Is prorealtime back test accurate ?

• 09/30/2016 at 11:10 PM #13996
  johnymon

  Hello Veterans,

  Do you guys able to achieve same kind of results as back test shows?  .I just wrote a 3/8 EMA  crossover system for dax ( ftse/wall street also works) with 2.5 spread and size is 2 GBP and 9 point trailing stoploss  on a 4 hour  chart and giving me good results(in my perspective, 500 to 2,57000 gbp in 4 years time).Could you please see the attachment and let me know whether this will happen or atleast come closer in real live trading.I see many posts in this forum questioning the back-test accuracy.

  Thanks ,

  J George

  

  johnymon

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  10/01/2016 at 10:55 AM #14008
  Wing

  If you look at the ‘closed positions list’, you will see that many of your orders are closed in the same bar as they are opened. When both SL and TP is reached in the same bar, the test is not accurate, since PRT will always count it as a win.

   

  To test a system on the 4-hour timeframe, before PRT releases tick-by-tick data, you need to use much higher SL.

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  johnymon, Nicolas

  

  Wing

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