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Hi Daryn,
As to the difference with historical data between accounts, I have noticed a large difference in using the same EA on my Oanda demo account and my Oanda live account. So, even with the same brokerage it is possible to see significant differences between accounts. Of course this difference may be smaller or larger with different brokerages. So while you are seeing small differences between different accounts with the same brokerage this is not always going to be the same with different brokerages.
I do not optimize strategies. I do use Monte Carlo robustness.
As to saving symbol specifications from multiple brokers on the premium dataset: After customizing the premium data for a specific brokers specifications download the settings in the Tools>Settings tab for each broker. This will however, also download all the settings you have made in EA Studio. So when you upload the broker settings back into EA Studio be aware it will also change all the settings in EA studio. This won’t be a problem if you are going to use all the same settings except for the custom premium data settings. If you are going to use different strategy settings for each broker then you will also need to download the settings saved as different strategies. I hope this makes sense.
Alan,