Is it the problem of Ib data or other reasons?

R

robinxing

I have two pc

both of them installed tradestation 2000i

usually I use one pc doing research

the other autotrading

today when I output the data from the pc which do autotrading

import it to the other pc

something strange happens

the same strategy the same time span

but different signal different performance

I do not know why

is it the problem of IB data or tradestation 2000i?
 

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Quote from robinxing:

I have two pc

both of them installed tradestation 2000i

usually I use one pc doing research

the other autotrading

today when I output the data from the pc which do autotrading

import it to the other pc

something strange happens

the same strategy the same time span

but different signal different performance

I do not know why

is it the problem of IB data or tradestation 2000i?
More...


IB data is compressed - it is not real tick-by-tick data. If your strategy is influenced by the close on a time based bar then you will most certainly get different results.

Do not even try to use tick charts- that is with IB data a crapshoot.

Dad reckoned that he wasted over two years trying to work with IB data - very expensive trying to do this on the cheap.

Maria

ps if the data is the same then the difference may be in the length of the period that you are charting, alternatively in the number of bars that a study may reference. in both cases it is the sign of an unstable strategy.
 
bali_survivor

if I wanna apply strategy to tick charts and do autotrading with IB

what should I do ?buy data feed from esignal?

thank you
 
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