Hi,
I’m sort of a beginner and wonder how long you would test an algo in demo before going live.
See my attached files.
This is a algo running at a 30 second timeframe US100
(from start I developed it for Tick chart but realised that don’t work in PRT, just backtesting)
I started the algo 7/2 this year in demo.
Would you run it in demo longer or would you launch it at a live account if it was your algo?
Best regards Anders
Well done.
Every opinion may differ but I can only speak for myself coming into my fourth year automated and profitable for 2. 3-12 months for me depending on trade frequency/concept. Before I did this I had troubles and learnt about curve fitting..oh joy. Once you get a few validated you will not need to be in a hurry. Think of it as an assembly line process needing a concept>design>prototype>robustness testing>live. Sow seeds like a farmer, before you know it you’ll be reaping and sowing at the same time only to improve your yield.
CC
I’d be worried about your Longs showing average Loss.
Maybe you curve fitted to the recent downtrend?
Also the equity curve looks very choppy, but you do show a low max drawdown … what is position size?
We could make a better judgement if you show price curve under the equity curve and positions, also X and Y scales be useful.
My position size are 1contract.
I developed the strategi from data from oktober/november 2025 to Januari 2026.
(I only got 200K units to test on)
Unfortunately I don’t have my backtest results saved because I have a new computer. But the live results are similare to the backtest. Except from the longs. The longs where in profit and short was break even = gains almost the same as live result.
Where do I find X and Y scales you are asking about @GraHal
You are showing the X and Y scales now on your ss.
I would re-optimise or have tighter stops on those several Longs that sit there losing money during downtrend – see attached.
hi, I don’t know about about any general valid “rule of thumb” in that relation, but I think like CC as well that trade frequency matters a lot, and yet disregarding the frequency “time on the market” matters a lot as well. so my own rule is always to test a strategy for at least 3 months before increaseing position. I never test on “demo”, but live – with very minimum position in the beginning, and then increasing gradually if strategy seems to work according my expectations. new strategy does not have to earn lot of points during those 3 months to prove it works, yet my experience was that quite always those “not working” strategies deteriorate within 3 months systematically/consistently.
testing live, even with minimum position, has some substantial advantages: 1) even there is only little money behind – it’s still money and psychologically matters more than in case if there is no money behind your activities. 2) you see if algo works technically in live environment: some things which “work” in backtest environment don’t work live at all, or work differently that one thought 3) you have real costs (spread, slippage, overnight financing…), and if you trade cfd you have some other obstacles brokers might put on your way, like minimum stop distances which might stop your algo at unexpected time, so you miss trades which you don’t miss in backtest, so this is again kind of cost which you can’t even estimate.
Thanks for all replies!
I have a “hard” stop now at 300 points + a breakeven code.
Take profit and shifting from long to short are dynamik.
I attach example for the taken trades in demo.
I backtested the strategi with a tighter stop loss and it where hit to often.
My head are working hard to find improvements for the strategi