, you may open demo account in Alpari and then use "Download" button in "History centre". In other MT4 applications it downloads from MetaQuotes, but Alpari is the exception.

What else could be the reason of such a huge differences?

Best regards!

FX Helper
Posts: 1150
Joined: Mon Apr 01, 2013 3:55 am

#4 Postby FX Helper » Wed Jul 24, 2013 4:38 am

Hello,

Please send us historical data from Alpari which you use and your strategy.
You can send them as private message if you don't want to share your strategy to somebody else.


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