Different results in live and demo

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  • 03/21/2019 at 1:04 PM #94274 quote
    Jesper
    Participant
    Junior

    Developed a scalping strategy in my live (IG) account that looked viable (see image).

    I then transfered the code to my demo environment to run simulation for a while.

    Problem was that backtestning didn’t even come close to what I got in live account (see image 2).

    Yes it’s the same settings, same instrument, timeframe and what have you.

    Find this rather distressing.

    Any ideas?

    2019-03-21.png 2019-03-21.png 2019-03-21-2.png 2019-03-21-2.png
    03/21/2019 at 1:23 PM #94285 quote
    Nicolas
    Keymaster
    Master

    The most recent answer to this question is here: Discrepancies between back testing on live and demo accounts on IG

    03/21/2019 at 1:31 PM #94286 quote
    GraHal
    Participant
    Master
    Jesper wrote:

    and what have you.

    Tick by tick selected and spread = same in both cases?

    03/21/2019 at 1:58 PM #94295 quote
    Jesper
    Participant
    Junior

    GraHal > All settings are the same (tickmode, timezone) and so on.

    Read the other thread and they were talking about a different engine on the demo-accounts. I’m not sure how that would make a difference since I’m not using multi-timeframe in my code.

    03/21/2019 at 3:08 PM #94309 quote
    Nicolas
    Keymaster
    Master

    It is not about only MTF support, the most recent backtest engine has also been almost completely revamped.

    03/21/2019 at 3:20 PM #94315 quote
    Jesper
    Participant
    Junior

    Ok. That sort of makes sense. Well, I’m going to ask IG to switch back to the old engine and go from there.

    03/21/2019 at 3:32 PM #94319 quote
    Nicolas
    Keymaster
    Master

    BTW, in theory, the most recent engine is the most accurate. Only a precise orders analysis of the backtest should tell you.

    03/22/2019 at 11:21 AM #94393 quote
    mr blue
    Participant
    Senior

    Interesting approach — develop on LIVE system and test on DEMO 😉

    Just kiddin – please see my answer a couple of minutes ago in the other discussion linked above. Hope it helps!

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Different results in live and demo


ProOrder: Automated Strategies & Backtesting

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Jesper @jesper Participant
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This topic contains 7 replies,
has 4 voices, and was last updated by mr blue
6 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/21/2019
Status: Active
Attachments: 2 files
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