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Date/Time: Mon, 25 Nov 2024 17:44:26 +0000



Post From: ACSIL Automated Trading System Signals Discrepancies

[2024-02-22 17:26:33]
gtaranti - Posts: 67
I've created an automated ACSIL Trading system and it produces correct Buy signals in backtesting but wrong Buy signals when live data feed is connected.

The signals are based on 4 other "Study/Price overlay" studies subgraphs from other timeframe charts, which they all need to be in the same direction, in order to trigger the buy signal (ie. all up)

The backtesting has been performed with both "Bar based backtest" and "Replay based backtest".
The Replay based backtest, has been performed in various speeds.
All backtesting tests emit the correct signals.

When in live data feed, even when not all the 4 "Study/Price overlay" studies subgraphs, the buy signal is emited, which is not correct. (and have even costed me some drawdowns!)

I don't know how to debug this, because live data feed need to be present.

Does anyone have any idea why is this happening?

Edit: I'm using Renko bars for my main chart and I'm checking on bar close.
Date Time Of Last Edit: 2024-02-22 17:59:00