Support Board
Date/Time: Tue, 18 Mar 2025 17:45:32 +0000
Back Testing vs Live Trading Discrepancies
View Count: 453
| [2022-09-23 10:48:55] |
| jack cheadle - Posts: 12 |
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I am using the autotrader along with a 3 target/ shared stop trade management strategy. I did various back testing to come up with the set up I wanted to use then switched to my live account. The results were significantly different. So, then I back tested the very days that I just traded live and again, the results were substantially different. Different times, P&L of trades, some trades were took live and not in back testing and vice versa. The only two settings that are changed between the 2 are in the Default Spreadsheet System for Trading Study, I change line 21 to NO and the other setting is obviously Sim mode on. I am using Alerts Bar Based Conditions as my signals to trade from for the autotrade set up. Would not be surprised if it is something I am doing wrong. But, can you guys help me figure out why there are such wide and varying discrepancies between live trading and backtesting? |
| [2022-09-23 15:12:59] |
| John - SC Support - Posts: 38768 |
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Refer to the information here: Auto Trade System Back Testing: Differences Between Back Testing and Real-Time Auto Trade System Evaluation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-09-23 17:27:31] |
| jack cheadle - Posts: 12 |
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I believe that got it, thank you. I was using data from another chart and not using all charts for my back testing.
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