Incorrect Tick Data In CTrader

Created at 28 Jul 2023, 22:10
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callum.umpleby

Joined 28.07.2023

Incorrect Tick Data In CTrader
28 Jul 2023, 22:10


Tick Data Is Incorrect

Hello, 

I am currently browsing the fourms for a similar issue, or at least what I think is a similar issue. It looks like my tick data is off by quite a bit and seems to differ radically between backtest and live. It also seems to change depending on if I have reloaded the data or not.

I have backtested my cBot with inputting CSV data from trading view and get vastly different results. I compared the data from both cTrader and TradingView with a third charting option Yahoo Finance charts and, Yahoo Finance matches the data in TradingView (within a fine tolerance of 0.2) however cTraders tick data is massively out by more than 2 pips and that is on recent data taken within the last month, if I back test to January then it is even more different with up to 15 pips different. 

An example is S&P 500 Index 07/07/2023 18:25 (UTC +1) (The peak for the day) (Close Prices)

All using 5 min bar close data

TradingView - $4440.27

Yahoo Finance - $4440.28

cTrader - $4440.60

Even Live data seems to be different! S&P 500 28/07/2023 closing price for the weekend 

TradingView - $4582.24

Yahoo Finance - $4582.23

cTrader - $4580.00

 

Using Back testing and Live screen tick data from server (accurate)


@callum.umpleby