Constat Pro-order VS Backtest

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    VictorioVictorio
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    Bien que mon backtest inclut 1 point de spread (F40 UT2mn), je constate sur plus d’ une vingtaine de positions, une différence de l’ordre de 10 à 15% sur les gains entre backtest et pro-order.

    Je prendrai cette donnée en compte désormais.

    Les stops loss sont eux parfaitement respectés au 1/10 de point près.

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Constat Pro-order VS Backtest


ProOrder : Trading Automatique & Backtests

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Victorio @victorio Participant
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Forum: ProOrder : Trading Automatique & Backtests
Language: French
Started: 02/05/2017
Status: Active
Attachments: No files
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