Is there any point devising strategies and backtesting when the real world trades and results bear no resemblance whatsoever to them, I am using the below code, have run it for 10 days linked to IG. The orders it takes are losing ones, and have no correlation to what the backtesting said it would:

//-------------------------------------------------------------------------
// Main code : RapidReturn WTIv3
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
// Main code : RapidReturn WTIv3
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
// Main code : RapidReturn WTIv3
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
//TDI OIL Brent Crude (5Min) Alpha Commodities
//
//-------------------------------------------------------------------------
 
// code-Parameter
DEFPARAM CumulateOrders = false

//Default position size =1
PositionSize  = 2.2



timeframe(1 hour, updateonclose)
myrsi = rsi[13]
indicator4, ignored, ignored = CALL "MetaScore"[80, 0, 0](close)
c3 = (indicator4 < 70)
c4 = (indicator4 > 23)
buycondition = myrsi > 15
sellcondition = myrsi < 63
 
//TDI indicator
//parameters :
//orders management on the 1 minute timeframe
timeframe(5 minute, default)
lengthrsi=13
lengthrsipl=2
lengthtradesl=7
 
//overbought and oversold values of the TDI indicator
upperzone = 55
lowerzone = 2
//upperzone = upz
//lowerzone = loz
 
//heiken ashi
xClose = (Open+High+Low+Close)/4
if(barindex>2) then
xOpen = (xOpen[1] + xClose[1])/2
xHigh = Max(xOpen, xClose)
xLow = Min(xOpen, xClose)
endif
 
//indicators
r = rsi[lengthrsi](close)
mab = average[lengthrsipl](r)
mbb = average[lengthtradesl](r)
yellowMA = average[5](TypicalPrice)
yellowMAshifted = yellowMA[2]
 
//trade conditions
longCondition = mab crosses over mbb AND mab<50 AND xHigh>yellowMAshifted AND buycondition AND c3
shortCondition = mab crosses under  mbb AND mab>52 AND xLow<yellowMAshifted AND sellcondition AND c4
 
Longsell=mab crosses under mbb AND mab<upperzone and mab>56 AND xlow>yellowMAshifted
Shortexit= mab crosses over mbb AND mab>lowerzone and mab<56 AND xhigh>yellowMAshifted
//Longsell=mab crosses under mbb AND mab<upperzone and mab>55 AND xlow>yellowMAshifted
//Shortexit= mab crosses over mbb AND mab>lowerzone and mab<58 AND xhigh>yellowMAshifted
//Longsell2=mab crosses under lowerzone
//Shortexit2=mab crosses over upperzone
//***************************
 
// open position
// long
IF Not LONGONMARKET AND longcondition THEN
BUY PositionSize CONTRACT AT MARKET
ENDIF
 
// short
IF Not SHORTONMARKET AND shortCondition THEN
SELLSHORT PositionSize CONTRACT AT MARKET
ENDIF
 
// close position
 
IF LONGONMARKET and Longsell then//or longsell2 THEN
SELL AT MARKET
ENDIF
IF SHORTONMARKET and Shortexit then//or shortexit2 THEN
EXITSHORT  AT MARKET
ENDIF

MyATR = AverageTrueRange[14](close)
//SET STOP LOSS MyATR * 2
//Can use ATR loss for lower risk
//SET STOP PLOSS 65
// SET TARGET PROFIT "value"
p = 165
SET TARGET PPROFIT (p) //395
//SET STOP ploss 230
 

orders.png IGord.png