Please help me understand why a strat is working way better on one broker

1
Hi

I'm an algorithmic trader and I came up with a simple strategy (mean reversion),
the thing is that it works far better on one particular broker (like 2 times better, not a small improvement)
the broker is NDD and regulated so it's not a market maker.

so my question is :
do the other brokers filter the price to make traders lose more ?
or does the broker in question filters the price so that traders make more money ? (but why ? so that more people come to their platform ?)

or is it just the chart prices ? and real live prices are different ?
I don't know which broker to trust

thanks

Crown The King


Re: Please help me understand why a strat is working way better on one broker

3
thanks



so I tested today to see if the prices received by the broker differ from the prices
restituted when you open a new account.
(I created a new account to retrieve the stored prices to be sure there are
no shenanigans with live prices received)

I printed the BID value just before the new bar opens as well as the
previous CLOSE value.
And here are the results:

GBPUSD

Code: Select all

(na == new account)
(11 AM)
value 1 printed (close): 1.23207
value 1 printed (bid)  : 1.23207
value 1 retrieved (na) : 1.23207
(12 AM)
value 2 printed (close): 1.23172
value 2 printed (bid)  : 1.23172
value 2 retrieved (na) : 1.23172
(1 PM)
value 3 printed (close): 1.23238
value 3 printed (bid)  : 1.23238
value 3 retrieved (na) : 1.23238
(2 PM)
value 4 printed (close): 1.23269
value 4 printed (bid)  : 1.23269
value 4 retrieved (na) : 1.23269
(3 PM)
value 5 printed (close): 1.23251
value 5 printed (bid)  : 1.23251
value 5 retrieved (na) : 1.23251
as you can see there are not any differences
so I think it's safe to say that the price shown in backtest reflects any filtering
that could occur and is not manipulated afterwards by the broker

so the broker seems legit


Who is online

Users browsing this forum: No registered users and 22 guests