Dukascopy
 
 
Wiki JStore Search Login

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

User rating: 0
Joined: Wed 06 Feb, 2008, 11:14
Posts: 7
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
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: JFOREX-2544 Same strategy running on live and demo Post rating: 0   New post Posted: Mon 03 Jan, 2011, 14:25 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Please take a look at https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=5&t=265&p=893#p893


 

Jump to:  

cron
  © 1998-2025 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com