I see that there are differences between the signals provided by the backtesting accurate and signal on live(in real time) ..
In the program I set market orders :
**** if marketposition=0 and condition6 then buy ("Buy3") next bar at market ;
**** if marketposition=0 and condition5 then sellshort ("Sell3") next bar at market;
So what 'I see in backtesting should be egual in real time...
but this is not in really..because in realtime (on live) is many orders less
What's wrong?
Below i attach settings multichart
PROBLEM..real trading and backtest precision simulation....
PROBLEM..real trading and backtest precision simulation....
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- Henry MultiСharts
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Re: PROBLEM..real trading and backtest precision simulation.
Hello turbofib,
Unfortunately the information you have provided is not sufficient for analysis.
Please refer to the following pages for information:
How Signals are Calculated
Why an Order Was or Was Not Executed
Why Identical Charts Are Showing Different Strategy Trading Results
Backtesting vs Live Trading
If any calculation or orders are still unclear please provide the following:
1) What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About);
2) Attach workspace you are using;
3) in QuoteManager select the symbol you are using, make a right click on it->Export data->Export instrument (with data). Send me the Qmd export file for analysis;
4) in PowerLanguage editor->File->Export->export with dependent functions the studies you are using in the workspaces you are providing;
5) In MultiCharts go to File->New->Open Order and position tracker window-> Orders tab->make sure you are not filtering the information in columns, then go to File->Export to excel. Also export the information from the Logs tab;
6) Please attach a detailed problem description and highlight the problem on the screenshots.
Unfortunately the information you have provided is not sufficient for analysis.
Please refer to the following pages for information:
How Signals are Calculated
Why an Order Was or Was Not Executed
Why Identical Charts Are Showing Different Strategy Trading Results
Backtesting vs Live Trading
If any calculation or orders are still unclear please provide the following:
1) What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About);
2) Attach workspace you are using;
3) in QuoteManager select the symbol you are using, make a right click on it->Export data->Export instrument (with data). Send me the Qmd export file for analysis;
4) in PowerLanguage editor->File->Export->export with dependent functions the studies you are using in the workspaces you are providing;
5) In MultiCharts go to File->New->Open Order and position tracker window-> Orders tab->make sure you are not filtering the information in columns, then go to File->Export to excel. Also export the information from the Logs tab;
6) Please attach a detailed problem description and highlight the problem on the screenshots.
Re: PROBLEM..real trading and backtest precision simulation.
multichart is multichart64 version 8.5 release(build 6851)
some instruction of my program:
[IntrabarOrderGeneration = True];
low of data1 < low[1] of data1
close of data2>close[1] of data2
i ask you if (close of data2>close[1] of data2) compares the last 2 bars at the end of the candle or in the middle(real time)
thenks
some instruction of my program:
[IntrabarOrderGeneration = True];
low of data1 < low[1] of data1
close of data2>close[1] of data2
i ask you if (close of data2>close[1] of data2) compares the last 2 bars at the end of the candle or in the middle(real time)
thenks
- TJ
- Posts: 7742
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Re: PROBLEM..real trading and backtest precision simulation.
What are the barinterval of those data?multichart is multichart64 version 8.5 release(build 6851)
some instruction of my program:
[IntrabarOrderGeneration = True];
low of data1 < low[1] of data1
close of data2>close[1] of data2
i ask you if (close of data2>close[1] of data2) compares the last 2 bars at the end of the candle or in the middle(real time)
thenks
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: PROBLEM..real trading and backtest precision simulation.
close[1] always returns close of the previous closed bar, even if IOG=On.i ask you if (close of data2>close[1] of data2) compares the last 2 bars at the end of the candle or in the middle(real time)