I have data downloaded from my broker MBtrading(1 year), Dukascopy (5 years) and data downloaded with the option "download replay data"(1 years)- enabling analyses in "market replay connection".
I have a lot of good systems, however if the system works on the data from mbtrading it doesn't work on data from dukascopy. And even as this works chances that the strategy will give similar results in "market replay connection" they are very small.
People tell me whether you are comparing only results from backtester from "market replay connection"?
Perhaps you are starting every strategies in an account demo at the broker in which you are interested and do you wait weeks to see results?
How best to check the effectiveness of the strategy?
Please help
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