1. I have been comparing my live market recordings with opentick historical data and I have noticed that they are grossly different in results. So much that on a single day the same strategy on the recorder would trade 8 times, get pounded I might add, and with the historical data it does 1 winning trade that's it, throughout the entire day. I understand that back testing is never 100% accurate but that big of difference? I would appreciate any thoughts on that matter.
2. trialing stops in back testing, do they actually work or is just a hard stop that works? I have strategies that have trailing stop triggers so I would understand if the system can't accurately produce the correct results.
3. How does the market recorder store its data? Is there a limit to how much I can take it on any given day?
thanks
pp
Comment