oguz wrote: Wed Jun 07, 2017 10:56 pm
Hello,
It depends on the person probably, but which source do you think provides the best quality data?
Which one do you recommend?
Dukascopy or Alpari?
what difference between tick+milisecond & ask/bid: Tick is the Trade with the miliiStimes tamp.
Here below sample data for
Tick + MilliS :
Symbol_Date_Time_Price_Volume
CLX1_09/19/2011_00:00:09.806,86.95,1
CLX1,09/19/2011,00:00:09.868,86.96,1
CLX1,09/19/2011,00:00:09.882,86.96,1
CLX1,09/19/2011,00:00:09.882,86.96,1
CLX1,09/19/2011,00:00:09.882,86.97,1
Ask-Bir represent the Level 1.
Here below sample data for
Ask-Bid data :
Symbol_Date_Time_Type_Price_Volume_Bid Price_Bid Size_Ask Price_Ask Size
ESU0,09/08/2010,00:00:00.658,Quote,,,1088.75,636,,
ESU0,09/08/2010,00:00:00.936,Quote,,,,,1089,47
ESU0,09/08/2010,00:00:00.980,Quote,,,1088.75,639,,
ESU0,09/08/2010,00:00:01.227,Quote,,,,,1089,48
ESU0,09/08/2010,00:00:01.291,Trade,1089,1,,,,
ESU0,09/08/2010,00:00:01.291,Quote,,,,,1089,47
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so ask/bid data have clear result
Ask Bid Ticks is a real-time tick data solution for microstructure analysis — a high precision tick data collector.
on backtest we test ea with tick data
{duckascopy=Symbol_Date_Time_Price_Volume}
but on real we trade with ask/bid data
{Symbol_Date_Time_Type_Price_Volume_Bid Price_Bid Size_Ask Price_Ask Size}
now :knowing why we have different result?
ask/bid data is expensive for purchase and not cheap similar tick data
most of broker's have not tick quality like duckascopy
and you test ea with high quality data{duckascopy}and run it on real with poor tick quality data{your broker}:happy:
it one of many reason, you most of the time have different result on real market
TRY this one to see what happen really for your strategy on real backtest like live market and get clear result
hope this one help you