Help me explain these testing result please

Created at 20 Oct 2013, 14:20
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jeex

Joined 18.10.2013

Help me explain these testing result please
20 Oct 2013, 14:20


For you info: i'm a professional software developer, specialized in A.I. and recently started trading forex with MT4 EA's and now with cAlgo Robots. cAlgo is way better than MT4, but MT5 also seems promissing.

Now i'm testing my new AI-robot at 4 brokers: RoboForex, LiquidMarkets, IC Markets and Trader's Way.

I thought they would all show similar results, with small differences because of the variaties in spreads and commissions and leverage. But... TradersWay makes way more trades in the same period then the others. In EURUSD it makes4 times more money than Robo, but in GBPJPY it  makes half as much as Robo.

How are these huge differences explained?


@jeex
Replies

jeex
20 Oct 2013, 16:41

Spread

A part of the mystery has been solved. cAlgo shows a current spread of 23 pips on the EurUsd-pair. This must be some sort of weekend bug. Testing with random spread 1-2 pips gave better results. Still huge differences with the same spread and commission for all the brokers.

Anyone?


@jeex

jeex
20 Oct 2013, 20:31

Spreadsheet with results

In this link: https://docs.google.com/spreadsheet/pub?key=0AuvGpxPs1zaRdDdydWdySG9CZ2hnSEdQUGtCYV9MMlE&output=html

you'll find the testing results. Especially the number of trades puzzles me. Sometimes it differs factor 5.

How is that possible?


@jeex

Spotware
22 Oct 2013, 16:07

If the robot is based on the OnTick method the results can be different, since the number of ticks will vary between Liquidity Providers.


@Spotware

jeex
23 Oct 2013, 11:31

As simple as that. Thanks.


@jeex