DislikedI cannot understand how you can claim that there's no difference between 90% and 99.99% modelling when there clearly must be; 9.99% to be precise. Can you reference articles that back-up your assertion as all those that I have read emphasis that 90% modelling is very inaccurate, particular with the lower time frames where tick data that is not actual tick data is synthesised introducing even more inaccuracy. What is your data source and methodology for backtesting? I don't know what the graph in your last post is of as it's not one of those in the...Ignored
It's obvious we both don't know everything about the MT4 software. You CAN use a spread of 0.50 pips and have proof it can be done!
Of course there's a difference when it comes to the numbers but there is a difference at EVERY broker used! The 9.99% difference doesn't matter and here's why...
EVERY broker has a slightly different price feed, different execution, different fees and so on and so forth. Using a 99.99% backtest to me, is just like adding another broker to be compared to the list. For example, comparing TradersWay vs LQDFX.com in a back-test will bring different results because the brokers price feeds are different to say the least. This is even with making all the EA options the same including the used spread. The same EA will give different results at each broker no matter if it's a 90% back-test or a 99.99% back-test. You see my point here?
When it comes down to it, this 9.99% back-test difference is massively overrated. It's a guaranteed fact that the EA would forward test the same time length/period you did in the test VERY differently because of the variable ECN spread, commission, price execution speed and the use of the included Manage_profit_EA. The EA would trade EVERY broker differently.