Hello,
1 fxcm workspace consists of three identical charts created by copy and paste.
The first chart is used in Auto Trading (A/T) , the second in Real Time calculation (R/T) and the third is used for Backtest (B/T), that is to say from time to time the recalculation will be launched.
1 lmax workspace is constituted of the same model, with three identical charts for the same tests.
The same signal is applied to the six charts.
On the fxcm workspace, A/T # R/T = B/T
OK, I can understand that the fxcm API is no longer compatible with MultiCharts, so I'm not surprised to find 'Status error' and difference of behavior between A/T and R/T.
And I'm happy to see my signal giving the same trades in R/T and B/T.
On the lmax workspace, A/T = R/T # B/T
Here, I am pleased to see that the signal has the same behavior in A/T and R/T, but I am disagreeably surprised that the B/T is different. Trades are all identical (time, open price, exit price), except for the size of the position, which differs from R/T and A/T.
Of course, the signal is encoded so as to obtain A/T = R/T = B/T
As much as I understand the difference in behavior with fxcm, but with Imax, I do not understand why a simple mathematical calculation such as the size of the position, can give a different result after a backtest recalculation.
What is the solution to this problem?
Thanks in advance,