Hello,
I am testing my system that writes a csv file with quotes/prices of trades for analysis in Market System Analyzer but I am not sure what quote to use (and save into the csv file) since in the Executions List it shows different prices than in chart. In average I cannot say what is worse, but the quotes differ and I am really confused.
The difference varies betwen 1-3 pips per trade and you may imagine that on 100 trades this automated strategy makes per pair per month that makes significant profit/loss difference.
So my question is what quotes should I trust? Are you aware of that difference?
I tested the system on market replay data which I have one month continuously recorded from Gain Capital.
N.
I am testing my system that writes a csv file with quotes/prices of trades for analysis in Market System Analyzer but I am not sure what quote to use (and save into the csv file) since in the Executions List it shows different prices than in chart. In average I cannot say what is worse, but the quotes differ and I am really confused.
The difference varies betwen 1-3 pips per trade and you may imagine that on 100 trades this automated strategy makes per pair per month that makes significant profit/loss difference.
So my question is what quotes should I trust? Are you aware of that difference?
I tested the system on market replay data which I have one month continuously recorded from Gain Capital.
N.
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