Tickstory

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

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.