Differents results with the same strategy on two brokers

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02/27/2021 at 7:28 PM #162725 quote

ActuallyNM
Participant

Average

Hello,

I Hope your enjoy the week-end 😉

I have an issue with a strategy. I’m explain.

Same code, Same lot used.

Contract at IG : Dax CFD 5€

Contract at Saxo Bank (another broker) : Dax Future 5€

You can find in attachment the difference that i think extremely important.

Any idea on this thing?

Thanks for your help,

prt-dax.png prt-dax-1.png

02/28/2021 at 8:44 AM #162740 quote

Vonasi
Moderator

Master

ActuallyNM – Please do not insert images into your posts as it makes the forums slow to load and topics excessively long. Your inserted image has been deleted.

Oh and the two images you attached are identical.

02/28/2021 at 11:00 AM #162756 quote

VinzentVega
Participant

Veteran

I dont know the code, but maybe there is a diffrence in the spreads between the both brokers

02/28/2021 at 1:55 PM #162771 quote

robertogozzi
Moderator

Master

Futures and Cfd’s are different products, despite similar names.

They can’t be compared.

02/28/2021 at 6:02 PM #162789 quote

ActuallyNM
Participant

Average

Hello, thanks for the answer. I also have backtested on CFD contract at Saxo, the backtest is near to the futures backtest.

The spread is the same on two brokers.

03/01/2021 at 9:17 AM #162800 quote

Nicolas
Keymaster

Master

These are 2 different instruments, so results are obviously different 🙂

Compare the OHLC data and you will see the differences.
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Differents results with the same strategy on two brokers

ProOrder: Automated Strategies & Backtesting

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ActuallyNM @nicolas_macary Participant

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This topic contains 5 replies,
has 5 voices, and was last updated by Nicolas
4 years, 12 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	02/27/2021
Status:	Active
Attachments:	2 files

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