Same stratey+same broker+diferent vps = diferent trades?

Posted By: nanotir

Same stratey+same broker+diferent vps = diferent trades? - 04/22/16 09:55

Hi

I have a strategy located in two different vps providers. The broker is the same but the capital in the account is different, however the capital seeting in the script is the same.
The problem is that some trades are opened in one vps and not in the other one. What could be the reason for it? a bug in the script? the latency of the vps?
Posted By: MIGI

Re: Same stratey+same broker+diferent vps = diferent trades? - 04/22/16 11:00

If you trade with MetaTrader, you don't get all ticks on different installations.
If your accounts are on different servers, even of the same broker, you can get lightly different ticks.
If the base currency of your accounts are not the same, you can get different ticks.
Posted By: nanotir

Re: Same stratey+same broker+diferent vps = diferent trades? - 04/22/16 12:22

So then the entry signal can be different?
What about an indicator calculated at the begining of the trade mode with historical data loaded from the broker and the same indicador calculated with live data?
I am actually not sure if I begun both strategies at the same time. But if they got different ticks during the lookback, just that could explain the difference
Posted By: MIGI

Re: Same stratey+same broker+diferent vps = diferent trades? - 04/22/16 13:29

I have experienced these differences with lots of breakout systems in 5 min charts. The performance can vary arround 10% on a day in different accounts of the same broker on different servers or if the base currency is not the same. I use a high quality broker (ecn/ndd).

If you use 1 min charts indicators can be different more likely than when you use daily charts.

As I understand the z systems seem to depend heavily on the start and training period for the first days of trading.
Posted By: nanotir

Re: Same stratey+same broker+diferent vps = diferent trades? - 04/22/16 16:19

I am using H1 bars. This is not z systems.
I have 3 zorros at 2 brokers and 2 vps providers: beeks and amazon vps. On amazon the trades are the same eventhough diferent broker. On beeks the trades are different eventhough the same broker as the amazon account.
Posted By: MatPed

Re: Same stratey+same broker+diferent vps = diferent trades? - 04/23/16 10:45

@Nanitek have you investigate di Why?
Posted By: nanotir

Re: Same stratey+same broker+diferent vps = diferent trades? - 04/23/16 11:19

No, I did not. No time for it right now. Thats why I posted it here, if someone knows.
I remember now that once I wanted to know which is the first price quote I receive from the broker so I created a test script which entered trades towards the week opening. I noticed that the week open price was different depending on when I begun to run the strategy.
As MIGI mentioned, the data provided by mt4 is different and it seems like it is different depending on when you click on trade buttom the first time as well.
So if my trade signal depends on a indicator crossing a line, it is possible that the indicator cross that line at one vps and not at another. It is extrange that I got similar trades on different brokers but the vps provider was the same and I got different trades on the same broker but different vps provider, but as MIGI mentioned, the location of the vps defines the tick data that mt4 receives and it may explain the difference
Posted By: boatman

Re: Same stratey+same broker+diferent vps = diferent trades? - 04/24/16 08:22

Originally Posted By: MIGI
If you trade with MetaTrader, you don't get all ticks on different installations.
If your accounts are on different servers, even of the same broker, you can get lightly different ticks.
If the base currency of your accounts are not the same, you can get different ticks.


I didn't know this. All the more reason to trade via API wherever possible!
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