I've carefully developed something that backtested as a profitable trading system and with great happiness I've run it forward for almost 30 days now. The live outcome is much different than even a backtest of that same period with a few notable discrepancies:
1) The backtester over the past 30 day period shows a good profit whereas the actual live trades over the past 30 days are a steady loss using the same strategy
2) On my charts, winning trades are being shown with dotted red lines in real time but if I refresh the chart and the strategy goes into historic redraw, the lines turn green
3) I still have issues in the backtester where entry points are being labeled as "exit" in some cases and it almost seems to be reversing the trade's P&L, making losers get counted as winners
Its the first two points that I'm most concerned about, and I'd be happy if anyone who knows about these kinds of things would like to talk about it in more depth. I'm willing to share the strategy code and an .xls of the historical live trades and backtest trades to compare if anyone wants to work through this with me. The potential benefit of doing so is that we might be able to work out what the cause of the discrepancy is and get this system to work properly, and you'd have access to that code.
Thanks!
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