difference between historical data after update

Data Volume is rarely the same. So thats pretty much what you'd expect. Data on a data-server can also be changed or updated according to what I've read before.

Hello unzen

I cannot undertstand

I make the same backtest during 2011 (last one was on november) with fresh historical data download to your site from Alapri UK

The result was always the same on different computer. I decided to make a Backtest in January 2012 and the results are completly different that means the historical data has changed in your server.

For sure my expert is the same, waht could be the reason

Thanks for your help

Here: Me having the same problem as you. For the same results you need same Everything and not just data. To name a few, Market_Info, Spreads, Indicator Calculations, Time, Volume. The list is very extensive. But like you pointed out the Volume is Different. 226 vs 334. One tick can make all the difference between Pass or Fail. If you're asking me why the Volume is different then I really don't know.

However like I said above I remember reading on this forum that Brokers sometimes gather tick-data from more than one data server and merge them and sometimes they even slightly modify historical data. Also, your current broker live data can and will over-ride data which it does not like (this I know for sure from experience), so there's another theory for you.

Do not look at this as a bug unless you work with Mql4 for a while. Ps> It's not my data, nor my site ;) ... I just help people here because others helped me.

Thanks Ubzen

I am not using data from my broker (alapri uk) but those directly from metaquote

I cannot have information from them for example if they change the historical in 2012.

Don't know what to do now because my expert was working in backtest the last 2 years and now everything is different ...

What is very strange that is M1 seems to be the same but not H4

here are for example the first week of January 2005

2005.01.03,00:00,102.640,102.700,102.350,102.400,1110

2005.01.03,04:00,102.380,103.480,102.360,102.810,1535

2005.01.03,08:00,102.800,102.980,102.490,102.690,1703

2005.01.03,12:00,102.690,102.960,102.500,102.750,1794

2005.01.03,16:00,102.740,102.990,102.590,102.840,1492

2005.01.03,20:00,102.820,102.880,102.630,102.830,1272

2005.01.04,00:00,102.830,102.920,102.640,102.770,1283

2005.01.04,04:00,102.780,102.810,102.430,102.720,1334

2005.01.04,08:00,102.730,104.030,102.490,103.620,1796

2005.01.04,12:00,103.600,103.810,103.300,103.710,1744

2005.01.04,16:00,103.720,104.440,103.690,104.230,1860

2005.01.04,20:00,104.230,104.820,104.210,104.460,1470

2005.01.05,00:00,104.460,104.610,104.240,104.490,1297

2005.01.05,04:00,104.480,104.600,104.260,104.320,1305

2005.01.05,08:00,104.320,105.030,104.250,104.760,1793

2005.01.05,12:00,104.770,104.920,103.990,104.160,1905

2005.01.05,16:00,104.180,104.290,103.750,103.920,1645

2005.01.05,20:00,103.910,104.210,103.900,104.110,1186

2005.01.06,00:00,104.130,104.200,103.890,104.150,1346

2005.01.06,04:00,104.170,104.500,103.980,104.480,1444

2005.01.06,08:00,104.480,105.180,104.440,104.930,1972

2005.01.06,12:00,104.940,105.090,104.570,104.750,1863

2005.01.06,16:00,104.750,105.200,104.720,104.980,1814

2005.01.06,20:00,104.980,105.180,104.910,104.930,1332

2005.01.07,00:00,104.950,105.010,104.680,104.890,1348

2005.01.07,04:00,104.890,104.920,104.470,104.670,1367

2005.01.07,08:00,104.660,104.730,104.230,104.400,1644

2005.01.07,12:00,104.420,104.810,103.860,104.050,2050

2005.01.07,16:00,104.050,105.170,104.050,104.850,1973

2005.01.07,20:00,104.860,105.090,104.730,104.920,1037

after

2005.01.03,00:00,102.640,102.700,102.350,102.400,1551

2005.01.03,04:00,102.380,103.480,102.360,102.810,1751

2005.01.03,08:00,102.800,102.980,102.490,102.690,1757

2005.01.03,12:00,102.690,102.960,102.500,102.750,1803

2005.01.03,16:00,102.740,102.990,102.590,102.840,1645

2005.01.03,20:00,102.820,102.880,102.630,102.830,1587

2005.01.04,00:00,102.830,102.920,102.640,102.770,1517

2005.01.04,04:00,102.780,102.810,102.430,102.720,1478

2005.01.04,08:00,102.730,104.030,102.490,103.620,1814

2005.01.04,12:00,103.600,103.810,103.300,103.710,1762

2005.01.04,16:00,103.720,104.440,103.690,104.230,1878

2005.01.04,20:00,104.230,104.820,104.210,104.460,1668

2005.01.05,00:00,104.460,104.610,104.240,104.490,1540

2005.01.05,04:00,104.480,104.600,104.260,104.320,1413

2005.01.05,08:00,104.320,105.030,104.250,104.760,1811

2005.01.05,12:00,104.770,104.920,103.990,104.160,1905

2005.01.05,16:00,104.180,104.290,103.750,103.920,1735

2005.01.05,20:00,103.910,104.210,103.900,104.110,1645

2005.01.06,00:00,104.130,104.200,103.890,104.150,1463

2005.01.06,04:00,104.170,104.500,103.980,104.480,1597

2005.01.06,08:00,104.480,105.180,104.440,104.930,1972

2005.01.06,12:00,104.940,105.090,104.570,104.750,1863

2005.01.06,16:00,104.750,105.200,104.720,104.980,1841

2005.01.06,20:00,104.980,105.180,104.910,104.930,1584

2005.01.07,00:00,104.950,105.010,104.680,104.890,1582

2005.01.07,04:00,104.890,104.920,104.470,104.670,1448

2005.01.07,08:00,104.660,104.730,104.230,104.400,1689

2005.01.07,12:00,104.420,104.810,103.860,104.050,2086

2005.01.07,16:00,104.050,105.170,104.050,104.850,2009

2005.01.07,20:00,104.860,105.090,104.730,104.920,1379

Re-Create the H4 Data using something like the Period Converter Script. The whole issue of making sure you have quality data and keeping it that way can become a process within itself which I cannot recreate within this post. I'll recommend searching google or this site for stuff about quality data, spread editor and bogus proxy. You'll probably want to also keep your testing environment separate from your live environment.

Ps> Almost forgot. Don't use the data from Meta-Quotes because they have holes.

- The data you download from your broker or otherwise is not likely to be what you'll get in real-time.

- In the light of the above statement, you have to view back-testing as an estimate. If the strategy show drastic changes because of a few tick-volume differences, then it's probably best to start looking for a new strategy.

Hi Ubzen

Tanks a lot for all your response.

My strategy pass 5 years of backtesting with the new historical data but with less profit and more drawdown.

So as you say i plan to use another tick bank data.

I have found a lot with google,what is the best choice for you as my broker is alpari UK.

Thanks