I have spent a lot of time analysing data since I originally discovered the discrepancies that can occur. Given that forex markets are not centralised I think the reality is that the price we all see can be slightly different.
One observation I make is that the larger the timeframe you are working with the smaller impact any discrepancy will have (as a % of the bar range on the given timeframe). So for me working primarily with H12 bars atm, its not that big a concern. My conclusion is that whatever the discrepancies that exist what's critical is that you validate your system when moving from one broker/platform to another to make sure it works the same way.
Cheers, Sharks
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I have spent a lot of time analysing data since I originally...
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