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Please help me understand why a strat is working way better on one broker

Posted: Tue Jan 31, 2023 5:22 am
by crown the king
Hi

I'm an algorithmic trader and I came up with a simple strategy (mean reversion),
the thing is that it works far better on one particular broker (like 2 times better, not a small improvement)
the broker is NDD and regulated so it's not a market maker.

so my question is :
do the other brokers filter the price to make traders lose more ?
or does the broker in question filters the price so that traders make more money ? (but why ? so that more people come to their platform ?)

or is it just the chart prices ? and real live prices are different ?
I don't know which broker to trust

thanks

Crown The King

Re: Please help me understand why a strat is working way better on one broker

Posted: Tue Jan 31, 2023 8:06 am
by Chickenspicy
crown the king wrote: Tue Jan 31, 2023 5:22 am
Have to livetest with little money to find out

Re: Please help me understand why a strat is working way better on one broker

Posted: Thu Feb 02, 2023 12:35 am
by crown the king
thanks



so I tested today to see if the prices received by the broker differ from the prices
restituted when you open a new account.
(I created a new account to retrieve the stored prices to be sure there are
no shenanigans with live prices received)

I printed the BID value just before the new bar opens as well as the
previous CLOSE value.
And here are the results:

GBPUSD

Code: Select all

(na == new account)
(11 AM)
value 1 printed (close): 1.23207
value 1 printed (bid)  : 1.23207
value 1 retrieved (na) : 1.23207
(12 AM)
value 2 printed (close): 1.23172
value 2 printed (bid)  : 1.23172
value 2 retrieved (na) : 1.23172
(1 PM)
value 3 printed (close): 1.23238
value 3 printed (bid)  : 1.23238
value 3 retrieved (na) : 1.23238
(2 PM)
value 4 printed (close): 1.23269
value 4 printed (bid)  : 1.23269
value 4 retrieved (na) : 1.23269
(3 PM)
value 5 printed (close): 1.23251
value 5 printed (bid)  : 1.23251
value 5 retrieved (na) : 1.23251
as you can see there are not any differences
so I think it's safe to say that the price shown in backtest reflects any filtering
that could occur and is not manipulated afterwards by the broker

so the broker seems legit