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Probleme backtest vs réel

RICOU · 2024-01-18T14:14:12+00:00

Bonjour, je ne comprends pas, lorsque je lance un back test sur mon algo (sur la journée de hier par exemple) il y a des prises de positions en revanche dans la réalité en mode demo rien ne s’est passé ?? comment est ce possible? si quelqu’un a une explication de ce type de problème et surtout des solutions, par avance merci.

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Probleme backtest vs réel

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01/18/2024 at 3:14 PM #226512 quote

RICOU
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Junior

Bonjour,

je ne comprends pas, lorsque je lance un back test sur mon algo (sur la journée de hier par exemple) il y a des prises de positions en revanche dans la réalité en mode demo rien ne s’est passé ?? comment est ce possible? si quelqu’un a une explication de ce type de problème et surtout des solutions, par avance merci.

01/20/2024 at 11:50 AM #226622 quote

GraHal
Participant

Legend

Lorsque cela m’arrive, c’est généralement que je n’ai pas défini la taille de la position comme => taille de position minimale pour l’exécution de la démo en direct.

Par exemple, dans le cas du Dow Jones, le backtest s’exécutera et prendra des transactions à 0,2 par point (tout comme Live en cours d’exécution), mais Demo Autotrading a besoin de 1 par point (pour moi au Royaume-Uni en tout cas sur le compte SB).
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Probleme backtest vs réel

ProOrder : Trading Automatique & Backtests

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RICOU @ricou Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by GraHal
2 years, 9 months ago.

Topic Details

Forum:	ProOrder : Trading Automatique & Backtests
Language:	French
Started:	01/18/2024
Status:	Active
Attachments:	No files

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Probleme backtest vs réel

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Probleme backtest vs réel ProOrder : Trading Automatique & Backtests

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Probleme backtest vs réel

ProOrder : Trading Automatique & Backtests