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?
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!
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.
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
Warning: Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced clients who have sufficient financial means to bear such risk. The articles, codes and content on this website only contain general information. They are not personal or investment advice nor a solicitation to buy or sell any financial instrument. Each investor must make their own judgement about the appropriateness of trading a financial instrument to their own financial, fiscal and legal situation.