Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
backtest results differs from live testing
Collapse
X
-
backtest results differs from live testing
Why does my back testing results differs from forward live testing? Back testing shows today's trades are all profitable. However, I had trades during the day that were a loss. This happens every week when using my automated strategy trading.Tags: None
-
Originally posted by CactusMo View PostWhy does my back testing results differs from forward live testing? Back testing shows today's trades are all profitable. However, I had trades during the day that were a loss. This happens every week when using my automated strategy trading.
Market Replay will mimic live very closely and should be used in final determination before going live.
-
With intra-bar granularity, results will typically vary. I suggest you consider adjusting your strategy to buy the open based on the previous closing bar.
You can do this without setting "CalculateOnBarClose = true", by using the [1] offset on all indicators.
Some strategy features might not lend well to this, such a as programmatic stop loss, but if you limit features with intra-bar triggered signals, the forward testing results will better match backtesting.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by usazencort, Today, 01:16 AM
|
0 responses
1 view
0 likes
|
Last Post
by usazencort
Today, 01:16 AM
|
||
Started by kaywai, 09-01-2023, 08:44 PM
|
5 responses
603 views
0 likes
|
Last Post Today, 12:32 AM | ||
Started by xiinteractive, 04-09-2024, 08:08 AM
|
6 responses
23 views
0 likes
|
Last Post Today, 12:31 AM | ||
Started by Pattontje, Yesterday, 02:10 PM
|
2 responses
22 views
0 likes
|
Last Post
by Pattontje
Yesterday, 11:49 PM
|
||
Started by flybuzz, 04-21-2024, 04:07 PM
|
17 responses
230 views
0 likes
|
Last Post
by TradingLoss
Yesterday, 11:45 PM
|
Comment