Backtesting difference between Live and Demo

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Viewing 6 posts - 1 through 6 (of 6 total)
  • #77944

    I have developed a strategy. Back testing it on Demo produces the results on the screenshot on the left, in live I get completely different results (second screenshot). The time period, tick by tick data setting, instrument (FTSE £2) and strategy code are all exactly the same.  I’m mystified as to why they are different? 

     

     

    #77949

    in live I get completely different results

    Are they the same System (cos they sure ain’t called the same on your screen shots!? 🙂

    Also, which do you mean …

    Live running (Forward Test) on your Demo Platform with virtual money?

    OR

    Live running on your Live Platform with real money?

    #77950

    They are 100% the same system, just the name that is different.  Both are backtests – the first on a demo cfd account over 50,000 units, the second was a backtest in my live cfd account over 50,000 units. 

     

    The live backtest has only taken about half as many trades!

    #77956

    It is most likely due to the 11 minute time frame that you are using. We had this issue discussed on here in the past when someone was using a 26 second time frame. How the strategy behaves will be completely dependent on the start time due to the weird candle sizing. 

    #77959

    I think you are correct.I am using Heiken-Ashi candles. When I compare 11 minute candles  between live and demo they are different, for the same candle start date/time. They are the same for 15 minute H.A candles. Shouldn’t matter to the extent its affecting the results though. And if I run the same system on 15 minute H.A candles in both live and demo its still taking only about half as many trades on live

    #77960

    and since Heikin Ashi candlesticks don’t reflect the real price, due to their construction, it also scramble a bit more the data.. 

Viewing 6 posts - 1 through 6 (of 6 total)

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