I have this example calculation:
And I have this results.Inputs:
double nas(0.6),
AdditionalStrategyName("");
vars:
Value(0),
Half(1),
RealTimeCalc(0),
StrOut("");
Half = (0.5 * (HighD(0) - LowD(0)));
Value = Close[1] + (nas * Half);
RealTimeCalc = GetAppInfo(aiRealTimeCalc);
StrOut =
"ComputerTime=" + NumToStr(CurrentTime_s, 0) + ","
+ SvpDateString3(date, time) + ","
+ "BarStatus=" + NumToStr(BarStatus(), 0) + ","
+ "Value=" + NumToStr(Value, 6) + ","
+ "RealTime=" + NumtoStr(RealTimeCalc, 0)
+ NewLine;
FileAppend("C:\Log\Strategy_Vars_" + GetStrategyName + "_" + GetSymbolName + "_" + AdditionalStrategyName + ".csv", StrOut);
1. Realtrading:
2. Backtest (I did "recalculate strategy"):ComputerTime=161506,12/12/2016 16:15:00,BarStatus=2,Value=1380.230200,RealTime=1
ComputerTime=94458,12/13/2016 9:45:00,BarStatus=2,Value=1375.620200,RealTime=1
ComputerTime=100000,12/13/2016 10:00:00,BarStatus=2,Value=1388.206300,RealTime=1
ComputerTime=101459,12/13/2016 10:15:00,BarStatus=2,Value=1382.573900,RealTime=1
ComputerTime=102959,12/13/2016 10:30:00,BarStatus=2,Value=1381.819100,RealTime=1
ComputerTime=104500,12/13/2016 10:45:00,BarStatus=2,Value=1380.009400,RealTime=1
ComputerTime=105959,12/13/2016 11:00:00,BarStatus=2,Value=1374.147700,RealTime=1
ComputerTime=111459,12/13/2016 11:15:00,BarStatus=2,Value=1379.776700,RealTime=1
ComputerTime=112958,12/13/2016 11:30:00,BarStatus=2,Value=1379.652700,RealTime=1
ComputerTime=114459,12/13/2016 11:45:00,BarStatus=2,Value=1380.052700,RealTime=1
ComputerTime=115959,12/13/2016 12:00:00,BarStatus=2,Value=1375.949700,RealTime=1
ComputerTime=121459,12/13/2016 12:15:00,BarStatus=2,Value=1377.800700,RealTime=1
ComputerTime=122959,12/13/2016 12:30:00,BarStatus=2,Value=1381.003700,RealTime=1
ComputerTime=124459,12/13/2016 12:45:00,BarStatus=2,Value=1381.153700,RealTime=1
ComputerTime=125958,12/13/2016 13:00:00,BarStatus=2,Value=1382.455700,RealTime=1
ComputerTime=131507,12/13/2016 13:15:00,BarStatus=2,Value=1384.156700,RealTime=1
ComputerTime=133000,12/13/2016 13:30:00,BarStatus=2,Value=1384.456700,RealTime=1
ComputerTime=134458,12/13/2016 13:45:00,BarStatus=2,Value=1383.330700,RealTime=1
ComputerTime=140001,12/13/2016 14:00:00,BarStatus=2,Value=1382.404700,RealTime=1
ComputerTime=141459,12/13/2016 14:15:00,BarStatus=2,Value=1382.954700,RealTime=1
ComputerTime=142959,12/13/2016 14:30:00,BarStatus=2,Value=1379.574700,RealTime=1
ComputerTime=144459,12/13/2016 14:45:00,BarStatus=2,Value=1377.798700,RealTime=1
ComputerTime=145959,12/13/2016 15:00:00,BarStatus=2,Value=1379.200700,RealTime=1
ComputerTime=151459,12/13/2016 15:15:00,BarStatus=2,Value=1379.774700,RealTime=1
ComputerTime=152958,12/13/2016 15:30:00,BarStatus=2,Value=1379.048700,RealTime=1
ComputerTime=154458,12/13/2016 15:45:00,BarStatus=2,Value=1379.899700,RealTime=1
ComputerTime=155959,12/13/2016 16:00:00,BarStatus=2,Value=1380.400700,RealTime=1
ComputerTime=161458,12/13/2016 16:15:00,BarStatus=2,Value=1380.000700,RealTime=1
ComputerTime=94500,12/14/2016 9:45:00,BarStatus=2,Value=1378.893400,RealTime=1
