Backtest difference between German IG customer and UK IG customer

• 10/07/2022 at 5:00 PM #202082
  se8astian

  Hi guys,

  I am running a strategy that works well for me and shared it to another person from UK. Broker is IG.

  Market for the strategy is US TEch 100 KASSA

  The Problem is that the backtest results on 200k bars look very different.  Time zone has been adapted to german time zone.

  Both backtestings are with the same spread calculated.

  Other german users have same correct backtest results.

  Is there something I missed? See files attached.

  Best regards

  S

  

  se8astian

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  10/09/2022 at 9:05 AM #202129
  GraHal

  se8astian wrote:

  Time zone has been adapted to german time zone.

  I take it you meant adapted from German (UTC+2) to UK (UTC+1)?

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  jonpt88

  

  GraHal

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  10/09/2022 at 1:00 PM #202143
  jonpt88

  Hi Grahal,

  May I ask for your kind attention to the question I raised. I have been reading your responses and you are very helpful always. I posted the CODE of what I am attempting. If you look at the chart (without back test) it looks promising profitable. I would appreciate if you could have a look my last post entry “demark TDS sequential, I’m trying to combine with Heikin), apologies if I am not allow to ask this here in which case I am sorry, and I will not ask again. Regards.

  

  jonpt88

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  10/09/2022 at 10:26 PM #202237
  GraHal

  jonpt88 wrote:

  If you look at the chart (without back test)

  How do you get a Chart without backtest? Forward Test, but I don’t think you are at the stage of Forward Testing yours and JS Demark code.

  Anyway I got a Chart … see your Demark Topic.

  Goodnight, time for bed in ‘UTC+1 land’ … so we are still on Topic!! 😉

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  jonpt88

  

  GraHal

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  10/09/2022 at 11:52 PM #202239
  se8astian

  ya, i coded the algo for the german time-zone…

  the guy from UK set up on his platform the same UTC+2 Time zone…

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  GraHal

  

  se8astian

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