Support Board
Date/Time: Sun, 24 Nov 2024 09:05:18 +0000
Post From: Backtest results are radically different from live trading results
| [2022-02-24 23:14:24] |
| 1+1=10 - Posts: 270 |
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Certainly! Adding one last bit of context, according to the CFTC in 2019 fully 50%-90% of trades were automated — the number is likely even slightly higher now. See page 7’s “Exhibit 2: Share Of Automated Futures & Options Transactions”: https://www.cftc.gov/sites/default/files/2019-03/automatedordersreport032719.pdf This is why it is so important to lower your algo’s reaction time. If everyone else can react to market data every 2 millis and it takes yours 100 millis you can’t compete on short-term strategies. Good luck with your trading! |