|
backtest and real trading |
sgalizia
|
Post subject: backtest and real trading |
Post rating: 0
|
Posted: Wed 25 Jul, 2012, 10:58
|
|
User rating: 0
Joined: Wed 25 Jul, 2012, 10:50 Posts: 1
|
Hi all, i would like to ask if someone have the same strange behaviuor as mine. I did an EA which act very good in backtest (i did all the possible backtest from 1 day up to 4 years). the question is the following:
1. I let the EA running from midnight to 11AM and it does some trades 2. I run backtest intraday (so it runs from midnight till current time)
I see difference between the trade excuted from the EA and the backtest. Can someone explain me where can be the problem? Here the backtesting parameters:
Intraday, Ticks, Bid,Process all ticks
Thanks in advance
|
|
|
|
 |
kaokao
|
Post subject: Re: backtest and real trading |
Post rating: 0
|
Posted: Tue 31 Jul, 2012, 17:22
|
|
User rating: 0
Joined: Tue 31 Jul, 2012, 13:19 Posts: 4 Location: Japan, OOIZUMI,GUNMA Pref.
|
I also had the same experience. It was because processing time is delayed with the onBar function. Timing is behind the back test.
|
|
|
|
 |
|
Pages: [
1
]
|
|
|
|
|