Different results between 1M and 5M backtesting
Posted: Wed Dec 10, 2014 12:11 pm
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.
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.