differences among real trading and chart/backtest

Questions about MultiCharts and user contributed studies.
auato
Posts: 89
Joined: 23 Nov 2016
Has thanked: 18 times

differences among real trading and chart/backtest

Postby auato » 12 Jul 2017

Hi, reading in this discussion forum I noticed that I am not the only one whois experiencing differences between real trading and charts. In two days I have seen a couple of these events. I realized that in my case I can have differences between chart and backtest in portoflio trader but also between real trading and chart. Look at this picture below:
sensitivity.PNG
(13.04 KiB) Downloaded 488 times
In real, the trade was correctly done (as when the bar touches the level of the dotdashed line the entry is triggered) but on the chart doesn't appear. the strategy is IOG enabled of course. My question is: why is the trade missing as I have in Strategy Properties--> Backtesting precision enabled for Bar Magnifier with Tick resolution?
sensitivity_2.PNG
(18.13 KiB) Downloaded 488 times
Another case I verified last days is: trade is correctly present on chart but inexplicably missing in backtest.

User avatar
TJ
Posts: 7742
Joined: 29 Aug 2006
Location: Global Citizen
Has thanked: 1033 times
Been thanked: 2222 times

Re: differences among real trading and chart/backtest

Postby TJ » 12 Jul 2017

You might be interested in these articles in the Wiki:


- Backtesting vs Live Trading
- Understanding Backtesting
- Why is Data Playback strategy performance different from Backtesting results?
- Intra-bar Price Movement Assumptions
- Precise Backtesting
- Understanding Precise Backtesting
- Using Precise Backtesting
- Bar Magnifier
- Intra-Bar Order Generation, Bar Magnifier on Non-Standard Chart Types

auato
Posts: 89
Joined: 23 Nov 2016
Has thanked: 18 times

Re: differences among real trading and chart/backtest

Postby auato » 18 Jul 2017

Thanks for refreshing me some articles. I got other interesting details.


Return to “MultiCharts”