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Possible to get LMAX tick data?

Posted: Sun Oct 30, 2022 5:00 pm
by jgt
I have developed an EA and want to run it on FTMO.

I have downloaded Dukascopy tick data for Nasdaq US100 Tech, and have been running backtests and optimizations on it.


Last week I’ve ran my EA with a set of settings on a FTMO demo account. Today I’ve ran a new backtest on the same date range (last week) with the same settings in the EA as I was using live, but the results differ greatly, none of the trades taken look the same.
Is it possible to get LMAX tick data so I can check if that performs any better?

Else, if anyone has any other tips that would be greatly appreciated.

Re: Possible to get LMAX tick data?

Posted: Mon Oct 31, 2022 2:48 am
by tickstory
Hi Jgt,

Tickstory unfortunately doesn't provide LMAX data but just as a general response to your query, you might want to note specifically why your trades are differing. If you are working on a 15-minute time-frame (for example), you would want to at least see your entry and exit points roughly the same. If your strategy is showing different profit/loss then you'll need to examine specifically why this is, such as spread differences or slippage, etc. You can test for the tolerance of your strategy to these sorts of things with our Advanced Tester.

I suspect that specific broker data could be helpful if the above analysis doesn't yield any obvious causes, however I would question the viability of a strategy that is sensitive to a specific broker's data as this can vary at any point in time.

Hope this helps.