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JFOREX-2544 Same strategy running on live and demo
[Karim]
 Post subject: JFOREX-2544 Same strategy running on live and demo Post rating: 0   New post Posted: Fri 10 Dec, 2010, 17:09 

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Joined: Wed 06 Feb, 2008, 11:14
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As many traders I first test my strategies on Demo in order to validate it before running them on Live.
Doing so assumes that the results of a given strategy doesn't depend from the account (demo or live) it runs on.

To check this assumption, I run the same strategy on a demo and on a live account in parallel. (see attached strategy)

I can conclude that the results of the same strategy running on live and on demo are not the same at all. (see attached xls file)

I already noticed that the results obtained in demo and those obtained in backtesting (with the same strategy and over the same period of course) were not the same at all (once I got a margin cut in backtesting and good results in live testing...).

Conclusion : as it is now, the Jforex platform dosn't allow as to validate the strategies. And the only way to test a strategy is to test it.... on a live account.

Do you aim bringing a solution to that problem (which lates already for a long time) ?

Thank you.


Attachments:
File comment: The strategy launched on live and demo in parallel.
TradesCollData.java [5.6 KiB]
Downloaded 443 times
File comment: The list of the trades launched by the same strategy on the Demo (right) and Live (left) accounts.
Trades_DEMO_LIVE_1291825858374.xls [30 KiB]
Downloaded 407 times
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 Post subject: Re: JFOREX-2544 Same strategy running on live and demo Post rating: 0   New post Posted: Mon 03 Jan, 2011, 14:25 
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Please take a look at https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=5&t=265&p=893#p893
 
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