Backtest v demo

• 08/29/2020 at 10:19 AM #142885
  Paulchal

  I have seen this topic raised before but cannot find the discussion link.

  In backtest trades are opened but in demo they are not.

  Why is this and how can this be resolved?

  

  Paulchal

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  08/29/2020 at 11:30 AM #142889
  GraHal

  What spread have you entered / set in the backtest engine?

  Easiest is for you to post your code else we be guessing the reasons (other than above re spread)?

  Paulchal wrote:

  In backtest trades are opened but in demo they are not.

  Anyway what do you mean … in demo they are not … demo what … demo Forward Test or demo Backtest they are not??

  Did you mean to say …

  In Live System backtest trades are opened but in demo Forward Test they are not??

   

   

   

  

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  08/29/2020 at 1:17 PM #142906
  Paulchal

  I can post the code but I’m on the phone at the moment so will have to later.

  The code is mother of dragons on the Dow. So quite well known.

  Ive run it on the demo account “live”  and it’s opened 1 trade in August. However, when ran it on backtest it’s opened lots more (about 8) in August. No forward tests applied.

  I put the spread as 2.4. I accept the end PnL will differ because of spillage etc buts it not opening a trade at all

  

  Paulchal

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  08/29/2020 at 2:12 PM #142912
  GraHal

  Paulchal wrote:

  Ive run it on the demo account “live”
  No forward tests applied.

  Isn’t Live a Forward Test?

  Or how do you see / define a Forward Test?

  

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  08/29/2020 at 2:18 PM #142913
  Paulchal

  In live forward tests it does not open and in live system backtests it does open

  

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  08/29/2020 at 2:38 PM #142917
  GraHal

  What times are the trades opening in backtests?

  Reason I ask is that the Dow spread = 9.6 overnight in Real Live  and you have used spread = 2.4 over a 24 hour period in backtest.

  

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  08/29/2020 at 5:13 PM #142934
  Paulchal

  The vast majority during normal open time of the market so would be a spread of 2.4

  1 user thanked author for this post.

  GraHal

  

  Paulchal

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