Mismatches on OHLC

General discussion about the Tickstory Lite software package.

Mismatches on OHLC

Postby lammy » Sun Aug 26, 2018 2:44 pm

I am comparing the data I have downloaded via Tickstory to the data I have via my broker in MT4 (for DAX). I understand that the MT4 history only goes to 1min level and that the ticks making up a 1min bar are not 'real' and cannot be relied upon for testing purposes, but I expected that the OHLC for each bar would match. However, I am getting differences that are greatly affecting the EA I am running. Can anybody explain why the OHLC would be different? TIA
lammy
 
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Re: Mismatches on OHLC

Postby tickstory » Sun Aug 26, 2018 11:20 pm

Hi Lammy,

Just bear in mind that the "DAX" instruments being traded are CFDs which means you should expect some differences as they are traded separately on different exchanges. Therefore prices/OHLC will not exactly match.

If your EA is that sensitive to changes in these prices differences then it's a good indicator that it might not perform well also in live market conditions (regardless of broker), especially when starting to to account for slippage and so forth.

Hope this helps.
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