Hello support!
I have testing and compared the entries in real trading with the backtest results of the same period.
in real trading do not correspond with the backtested results, which should be the case ( this deviation not good for me).
please see screenshot:
The automated strategy in real time trading is entering much later into a trend than the backtest of the same period is suggesting.
https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=7&t=47590I have different: in price -23pip and loss time 12 minutes after signal
Do you have any explanation for this?
for example: I use parameter Renko = 10
please: help to correct it.
Looking your reply.
Regards