PRT differences in live and back testing

• 09/12/2016 at 1:03 PM #12979
  Vish

  I am so glad to find a forum where I can discuss PRT issues. I have been a manual trader for a year now and just started looking into Auto trading benefits. To start with I have setup basic strategies like EMA cross overs and back testing them. Backtesting results were good and going upto 60% in a month and even more on yearly basis. This was mainly done on GER indices. After backtesting for couple of days, I have decided to go live and results were different. I compared back testing results and live results for the same time period, It surprised me with different results again. Basically backtesting was showing positive profitable results but live was a loss. I did not understand why this is happening. Does anyone know here why ? Is there something basic I am missing on ?

  

  Vish

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  09/12/2016 at 1:22 PM #12980
  Nicolas

  Please update your country flag in your profile. Thank you 🙂

  Hi, this is an issue that have already been discussed a lot here in our forums 🙂

  ProBacktest don’t have look inside bar while it is the case in real live trading. In a future release of PRT, backtest will test tick per tick to give a more confident level of what would happened in live trading.

  

  Nicolas

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  09/12/2016 at 1:51 PM #12984
  Vish

  Thanks for reply Nic 🙂

  

  Vish

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  09/12/2016 at 2:13 PM #12986
  Vish

  I have updated the country flag now.

  So how do I rely on back testing ? Is it possible to optimise it to get more synchronised results ? May be something like if you are using 50 trailing stop in backtesting then use 60 Trailing in Live. Also Is there any time delay when your broker places live orders for you which can cause this difference ?

  

  Vish

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