Recent content by Doggie52

Sorry, I may not have made myself clear in my original post — it is only the historical data that differs between the two brokers. Both brokers' live data is the same. However, their historical data differs. Alpari's historical data matches live data very well, whereas IG's data (coming from...

I see your point, and that may be. But firstly, I am getting the same live data. In fact, on IG, the live data does not match the historical data. Secondly, my dataset already contains a time column, and apart from some slight timezone adjustments that I've made, they match (insofar that you...

Sorry, didn't explain myself well enough. Both brokers trade on the same live data. Only one, however, Alpari, provides this accurate data for backtesting. IG's data is somehow skewed. On Alpari, my backtest results match my real results quite accurately. On IG, there is a significant difference.

To give you some context, what I'm hoping to do is a) understand what the difference between the two data sets is and b) change the trading system accordingly to also work well on the realistic data set.

Hi there, A system I am working on developing is performing significantly better on one set of intraday data (standard MetaQuote server data provided by IG Markets) compared to another, more realistic dataset (Alpari). Unfortunately for me, the lacklustre performance is on the more realistic...

Thanks but I'm looking to do something a bit more advanced than the metrics they report. Risk-adjusting it via volatility is the only thing I can think of -- do you have a better solution?

Hi everyone, I'm looking to understand whether my returns are attractive after adjusting for risk. To help me to do this, I was going to use a measure of annualised volatility to estimate various ratios including Sharpe. I was wondering if anyone has calculated volatility from a simple MT4...

Agree with all three of you, I would never trust my money with anything I hadn't built myself, from scratch. I have my own suspicions about the guy's actual proficiency with these sorts of things but I'll keep them to myself ;) .

Entertaining thread :) . I don't see what all the fuss is about. OP is happy he's found a system that works for him and wishes to post his trades here to show off his results. The stubbornness to reveal anything remotely specific about the methodology is understandable, I'm not sure why you keep...

I will definitely keep an eye out for how much "red" events swing things around and what type of "reds" usually do this, but I get the feeling that it's mostly CB-related stuff that can cause these things. Thank you again for your insightful reply! I really appreciate the support. Designing a...

Wow, man, people like you are the reason I went from lurker to registered member. Thank you so much for your insightful response! And I agree with you it makes more sense to cut and re-enter -- after all, with current backtests, I can see that I always lose at least once after an announcement...

I suppose I could build into it some functionality to exit the market before an announcement and re-enter later. But if so, what does your experience tell you about the following things? How long do post-announcement swings usually last for? Is, say, an hour enough time to let things calm down...

Hi everyone, My first post here, so excuse me if this has been answered before. I have made an attempt to find the answer to my question but haven't been able to do so. I'm currently running an expert advisor I built myself on a few demo accounts (with different parameters) as well as on one...