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backtest results differs from live testing
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backtest results differs from live testing
Why does my back testing results differs from forward live testing? Back testing shows today's trades are all profitable. However, I had trades during the day that were a loss. This happens every week when using my automated strategy trading.Tags: None
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Originally posted by CactusMo View PostWhy does my back testing results differs from forward live testing? Back testing shows today's trades are all profitable. However, I had trades during the day that were a loss. This happens every week when using my automated strategy trading.
Market Replay will mimic live very closely and should be used in final determination before going live.
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With intra-bar granularity, results will typically vary. I suggest you consider adjusting your strategy to buy the open based on the previous closing bar.
You can do this without setting "CalculateOnBarClose = true", by using the [1] offset on all indicators.
Some strategy features might not lend well to this, such a as programmatic stop loss, but if you limit features with intra-bar triggered signals, the forward testing results will better match backtesting.
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