Backtest – Trades Appear 1 Bar Late

• 09/16/2020 at 9:02 PM #144477
  GraHal

  In order to not go off Topic on another Thread, I’m commenting here …

  TempusFugit wrote:

  trades not apperaring in backtest till next day.

  Is this on a Daily TF?

  If Yes then I just noticed the same thing a 5 min TF … a trade not closing until 1 x 5 min bar later than the same Algo closed the trade on Live running.

  Although 1 bar late, the number of bars traded then equalised between Backtest and Live.

  I’ve heard of this before  … ‘1 bar late in backtest’ … but this is the first time I studied it.

  I’m going to sleep on the reason, but if anybody wants to explain why … please go ahead?

  

  GraHal

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  09/24/2020 at 12:27 PM #145188
  robertogozzi

  Any example?

   

  

  robertogozzi

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  09/24/2020 at 4:17 PM #145246
  Nicolas

  I confirm that there is a small glitch with daily system actually, that should be solved soon.

  1 user thanked author for this post.

  robertogozzi

  

  Nicolas

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  09/24/2020 at 4:18 PM #145247
  TempusFugit

  Hi Grahal,

  I don´t remember the TF when I saw the operation/s appearing later in backtest, at the time I didn´t give to it much consideration.

  What I can tell you I see all the time is differences in the number of bars that appear as duration in the closed operations report from Demo to Live even when the operations start and exit at the same time in both. You can see this differences in the image attached.

  This can be related to what you mention or maybe just another weird thing from PRT, inconsequential though I think/hope.

  

  TempusFugit

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  09/25/2020 at 9:46 AM #145318
  nemus

  Nicholas – could this issue be causing trades to be missed in automated strategies on a daily timeframe? In my Live account this week, my automated daily strategies should have made 8 trades but only 3 were initiated (and I’m tearing my hair out trying to understand why!).

  

  nemus

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