Time differences between brokers

Created at 17 Dec 2017, 04:24
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lec0456's avatar

lec0456

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Joined 14.11.2012

Time differences between brokers
17 Dec 2017, 04:24

I was backtesting an algorithm and with one broker the periods go from feb, 22 2013 to Feb. 25 2013.

http://roboforex.ctrader.com/c/SkLrn

But a second broker goes from feb. 22, 1013 to feb. 24, 2013 for 2 hours then to Feb. 25, 2013

http://icmarkets.ctrader.com/c/MkLrn

It throws off comparing results of the cBot between the brokers. What is 3pm iwith one broker is 1pm with the other. 

Whats going on witht the data?

Garbage in garbage out...can't test an algorithm properly if the data is garbage.

 

 

 

@lec0456
Replies

lec0456
17 Dec 2017, 09:03

Further analysis shows that this continues thru May24, 2013 and does not continue in 2014 for the same period.  So, the question is if the backtesting data can be fixed for the broker. It appears that the IC Markets data is missing bars for a time period in which trading starts at this broker but does not occur at the other broker. The back test data is misplaced by 2 hrs.

@lec0456

PanagiotisCharalampous
18 Dec 2017, 16:14

Ηι lec0456,

Every broker has his own backtesting data based on their price feed. If you have discovered issues it is better to contact them directly so that they can fix it with the assistance of our support team.

Best Regards,

Panagiotis

@PanagiotisCharalampous

lec0456
18 Dec 2017, 17:42

I contacted the broker and here is their response:

 

Request #227193 bad back-testing data in cTrader

Dear Louis Cespedes,

Thank you for contacting us.

Please be advised only on our MT4 there are 5 daily candles available through out the week.

In Ctrader there are 6 daily candles . This is not something we manage. We show the prices on the left, the charts are managed by cTrader developers i.e. Spotware.
you can find more info here if you wish http://help.spotware.com/interface

cTrader since Spotware starts candles at 22:00 UTC it will vary, so there is 2 hours difference between our MT4/MT5 servers .

Let us know if you require any further information.

Kind Regards,

Diana Smith | Support | IC Markets

@lec0456
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