Hi, difference between backtest and actual

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03/11/2020 at 4:59 AM #121779 quote

Alfred
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Hi All

I am Alfred, a new beginner in this

I have run a auto system, the backtest (right side) is 2 bar, but actual run is 3 bar. and the profit is much difference!

Anyone can explain this…

Many thanks!

Alfred

eeb8eb69eed1fce938e69e0bfa02f29.png

03/11/2020 at 6:29 AM #121781 quote
GraHal
Participant

Master
Entry and Exit times are different also.
- Backtest has fixed spread and no slippage
- Live running (called Forward Test) has variable spread and slippage and variable minimum distance for stop losses settings.
It’s a wonder anybody makes any money at all? 🙂 Hey 90% of us don’t! 🙁

Alfred thanked this post
03/11/2020 at 8:15 AM #121784 quote

Alfred
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Thanks! GraHal

That means the Backtest result should make a discount will be better..

03/11/2020 at 11:12 AM #121800 quote

GraHal
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Master

Mmm … I wish it were that simple!

Only way you will know is to run BT and FT over the same period for > 50 trades, maybe more?

Do the trial and let us know please?
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Hi, difference between backtest and actual

ProOrder: Automated Strategies & Backtesting

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Alfred @kin08180213 Participant

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This topic contains 3 replies,
has 2 voices, and was last updated by GraHal
5 years, 11 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	03/11/2020
Status:	Active
Attachments:	1 files

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