Hi Jockeys,
Thanks for your feedback and letting us know how much use you’re getting out of Tickstory.
With regards to your question, there are no specific optimisations done in the export of H4 data as the aim is to have the most accurate information go into the exports. There have been reports that the back-tester is faster when you suppress Volume data which Tickstory does by default. If you have filtered duplicate ticks, this could also improve the back-test speed.
With regard to your comparisons with back-test vs forward-test, I would highly recommend that (as best as possible) you use your broker’s data to cross-check your trades/strategy to ensure it matches up with what you expect. After confirming this, it will be necessary to see whether the Dukascopy data is perhaps offering you more favourable conditions for your strategy than that of your current broker.
Hope this helps.
