I have a (very simple as I am learning the system) strategy programmed in and am both back-testing and running it in real-time in simulation with a data feed from eSignal.
However I am getting different results for the same time period in real-time and when I back test it with strategy analyser?
For example I had it running yesterday (21st Oct) from 9am to 5pm in real time and made a careful note of all the trades executed, profits and losses made and times of execution.
However when I run it through strategy analyser today (22nd Oct) for the same time period (9am-5pm 21st Oct) the list of trades done and hence profit and loss are completely different?!
Why is this? Surely it means that the back-test results are worthless?!
Any help appreciated.
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