Have others experienced this?
When using IB for back testing data on 60 minute charts (1 year) I get good results
Same signals/chart/length with IQ feed and the results are way different..
Which is correct? Obviously there is a difference in data from the two which is disappointing.
What do others use for their data feeds here?
Jim
Data feeds and autotrading results
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Re: Data feeds and autotrading results
You know the old adage... GIGOHave others experienced this?
When using IB for back testing data on 60 minute charts (1 year) I get good results
Same signals/chart/length with IQ feed and the results are way different..
Which is correct? Obviously there is a difference in data from the two which is disappointing.
What do others use for their data feeds here?
Jim
Are they both 24/7 data?
Do they have the same session times?
One way to check the data is to put both symbols on the same chart,
then plot a difference of the OHLC of each bar.
Re: Data feeds and autotrading results
yes both same session and 24/7You know the old adage... GIGOHave others experienced this?
When using IB for back testing data on 60 minute charts (1 year) I get good results
Same signals/chart/length with IQ feed and the results are way different..
Which is correct? Obviously there is a difference in data from the two which is disappointing.
What do others use for their data feeds here?
Jim
Are they both 24/7 data?
Do they have the same session times?
One way to check the data is to put both symbols on the same chart,
then plot a difference of the OHLC of each bar.
I'll try that overlay idea, thanks.
What data feed do you use?
Jim
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Re: Data feeds and autotrading results
Hello morpheous,Have others experienced this?
When using IB for back testing data on 60 minute charts (1 year) I get good results
Same signals/chart/length with IQ feed and the results are way different..
Which is correct? Obviously there is a difference in data from the two which is disappointing.
Unfortunately it is not relevant to compare script calculation results on charts from 2 different data vendors because different data vendors tend to give different data. Even slightly different data can dramatically affect script calculation results.