my result of probacktest tick by tick moded and real working system as per attached. why there is difference between real automated system trading and probacktest. how can we trust reliability of our trading system?!
actually in my system i look for small pips as TP. entry at my preferred buy limit and sell limit orders every 1h candle. and position will close after 1h candle finished.
If you use limit/stop orders in your code the backtest will always differ to some extend from live results. The reason for this is that in backtest you will receive a fill for your limit/stop order “when touched”. This rarely happens in live trading. Price usually has to trade through your limited for your order to be filled.
This is where you should start from to understand why there are differences between your backtests and the real time trading. The spread between Ask and Bid should always be set in your backtest, find what is the average spread for the instrument at your broker website.
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