Hi!

Sometimes I get different results when I backtest a strategy on the PRT connected to my demo account and the PRT connected to my real account. I’m using the same spread, tick by tick and strategy file. I have attached a screenshot of the different results and to strategy file so you can try for yourself and see if you get the same result. In this case it’s only half the amount of trades taken on the live compared to demo. Do anyone know what could cause the difference?

// BUND - IG MARKETS
// TIME FRAME 2H
// SPREAD 0.5 PIPS

DEFPARAM CumulateOrders = False
DEFPARAM PreloadBars    = 200
DEFPARAM Flatafter = 200000

once optimization = 1
once mgmt = 1


// -- Optimizations selection
if optimization = 1 then
artperiod = 6
wintarget = 60
sl = 30
stopandtargetMode = 2 // 1 = fixed stop and target 2 = dynamic stop and target
slATRmultiple = 1
winATRmultiple = 4
Starttime = 080000
EndTime = 200000
atrmultiplelong = 1
atrmultipleshort = 1
//mashortperiod = 2
//malongperiod = 220
//adxlevel = 30
//adxperiod = 22
elsif optimization = 2 then
artperiod = 6
wintarget = 60
sl = 30
stopandtargetMode = 2 // 1 = fixed stop and target 2 = dynamic stop and target
slATRmultiple = 1
winATRmultiple = 3
Starttime = 080000
EndTime = 200000
atrmultiplelong = 1
atrmultipleshort = 1
//mashortperiod = 2
//malongperiod = 220
endif

if mgmt = 1 then
PositionSize = 1

elsif mgmt = 2 then
REM Money Management
Capital = 4000
Risk = 0.01
StopLoss = sl // Could be our variable X

REM Calculate contracts

equity = Capital + StrategyProfit
maxrisk = round(equity*Risk)
PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize)
endif

// -- Indicaors
atr = AverageTrueRange[artperiod]
//malong = average[malongperiod]
//mashort = average[mashortperiod]
//adxfilter = adx[adxperiod]

// ENTRY CONDITION LONG
b1 = (abs(open-close) > (atr*atrmultiplelong))
b2 = (close > open)
b3 = currenttime > StartTime and currenttime < EndTime
//b4 = (mashort > malong)
//b5 = (adxlevel > adxfilter)
cb = b1 and b2 and b3 //and b5 // and b4
IF cb THEN
BUY PositionSize CONTRACTS AT MARKET
ENDIF

// ENTRY CONDITION SHORT
s1 = (abs(open-close) > (atr*atrmultipleshort))
s2 = (close < open)
s3 = currenttime > StartTime and currenttime < EndTime
//s4 = (mashort < malong)
cs = s1 and s2 and s3 //and b5 //and s4
IF cs THEN
SELLSHORT PositionSize CONTRACTS AT MARKET
ENDIF

// STOP AND TARGET
IF stopandtargetMode = 1 THEN
SET STOP pLOSS sl
SET TARGET pPROFIT wintarget
ENDIF

IF stopandtargetMode = 2 THEN
SET STOP pLOSS (atr * slATRmultiple)/pointsize
SET TARGET pPROFIT (atr * winATRmultiple)/pointsize
ENDIF

Skärmavbild-2017-05-06-kl.-12.10.19.png Skärmavbild-2017-05-06-kl.-12.07.10.png Skärmavbild-2017-05-06-kl.-12.07.22.png