Support Board

Date/Time: Thu, 19 Sep 2024 00:55:24 +0000

Post From: Backtest results are radically different from live trading results

[2022-02-23 23:03:38] Link To Thread - Link To Post [Go To First Post]
opmetal - Posts: 66
Hi, My ACSIL strategy on 10 tick bars performs radically different in backtests than it does in real time. I have all the recommended settings: Global Settings >> Data/Trade Service Settings >> Number of Stored Time and Sales Records: 5000 Global Settings >> General Settings >> Chart Update Interval: 500 Home >> (Table of Contents) Managing Symbol Data >> Tick by Tick Data Configuration Intraday Data Storage Time Unit: 1 Tick Allow Support for Sierra Chart Data Feeds: Yes Today's live trading result was a disaster, posting a large loss. When I backtest it for today in Accurate Trading System Back Test Mode for a Single Chart I get excellent profitability because of fantasy fills that didn't happen in real time. What can be the reason for this? At this point it seems that backtesting results are completely divorced from reality. Date Time Of Last Edit: 2022-02-23 23:04:19