Is there any difference between the historical ticks downloaded from a Live account vs a Demo account?

No, there is not. It is used historical LIVE ticks data for DEMO and LIVE environment.

Just wondering - the historical data we can now download from the Dukascopy site - I know Dukascopy does not guarantee that it is the same as what would actually have been traded with, but is it the same as the historical strategy tester uses? The historical data in CSV format that is downloadable from the freeserv server, for instance, is quite different from the feed received in real time... one is substantially more filtered. Should we expect the same with the new data sets?

It's the same data, that is used by historical tester.

In other words, Dukascopy LIVE Historical Data feed = Historical Data feed = Data feed used by Tester in DEMO \ LIVE platform. This data is taken from the one source - Dukascopy LIVE Realtime feed server.

CSV Data taken from various third parties informational sources. This data differs from Dukascopy trading feed and can be used only for informational purposes.

Hi there -

If a JForex Strategy perform well on DEMO, can I expect that it will perform the same/similar (more or less) on LIVE account?
How reliable the back-test result of a strategy? I mean if the back-test result looks excellent, can I expect it will perform well in LIVE account.

I have alot of experience with MT4 EA, and running EA on LIVE account can be different from running it on DEMO account.
And some people dont eveb believe on back test result.

Thanks

Dear Sir,

The demo trading environment cannot match exactly the live trading environment due to several reasons.
In general, the demo environment provides more liquidity at the spread, and in the market depth than the live environment, especially as large size orders
are concerned.
Transactions executed do not impact the price action and immediate liquidity in the demo environment, while they do under live environment.
Orders issued by another demo participants may distort to some extent the simulation process, as there is no constraint on order, margin and leverage provided in the demo environment; this could lead to some unrealistic executions.
Whatever the quality of the simultation is, you should be extremely cautious about the conclusions you would draw from back-testing and demo trading.

Having said that, you can be confident that we provide a demo environment that follows as closely and fairly as possible the real trading conditions. Especially, the demo environment applies the same rules of the execution process and has the ability of simulating rejections.
The live price feed is fairly replicated in the demo environment.

When conducting back-testing, either with the tester, or by trading directly in the demo environment, it is worth to put constraints that will impose
some penalty on the performance of the strategy tested, in order to account for the differences unavoidable between the demo and live environments.
You should assume that, in live trading, you shall have higher ratio of rejected trades. Depending on the strategy, it may be good enough to increase the
implicit, or explicit transaction cost to appraise the strategy in back-testing within a fair confidence interval.
The event log of the tester gives you the ability of thoroughly checking every trade, therefore enabling you to spot the trades that would have had a lower probability of being executed in the live environment.

It should be stressed at this point that we do not discuss the appropriateness of the back testing procedure itself. It remains the responsibility of the user
to believe or not that the past price action can be informative in any way of the future price.

Should you need any further clarification, or have any questions, please feel free to reply to this post.