Result mismatch on different CTraders, why?

Created at 01 Aug 2018, 02:11
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LA

lavio@gigalink.com.br

Joined 11.07.2017

Result mismatch on different CTraders, why?
01 Aug 2018, 02:11


WHY when using the Spotware CTrader, IC Markets CTrader and FxPro CTrader, they do not match a same backtest using the same robot and same parameters and same data start/end?

I ask this because when I run the same robot by M1 bars with the same parameters in CTrader IC Markets, CTrader FxPro and CTrader Spotware .... those two usually match close but Spotware most times does not. If you look at the bars, their shape are similar... but the open/close positions deviate in some points and of course the results get different. I repeat: Spotware usually is too different. The other two are closer, with usually IC Markets net profit lower than FxPro.

This makes me wonder how reliable are the historical data and CTrader backtest mechanism.

Lavio

 


@lavio@gigalink.com.br
Replies

lavio@gigalink.com.br
01 Aug 2018, 02:21 ( Updated at: 21 Dec 2023, 09:20 )

If I can upload here three screen shots, you would be chocked.

Let me try...

ICM

 

And Spotware...


@lavio@gigalink.com.br

lavio@gigalink.com.br
01 Aug 2018, 02:23

shoked? Sorry for my English. I am trying...


@lavio@gigalink.com.br

PanagiotisCharalampous
01 Aug 2018, 10:07

Hi Lavio,

Each broker has his own price feeds therefore mismatch in results is expected. Spotware cTrader Public Beta is just a demo application for demonstrating cTrader features. I suggest that you backtest your cBots using the cTrader application of the broker you intend to use to run the cBot.

Best Regards,

Panagiotis


@PanagiotisCharalampous

lavio@gigalink.com.br
01 Aug 2018, 15:21

Yes, but that is the problem, because using the same integrated executable to backtest now in version 3.0 is much slower than when CAlgo was a separate executable.

Then it is faster to run FxPro CTrader, for example, to do ONLY backtests. When you use the same executable to run robots (live or demo) AND to optimize, you get into severe problems: 1) speed, which is a must to optimize; 2) security.... and if a robot crashes CTrader? 3) one disturbs the other, it is common the running CTrader to enter into "non responsive" states for several minutes, specially when the connection chokes.

That's the reason I sugested on other thread here to continue to offer the CAlgo independant version. You can let the intergrated as it is. But for those who run a lot of backtests and optimizations, the integrated version is a drawback, a step back in efficiency.

In fact, I was used to use only ticks. But after the integration, I WAS FORCED to use only M1 bars to simulate the ticks because of speed issues. In other words: the integration, to me, was an horrible choice and I really do not understand such move, unless you want to focus only the manual usage of CTrader and make the optimization obsolete, forcing robot people to migrate to other plataforms. To me, such choice was non sense.

Lavio

 


@lavio@gigalink.com.br

PanagiotisCharalampous
03 Aug 2018, 12:54

Hi Lavio, 

Why don't you run separate instances of cTrader, one for trading and one for backtesting?

Best Regards,

Panagiotis 


@PanagiotisCharalampous

lavio@gigalink.com.br
06 Aug 2018, 17:04

Hi Panagiotis,

I tried.
But it opened the same charts and robots, not running, and I was afraid to change things in one side and affect the other side.

I CANNOT lose the charts (workspace) and the several robots running on each chart. The work to open everything manually would be a nightmare.

Now, if you can tell me a SECURE way to open two CTrader executable and do not mess things among them, tell me please. Remember there is already one ICM CTrader running with a lot of things I do not want to change.

Remember as well that once a while I need to restart Windows... those cumbersome, but necessary, updates. As also CTrader updates.

By the way... I guess CTrader should have a better amd more clear way to SAVE the charts AND the robots already running in the same place. It does this automatically for ONE running CTrader ... but also has a CTrader id and also saving workspace... do get it how messy it is? Honesty, I am not sure every time I close the program, if all robots previously running will open the same. Yes, it DID happen to me two or three times last three years they DID NOT open, only the charts.

Lavio

 

 


@lavio@gigalink.com.br

PanagiotisCharalampous
07 Aug 2018, 10:30

Hi Lavio,

cTrader Trade charts should not be affected by the cTrader Automate charts. Therefore, if on one instance you run cTrader Trade and on the other instance you run cTrader Automate, then I don't see where is the problem and I don't see any confusion happening.

Best Regards,

Panagiotis


@PanagiotisCharalampous