Hello,
In my EA it should not make any diffence on which timeframe it is running because for every indicator I use the required timeframe, filled into the code.
I 'm testing with latest release 1.5.2.
When I do my backtest however I got different results over the same period between the 1M and 5M timeframe, although the results should be the same.
Can you help me out ? I use the CSV format of Birt and used the latest conversion scripts of Birt.
What is very strange: I've downloaded the trial version of 'Tick Data Suite' and compared the results: I've got exactly the same differences. the result of Tick data suite and tickstory are exactly the same.
When I use the normal backtester; I have aproximately the same results aswell on the M5 and M1 timeframe. I'm very confused and don't know anymore what to trust.
Different results between 1M and 5M backtesting
Re: Different results between 1M and 5M backtesting
Hi Danny_pip,
Unfortunately we can't assist addressing issues with specific EAs & strategy tests - as you can imagine, this would take up lots of time and detract from assisting Tickstory users. The best we can suggest is to compare a single differing trade and try to understand why there is a difference.
The other thing to try is posting some of your code on a related forum to see if others can assist you with pin-pointing the problem.
Hope this helps.
Unfortunately we can't assist addressing issues with specific EAs & strategy tests - as you can imagine, this would take up lots of time and detract from assisting Tickstory users. The best we can suggest is to compare a single differing trade and try to understand why there is a difference.
The other thing to try is posting some of your code on a related forum to see if others can assist you with pin-pointing the problem.
Hope this helps.