Backtest results vastly different with importing alpari data vs downloading data from MT4

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Hi I used to use the long winded method of importing alpari data and period converting to run backtests

http://alansforexblog.com/2008/02/27/how-to-achieve-90-modeling-quality-when-testing-expert-advisors/


Now I see you can just click download from MT4 here

http://alansforexblog.com/2008/04/16/new-method-to-achieve-90-modeling-quality-in-mt4s-strategy-tester/


Now the problem is that with some EA's I get great results with the traditional method, but now with the new method they just go down to 0 pretty fast. Both methods said I had 90% modeling quality


Does anyone have any experiance with both methods? Which one is more accurate? Shouldn't I be getting the same results with both?

 
Interesting.....I got just the opposite. Lots of profit using MetaTrader data downloaded from their site but quickly to zero using Alpari data. Both at 90% accuracy. The Strategy Tester is just not very good for backtesting. We need something new
 
There might be spread involved. But still is interesting - or sad - whcheverway you look at it.
 

Where did you get the Alpari data from? I've been looking around for it. Alpari's data is no longer available on their web site.

The data from the MetaTrader terminal is from MetaQuotes. That data is indicative data, not real price quote data from a trade server.

Could you or anyone else upload the Alpari data somewhere e.g. depositfiles.com?

 
hyperdimension:

Where did you get the Alpari data from? I've been looking around for it. Alpari's data is no longer available on their web site.

The data from the MetaTrader terminal is from MetaQuotes. That data is indicative data, not real price quote data from a trade server.

Could you or anyone else upload the Alpari data somewhere e.g. depositfiles.com?


This article on thetrademachine.com has a link to high quality real Alpari tick data from 2001 to 2009 for all 7 major pairs.


How To Set Up MetaTrader History Data And Get 90% Backtesting Quality


It is a very detailed article on downloading and importing quality minute data into MetaTrader.



Make sure you don't just click the "download" button on MetaTrader in the History Center because the data from MetaTrader is not good.


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