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Difference in the performance of the strategy between back test and real time
rossi7700
 Post subject: Difference in the performance of the strategy between back test and real time Post rating: 0   New post Posted: Thu 24 Sep, 2015, 14:21 
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Hello
im running a strategy in my account in real time then i made a back test for today there is tottaly deffirence between back test and real time performance
you ll see in pictures that in back test it made 2 trades like i planed it but in demo account it openned 14 orders
can anybody explain me what happenning here ??

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demo_account2.PNG [73.33 KiB]
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demo_account.PNG [18.61 KiB]
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back test.PNG [17.16 KiB]
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henry86
 Post subject: Re: Difference in the performance of the strategy between back test and real time Post rating: 0   New post Posted: Thu 24 Sep, 2015, 14:38 
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If you don't want to show your code, I assume, there is nothing someone could say.

To me it seems to be that the trades are opening and closed suddenly. (real time) Afterwards, the same reason, the algorithms are opened at first are still valild, so it opens (and close) again.

You should look for the reason, why the trades have been closed immediately.
 
rossi7700
 Post subject: Re: Difference in the performance of the strategy between back test and real time Post rating: 0   New post Posted: Thu 24 Sep, 2015, 15:26 
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henry86 wrote:
If you don't want to show your code, I assume, there is nothing someone could say.

To me it seems to be that the trades are opening and closed suddenly. (real time) Afterwards, the same reason, the algorithms are opened at first are still valild, so it opens (and close) again.

You should look for the reason, why the trades have been closed immediately.


hi bro thanks for replay
i wanted to say that the historical test is for today and that orders of demo account for today also
the problem that in historical test the orders going as i planned but in real is something different
i ran strategy in demo account today and then made historical test for today also but results is different
 
henry86
 Post subject: Re: Difference in the performance of the strategy between back test and real time Post rating: 0   New post Posted: Thu 24 Sep, 2015, 17:38 
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I'm not an expert, but I can imagine that backtest is not the same at all like real trading.

I also think real (live) trading and demo Trading will be different too.

But as I said - without more information, it won't be possible to solve your issue. Thats what I think.

Best Regards,
henry
 
gdoban
 Post subject: Re: Difference in the performance of the strategy between back test and real time Post rating: 0   New post Posted: Fri 25 Sep, 2015, 12:53 

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You may check strategy log. Some trades can be rejected in the live account.
 
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