I've got a problem with my realtime data: when I'm simulating a strategy in realtime, I get a completely different result than when I'm backtesting it right after the close of the stock market. Additionally, these both results are AGAIN different from the backtest, which I do the next day! I know, that the data can vary from the historical data, but the problem is, when I'm backtesting it manually (calculating by hand), I get the results from the historical backtest one day later, so the realtime data seems to be wrong.
Can anybody help me? My broker is IB by the way.
Thanks in advance,
Sepp
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