ComputerTime=95959,12/14/2016 10:00:00,BarStatus=2,Value=1375.091800,RealTime=1
ComputerTime=101501,12/14/2016 10:15:00,BarStatus=2,Value=1373.412800,RealTime=1
ComputerTime=102959,12/14/2016 10:30:00,BarStatus=2,Value=1370.589100,RealTime=1
Bold text highlight difference values.ComputerTime=115246,12/12/2016 16:15:00,BarStatus=2,Value=1380.230200,RealTime=0
ComputerTime=115246,12/13/2016 9:45:00,BarStatus=2,Value=1375.620200,RealTime=0
ComputerTime=115246,12/13/2016 10:00:00,BarStatus=2,Value=1388.213800,RealTime=0
ComputerTime=115246,12/13/2016 10:15:00,BarStatus=2,Value=1382.573900,RealTime=0
ComputerTime=115246,12/13/2016 10:30:00,BarStatus=2,Value=1381.819100,RealTime=0
ComputerTime=115246,12/13/2016 10:45:00,BarStatus=2,Value=1380.009400,RealTime=0
ComputerTime=115246,12/13/2016 11:00:00,BarStatus=2,Value=1374.147700,RealTime=0
ComputerTime=115246,12/13/2016 11:15:00,BarStatus=2,Value=1379.776700,RealTime=0
ComputerTime=115246,12/13/2016 11:30:00,BarStatus=2,Value=1379.652700,RealTime=0
ComputerTime=115246,12/13/2016 11:45:00,BarStatus=2,Value=1380.052700,RealTime=0
ComputerTime=115246,12/13/2016 12:00:00,BarStatus=2,Value=1375.949700,RealTime=0
ComputerTime=115246,12/13/2016 12:15:00,BarStatus=2,Value=1377.800700,RealTime=0
ComputerTime=115246,12/13/2016 12:30:00,BarStatus=2,Value=1381.003700,RealTime=0
ComputerTime=115246,12/13/2016 12:45:00,BarStatus=2,Value=1381.153700,RealTime=0
ComputerTime=115246,12/13/2016 13:00:00,BarStatus=2,Value=1382.455700,RealTime=0
ComputerTime=115246,12/13/2016 13:15:00,BarStatus=2,Value=1384.156700,RealTime=0
ComputerTime=115246,12/13/2016 13:30:00,BarStatus=2,Value=1384.456700,RealTime=0
ComputerTime=115246,12/13/2016 13:45:00,BarStatus=2,Value=1383.330700,RealTime=0
ComputerTime=115246,12/13/2016 14:00:00,BarStatus=2,Value=1382.404700,RealTime=0
ComputerTime=115246,12/13/2016 14:15:00,BarStatus=2,Value=1382.954700,RealTime=0
ComputerTime=115246,12/13/2016 14:30:00,BarStatus=2,Value=1379.574700,RealTime=0
ComputerTime=115246,12/13/2016 14:45:00,BarStatus=2,Value=1377.798700,RealTime=0
ComputerTime=115246,12/13/2016 15:00:00,BarStatus=2,Value=1379.200700,RealTime=0
ComputerTime=115246,12/13/2016 15:15:00,BarStatus=2,Value=1379.774700,RealTime=0
ComputerTime=115246,12/13/2016 15:30:00,BarStatus=2,Value=1379.048700,RealTime=0
ComputerTime=115246,12/13/2016 15:45:00,BarStatus=2,Value=1379.899700,RealTime=0
ComputerTime=115246,12/13/2016 16:00:00,BarStatus=2,Value=1380.400700,RealTime=0
ComputerTime=115246,12/13/2016 16:15:00,BarStatus=2,Value=1380.000700,RealTime=0
ComputerTime=115246,12/14/2016 9:45:00,BarStatus=2,Value=1378.907200,RealTime=0
ComputerTime=115246,12/14/2016 10:00:00,BarStatus=2,Value=1375.091800,RealTime=0
ComputerTime=115246,12/14/2016 10:15:00,BarStatus=2,Value=1373.420300,RealTime=0
ComputerTime=115246,12/14/2016 10:30:00,BarStatus=2,Value=1370.589100,RealTime=0
It's problem for me, because strategy real execution is different from backtest calculation.
I use Oanda broker, session 9:30 - 16:15 EST, 15 minutes timeframe, local time (in windows i have EST timezone), real account.