Difference between Backtest and Real-Time

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StratMan
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Difference between Backtest and Real-Time

Postby StratMan » 23 Jul 2013

Hello,

Two charts are running in Real-Time calculation mode the same signal.
The trades are therefore identical on these two charts.

(Sometimes there are differences, and this is the subject of MC-1396)
http://www.multicharts.com/pm/viewissue ... no=MC-1396

Similarly, if a backtest recalculation is started on one of the two charts, the results remain the same on these two charts, as the signal has been encoded with the aim of ensuring a similitude of result between the three modes of MC.

But again, it happens that sometimes slight differences appear, and I would like your opinion on the matter.

How can we explain these differences?
As shown in the example screenshot, the difference occurs on the exit trade (all entries are identical).
In this example, the first difference comes after 59 trades perfectly identical, then returns right from the trade # 65.

It goes without saying that I read on the wiki, everything that is related to this topic!

And maybe this behavior is a corollary of the MC-1396 bug?
What is the solution to this problem?

Thank you in advance for your help!
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t-rader
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Re: Difference between Backtest and Real-Time

Postby t-rader » 24 Jul 2013

Hi Stratman,

When you apply the signal to each chart have you configured the signal properties, specifically the tabs 'properties' and 'backtesting' exactly the same? and maybe even more specifically the option 'skip ticks with identical prices'?

Just a thought...

Cheers,

StratMan
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Re: Difference between Backtest and Real-Time

Postby StratMan » 24 Jul 2013

Hi t-rader,

Thank you for your comment.

Yes, I confirm that all the settings are absolutely identical, including the backtesting and properties tabs settings. And that's why the 2 strategy performance reports are exactly the same until trade #59.

Cheers,


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