backtest different to real, cause preloadbars?

Viewing 2 posts - 1 through 2 (of 2 total)
  • Author
    Posts
  • #97558 quote
    Paul
    Participant
    Master

    Hi, I got a different live result than same code in a backtest.

     

    I could repeat the result of the live account in a backtest with same entry-price.

    in top of the code I have ;

    defparam cumulateorders = false
    defparam preloadbars = 10000

    Trailingstop was activated at 0.35% gain based on close. It hit 0.35% only once.

    The difference in the backtest was caused by the number of units displayed.

    But the real result was the same as with displayed 1000 bars or lower and the real result should’ve been as the backtest with 10.000 bars, exiting at about equal price.

    So is there a problem in the preloadbars when trading live?

    Screenshot-2019-05-02-at-17.35.10.jpg Screenshot-2019-05-02-at-17.35.10.jpg Screenshot-2019-05-02-at-17.35.34.jpg Screenshot-2019-05-02-at-17.35.34.jpg Screenshot-2019-05-02-at-17.53.02.jpg Screenshot-2019-05-02-at-17.53.02.jpg
    #97612 quote
    Paul
    Participant
    Master

    read more about it. Maybe spread was the cause.

    today works again as expected.

    GraHal thanked this post
    Screenshot-2019-05-03-at-13.56.12.jpg Screenshot-2019-05-03-at-13.56.12.jpg
Viewing 2 posts - 1 through 2 (of 2 total)
  • You must be logged in to reply to this topic.

backtest different to real, cause preloadbars?


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
Paul @micky75d Participant
Summary

This topic contains 1 reply,
has 1 voice, and was last updated by Paul
6 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/02/2019
Status: Active
Attachments: 4 files
Logo Logo
Loading...