Hi Grahal I forgot to say that 70 to 90 pips difference in those 17 trades seems pretty odd to me
If you check Closed Trades on the Detailed Report on both Live and Back/Fwd running for matching trades … is there a 4 to 5 point difference on each matching trade?
Or does a big difference, but just on a few trades show up in the Detailed Report analysis?
If you set the Detailed Report for Yesterday you will only see Yesterday’s trades.
I guess my conclusion is that the delays I’m seeing in order cancellations, are there for when opening positions as well. Anywhere between 1-8 seconds delay, both for opening and cancelling an order. 2-16 seconds for a round trip.
Above could be (one of) the reason for your 70 to 90 point differences MartinB.
Hi Grahal, Thanks for your comments.
I can’t see the delay, as live trading opens immediately at the top of the hour. I have no cancellations or refused orders.
The differences are in not every trade, but in some of the trades. Live trading is executing the trailing and forward testing not, or live trading is making half of the profit.
In the 17 hours I trade there are not 17 entry points, as sometimes the trailing stop is running for more then an hour. When the system at the top of the hour is in a position already, it will not open a new position. So on average I have 14 or 15 trades during the 17 hours I Trade.
Most of the time the positions are closed pretty quickly, within 15 minutes. Only when a real (short) movement starts it grabs the pips
Your are right, that there should be an opening delay, although I don’t see and not every time there is a big difference in opening between the two systems. But of course when there is a difference, the trailing stop is acting differently as well.
