I am a little confused.
I am seeing signficantly different results between backtest mode & real time trading.
In the strategy, I have CalculateOnBarClose = False, but use the If (FirstTickOfBar) = true to enter a trade if certain criteria are met.
Two discrepencies:
1/ Certain trades appear on backtest that did not occur in real time mode& vice-versa.
2/ Certain trades being entered one bar later in backtest mode vs. real time mode.
The way is see it, if I am using the First Tick of Bar function to enter a trade there should be no discrepency between backtest mode & real time mode in the way trades are entered since the conditions should be identical (e.g. EMA, ATR, price momentum, MACD, etc.)
Any ideas guys.
thx in advance
David
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