Welcome

[TraderS]

Welcome to this group. I am TraderS and I hope we will have a good and profitable discussion about automated trading system development using various mathematical techniques. 

[FXtrader]

Hi TraderS. Have you developed systems for forex? How did you deal with data differences between efferent vendors? 

[TraderS]

Interesting issue. One method I have used is to run the system on data from 3 different vendors and to take the average performance. results may vary a lot with different data. 

[FXtrader]

Very good idea. There was an article in a website recently using this method (I forgot where I saw it, sorry). It may also be a good idea to always check against a major feed like Bloomberg but that is expensive to do. I have seen wide differences between different feeds, even such that produce negative performance in backtests, The idea of designing feed robust systems is excellent, I do not know if this is possible but I will try if I can collect data for a few of them. 

[Rick001]

Any luck developing a system for ES with gp?