Login Page - Create Account

Support Board


Date/Time: Fri, 07 Feb 2025 23:09:16 +0000



Awesome Backtest Results, Totally Different Realtime

View Count: 664

[2020-06-16 00:23:20]
User769783 - Posts: 188
Why are my backtests results so very different from my live results. I am using 1 tick setting, and wait til bar closes. This is insane how different the results are. Even when I did a replay, at the slowest speed, backtest had great results, but live results are horrible. What's going on? Thanks
[2020-06-16 00:46:59]
User90125 - Posts: 715
Are you using bid ask data in your backtests, or just last price traded?

If your backtests are profitable, the next step is to try your system in a LIVE SIM environment, where your trades use the LIVE feed, but don't go to the market.

Should that be profitable, then go try the real LIVE market with the lowest contract size that you found profitable in SIM or backtests.

Good luck.
[2020-06-16 01:44:46]
User769783 - Posts: 188
I'm using bid, ask, and last price traded. I have tried in LIVE sim, it fails and doesn't trade like it does in back tests. Why would this happen? It's very misleading...
[2020-06-16 20:30:27]
Sierra Chart Engineering - Posts: 104368
Refer to:
Auto Trade System Back Testing: Differences Between Back Testing and Real-Time Auto Trade System Evaluation

Also we cannot provide further help in regards to this.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2020-06-16 20:30:37

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account