Back-testing and live different behaviour

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09/01/2020 at 4:14 PM #143138 quote

Jiankyr82
Participant

Junior

Hi Guys,

I loaded my first strategy to test it live. Its behaviour to open/close positions differs between the “back-testing” and “live”.

The amount of size is very small so I care about its functionality and not about to gain at this stage. I am wondering if it is possible and has happened to others and know how to deal and optimise similar cases.

i.e. opened a position w/o criteria achieved in the “live” while in backtesting works as it code

is it possible?

Cheers

09/25/2020 at 10:27 AM #145326 quote
Nicolas
Keymaster

Master
Here is a short list to check to understand why live orders can differ from backtests and/or demo trading:
- backtests should always be made with tick by tick mode enable
- check the time zone between backtests and live trading
- check the custom trading hours / sunday data visible or not
- define a spread value in your backtest
- slippage may occur in live trading
- spread values can change over time according to the broker decision
- instruction like SET STOP TRAILING may act differently between backtests and live trading (use preferably soft coded version of trailing stop)
- some strategies act differently if the launch date is different
- respect the price to stop distance imposed by the broker
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Back-testing and live different behaviour

General Trading: Market Analysis & Manual Trading

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Jiankyr82 @jiankyr82 Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
5 years, 6 months ago.

Topic Details

Forum:	General Trading: Market Analysis & Manual Trading
Language:	English
Started:	09/01/2020
Status:	Active
Attachments:	No files

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