Historical data used in public test results

Posted By: HamSelv

Historical data used in public test results - 07/30/18 00:09

Hi laugh
What kind of data has been used to make the test results at http://www.zorro-trader.com/manual/en/zsystems.htm please? Is it demo data or real data (from demo account or real account) or something else?
Thanks.
Regards
Posted By: jcl

Re: Historical data used in public test results - 07/31/18 16:08

Forex data is normally from FXCM, stocks from STOOQ, cryptos from Bittrex.
Posted By: HamSelv

Re: Historical data used in public test results - 08/01/18 20:52

Thanks! Is the data demo data or real data please? I ask because my experience is that systems tested with MetaTrader demo data perform better than systems tested with Metatrader real data (not using Zorro but another piece of software). I think it's important to know if test results vary depending on using demo data or real data. Thanks laugh
Posted By: jcl

Re: Historical data used in public test results - 08/02/18 02:11

What is "demo data"?
Posted By: HamSelv

Re: Historical data used in public test results - 08/02/18 09:40

When I look at data in MetaTrader4 there are slight differences in quotes between a demo account and a real account. I just exported 4 hour quotes. During the past month the difference has been up to half a pip for some of the open prices for EURUSD. High, low and close prices and volume also differ. The broker is not FXCM but another large well-known broker. So I'm curious if the Z system tests are made with demo data or real data. Thanks again.
Regards
Posted By: AndrewAMD

Re: Historical data used in public test results - 08/02/18 13:12

You are describing an issue with MT4, but the historical data is pulled directly from the FXCM API. In this case, it might be that the historical data is identical regardless.

One can verify this by downloading the data with a FXCM API demo account and an FXCM API live account, and then inspecting the data with the History Editor from the downloads section.
Posted By: HamSelv

Re: Historical data used in public test results - 08/02/18 15:58

Thanks, I see. I don't use FXCM but I will do as you suggest with my own broker.
Regards
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