TD-Ameritrade-vs-IQFeed-different-results-in-Strategy-Monitor

QUOTE:
Clicking on the developer.tdameritrade.com link in the historical providers tab of data manager now shows this:

Right, and there still is the Register button at the top of the page. Please try to Register and follow the next steps in this online guide:

https://www.wealth-lab.com/extension/detail/TDAmeritrade#screenshots

Thanks. I did not see the register and login at the top. Not sure why they are very small font and almost the same color as the background.

I now have the streaming data. Very different results compared to using IQFeed:

8/11/2021 11:30:08: Pass 1 - GetHistories returned 29 symbols
8/11/2021 11:30:08: Status = Processing
8/11/2021 11:30:09: Ran Strategy on DECK,AMD,NKE,CTSDF,BNTX,MRNA,UMC,MXL,PKI,BXC,AMKR: 0 Signals, Run Time=1.29sec
8/11/2021 11:30:20: Pass 2 - GetHistories returned 18 symbols
8/11/2021 11:30:21: Ran Strategy on TX,SKY,CROX,DHR,MARA,ACLS,FTNT: 1 Signals, Run Time=1.17sec
8/11/2021 11:30:25: Pass 1 - GetHistories returned 29 symbols
8/11/2021 11:30:27: Ran Strategy on FTNT,AMD,DECK,KLIC,NKE,IDT,CTSDF,ACLS,DHR,BXC,SKY,CROX,MARA,EVC,MXL,PKI,AMKR,BNTX,MRNA,TX,UMC: 2 Signals, Run Time=1.77sec
8/11/2021 11:30:38: Pass 2 - GetHistories returned 8 symbols
8/11/2021 11:30:39: Ran Strategy on FLGT,BYDDF,PRFT: 3 Signals, Run Time=1.30sec
8/11/2021 11:31:04: Pass 1 - GetHistories returned 29 symbols
8/11/2021 11:31:06: Ran Strategy on PRFT,DECK,NKE,EVC,AMD,FTNT,BYDDF,FLGT,IDT,KLIC,ACLS,BXC,CROX,SKY,CTSDF,DHR,TX,MARA,AMKR,PKI,MXL,UMC,BNTX,MRNA: 5 Signals, Run Time=1.79sec
8/11/2021 11:31:17: Pass 2 - GetHistories returned 5 symbols
8/11/2021 11:31:18: Ran Strategy on ASML,SIMO,EXPI,WST: 2 Signals, Run Time=987ms
8/11/2021 11:31:18: NextRun set to 8/11/2021 12:00 PM
8/11/2021 11:31:18: Status = Incomplete
8/11/2021 11:31:18: 1 Symbol not Processed: MPWR

The many passes, and the slow speed of them apparently is causing duplicate signals and consequently double positions at Alpaca:

Here are the signals using IQFeed:

Here are the signals using TDAmeritrade:

IQFeed is superior to TDAmeritrade when it comes to accuracy and speed. TDA data through that API is latent by at least a couple seconds. Even ThinkOrSwim (which uses a different API) has high latency and is awful for point and click trading.

Anyway, you're showing us those results without any data or a strategy to back it up. What are you expecting?

I am not sure how to answer your answer. Are you questioning my observation, or are you asking why I am asking about this?

It should be obvious that duplicate trades would be a concern. Also, some understanding of why a slower data feed could cause duplicate trades and substantially different results on 30-minute bars would be very helpful.

I have never seen duplicate trades in my backtesting or with strategy monitor using IQFeed data.

Since you and @pestocat2 are used to share some strategy code, we suspect that the presumed duplicate trades may be related to the (unknown) code:

https://www.wealth-lab.com/Discussion/Strategy-Monitor-Polling-and-duplicates-6638

The code and the differences in data are unknown. We don't know the system or what's feeding it.

(Insert icon of the guy shrugging his shoulders because there's nothing he can do)