At all, strange thing. I have been using Wellslab and Tradestation at the same time for many years.. The same test systems in these two programs sometimes give some discrepancy. The reasons, basically, understandable — give error different indicators, moving averages, as the methods for calculating indicators are slightly different, rounding of the calculations themselves, etc.. But, Interestingly — I would understand when the results would be better then in one program, then in another. But in a few years I don’t remember a case where the best result was in Wellslab. Always at Tradestation. And sometimes it's just a lot better.. I start to compare — tradestation close entered by a fraction of a millimeter for the indicator, resulting in a deal, turned profitable, and in Wellslab, a hundredth of a millimeter was not enough and a profitable deal did not take place. And vice versa, with a losing trade in Wellslab, a fraction of a millimeter was enough to signal the opening of a position, and in Tradestation, as they knew in advance, a fraction of a millimeter was not enough for a signal. That's it. Can there be such coincidences?.
Here is an example to illustrate:
In the first case, (Tradestation) the close closed a fraction of a tick above the upper bollinger and the signal to close the position was received. And in the second case (Wellslab) fraction of a tick was not enough and the close was below the bollinger. Therefore, the position was not closed on time, and closed with a big loss. And there are many such examples., almost always in favor of Tradestation. What makes you suspicious.
