Data Differences Between Dukascopy and Go-Markets
Data Differences Between Dukascopy and Go-Markets
Good evening,
I have the following question:
When I download data (option Export to file), I notice a difference between the downloaded data and the data that I can see in the history center of Metatrader. The server time of my broker is GMT+2 (Market Watch). I´ve also used this timezone when I downloaded the data via Tickstory (BRENTCMDUSD 15M).
What can be the reason that the data is not exactly the same ? I also mentioned that the volume is shown as 0.0273959998157807 and not as 850 for example.
Kind regards,
Milco
I have the following question:
When I download data (option Export to file), I notice a difference between the downloaded data and the data that I can see in the history center of Metatrader. The server time of my broker is GMT+2 (Market Watch). I´ve also used this timezone when I downloaded the data via Tickstory (BRENTCMDUSD 15M).
What can be the reason that the data is not exactly the same ? I also mentioned that the volume is shown as 0.0273959998157807 and not as 850 for example.
Kind regards,
Milco
Re: Data Differences Between Dukascopy and Go-Markets
Hi Milcodek,
In the case of the volume, Metatrader "volume" is actually the number of ticks in that bar (eg. for 1 minute, it shows the number of price movements/ticks in that time). This is the standard way in which Metatrader expresses volume. For the file export, volume is the volume (in millions) of the amount being offered for trade.
Hope this helps.
In the case of the volume, Metatrader "volume" is actually the number of ticks in that bar (eg. for 1 minute, it shows the number of price movements/ticks in that time). This is the standard way in which Metatrader expresses volume. For the file export, volume is the volume (in millions) of the amount being offered for trade.
Hope this helps.
Re: Data Differences Between Dukascopy and Go-Markets
Ok thanks. But what about the difference in values as I described ?
Milco
Milco
Re: Data Differences Between Dukascopy and Go-Markets
Hi Milcodek,
Could you please detail what other differences there are? You only mention volume. If you have any screenshots to illustrate this would be helpful too.
Thanks.
Could you please detail what other differences there are? You only mention volume. If you have any screenshots to illustrate this would be helpful too.
Thanks.
Re: Data Differences Between Dukascopy and Go-Markets
Hi,
Ok. I will post some screenshots this evening.
Another question: What is actually the relevance of using the right timezone when backtesting ?
In other words, when I backtest an EA does it really matter what timezone I use when I export the data ?
How does it influence the outcome of the backtest ?
Kind regards,
Milco
Ok. I will post some screenshots this evening.
Another question: What is actually the relevance of using the right timezone when backtesting ?
In other words, when I backtest an EA does it really matter what timezone I use when I export the data ?
How does it influence the outcome of the backtest ?
Kind regards,
Milco
Re: Data Differences Between Dukascopy and Go-Markets
Hello,
Attached I mail you three screenshots:
screenshot 1 shows GMT, local time and servertime of my broker.
I pick one data line from the history center (black border).
screenshot 2 shows the settings for downloading the data via Tickstory.
screenshot 3 shows the same data line as in screenshot one.
As I explained before, the values are different.
Kind regards,
Milco
Attached I mail you three screenshots:
screenshot 1 shows GMT, local time and servertime of my broker.
I pick one data line from the history center (black border).
screenshot 2 shows the settings for downloading the data via Tickstory.
screenshot 3 shows the same data line as in screenshot one.
As I explained before, the values are different.
Kind regards,
Milco
Re: Data Differences Between Dukascopy and Go-Markets
Hi Milcodek,
Many thanks for the screenshots & further info.
Firstly, regarding your question on "what's the relevance of setting timezone" - it's effectively whether your EA is time-zone dependent or not. If it is, then you need to select the appropriate timezone. Most EAs baseline all their time calculations in GMT, so in such a case, just export with the GMT timezone from Tickstory. The help manual has more on this topic: http://tickstory.com/help/tickstorylite/time-zones.htm.
Regarding the screenshots & differences - what timezone did you export the Excel data in? If it's in GMT, then you have exported one set of data in GMT versus the other set which is in London+DST?
Regards.
Many thanks for the screenshots & further info.
Firstly, regarding your question on "what's the relevance of setting timezone" - it's effectively whether your EA is time-zone dependent or not. If it is, then you need to select the appropriate timezone. Most EAs baseline all their time calculations in GMT, so in such a case, just export with the GMT timezone from Tickstory. The help manual has more on this topic: http://tickstory.com/help/tickstorylite/time-zones.htm.
Regarding the screenshots & differences - what timezone did you export the Excel data in? If it's in GMT, then you have exported one set of data in GMT versus the other set which is in London+DST?
Regards.
Re: Data Differences Between Dukascopy and Go-Markets
Hi,
The outcome in the Excel sheet is related to the input values in screenhot 2 (used GMT+2).
The same time zone my broker uses. So no differences in time zones, but there are differnces in prices.
Regards,
Milco
The outcome in the Excel sheet is related to the input values in screenhot 2 (used GMT+2).
The same time zone my broker uses. So no differences in time zones, but there are differnces in prices.
Regards,
Milco
Re: Data Differences Between Dukascopy and Go-Markets
Hi Milcodek,
So is screenshot 3 (i.e. the MT4 Data) taken from a Tickstory export, or is the data from your broker? If the latter, you will of course have differing prices as the instrument is being traded on two different brokers (Dukascopy vs Go Markets).
Regards.
So is screenshot 3 (i.e. the MT4 Data) taken from a Tickstory export, or is the data from your broker? If the latter, you will of course have differing prices as the instrument is being traded on two different brokers (Dukascopy vs Go Markets).
Regards.
Re: Data Differences Between Dukascopy and Go-Markets
What is the value when I test an EA on a Tickstory export (Dakuscopy), while my real broker is GoMarket ?
Does it make any sense at all ?
Gr,
Milco
Does it make any sense at all ?
Gr,
Milco