Forums ProRealTime English forum ProOrder support Known differences between PRT LIVE and PRT DEMO Reply To: Known differences between PRT LIVE and PRT DEMO

#123622
VN

@Nicolas, merci again.

For all intents and purposes the current set up the current AutoTrading functionality behaves like a black box . Visibility of what is happening for example being able to see the underying variables/indicators in real time is an absolute must for anyone serious enough to risk your own money on it so I applaud your effort in getting this developed.

I am doing more testing as I write this and as I run the strategy in backtest and AutoTrading side by side, differences keep propping up. The AutoTrade seems to be opening positions whislt the backtest is NOT. This is not happening all the time but from time to time. From what I am able to see from graphing the variables used to evaluate the entry conditions on my backtest version (just as a proxy of what should be, but clearly isn’t happening with the AutoTrade version) is that there appears to be what I can imagine a time difference. I am running a 1 min candle chart and I can see from the variables that the backtest shows “no trade entry” at the exact point in time that the AutoTrade sent an order to the broker to fill which IG did so. One minute earlier however, from the backtest variables plotted I can see that it was “OK” to enter into a trade. If I use this example, then I can only think that the indicator variables calcualted by the AutoTrade code (which I cannot see) must be ever so slightly different to what the backtest is showing to produce the effect of a “time lag”. I just don’t know how I can move from here, as I would like to put the AutoTrade functionality to work with real money, but if I cannot explain part of its behaviour then how can I.