Backtesting difference between Live and Demo

Forums ProRealTime English forum ProOrder support Backtesting difference between Live and Demo

This topic contains 5 replies, has 4 voices, and was last updated by avatar Nicolas 6 months, 1 week ago.

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  • #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? 




    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?


    Live running on your Live Platform with real money?


    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


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

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