No corrispondence between backtest and demo live!

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  • 07/16/2019 at 3:45 PM #102675 quote
    AlgoAlex
    Participant
    Master

    The image needs no explanation.

    I can accept some small difference due to slippage and/or spread, but in this case they seems two completely different system?

    I already emailed Ig, but I would like to know why.

    system-2.jpg system-2.jpg
    07/16/2019 at 4:03 PM #102680 quote
    Nicolas
    Keymaster
    Master

    Automated trading support go to ProOrder section, thanks.

    1. No rejected orders?
    2. Use of trailing stop?
    3. Same spread and fees used in backtests as in real trading?
    4. No custom time zones used in backtests?
    5. Weekend data displayed or not?
    6. Specific indicators used? (other than “standard” ones such as RSI, stochastic, ..)
    07/16/2019 at 4:34 PM #102682 quote
    AlgoAlex
    Participant
    Master

    No rejected orders, spread and commission ok, same time zones, it is based on a custom indicator but the main issue is that entries are completely different!

    The code is copy-paste from backtest to proorder so I don’t understand why it happens.

    07/17/2019 at 9:03 AM #102713 quote
    Nicolas
    Keymaster
    Master

    Difficult to give precise answers about the differences without the code itself.

    You didn’t answer about trailing stop?

    07/17/2019 at 3:36 PM #102749 quote
    AlgoAlex
    Participant
    Master

    Yes, there is MFE trailing stop code in the code.

    07/17/2019 at 4:18 PM #102762 quote
    Nicolas
    Keymaster
    Master

    Is there a “preloadbars” in your code?

    07/23/2019 at 2:53 PM #103260 quote
    Ulrike
    Moderator
    Senior

    Hello,

    Your screenshot shows that you started your ProOrder on June 23rd at 22h12. Have you set the starting date of your backtest to exactly the same date and time?

    Please ensure to have exactly the same starting date and if there are still differences between ProBacktest and ProOrder send a technical report via the platform by authorizing access to your code.

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No corrispondence between backtest and demo live!


ProOrder: Automated Strategies & Backtesting

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AlgoAlex @alexf Participant
Summary

This topic contains 6 replies,
has 3 voices, and was last updated by Ulrike
6 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/16/2019
Status: Active
Attachments: 1 files
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