Data feeds and autotrading results

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morpheous
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Data feeds and autotrading results

Postby morpheous » 08 Jan 2015

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

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TJ
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Re: Data feeds and autotrading results

Postby TJ » 08 Jan 2015

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
You know the old adage... GIGO

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.

morpheous
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Re: Data feeds and autotrading results

Postby morpheous » 09 Jan 2015

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
You know the old adage... GIGO

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.
yes both same session and 24/7
I'll try that overlay idea, thanks.

What data feed do you use?
Jim

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Andrew MultiCharts
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Re: Data feeds and autotrading results

Postby Andrew MultiCharts » 12 Jan 2015

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.
Hello morpheous,

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.


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