Difference between backtest and real trading

Questions about MultiCharts and user contributed studies.
User avatar
svopex
Posts: 74
Joined: 16 Oct 2013
Has thanked: 7 times
Been thanked: 5 times
Contact:

Difference between backtest and real trading

Postby svopex » 01 Dec 2016

Hello,

I have difference between backtest and real trading.

Strategy create stop order at 1334.006550 at the close candle 11/30/2016 9:45:00.

Next candle have high 1333.979 and it is under 1334.006550.

Backtest work ok and backtest did not perform order.

But in real trading multicharts buy order at candle which closed 9:45 (see picture) - this is bug by my opinion.

Petr


BarStatus=2
TIME: 11/30/2016 9:45:00
EntrLong=1334.006550
2016-12-01_0830.png
Situation
(58.67 KiB) Downloaded 724 times

User avatar
TJ
Posts: 7740
Joined: 29 Aug 2006
Location: Global Citizen
Has thanked: 1033 times
Been thanked: 2221 times

Re: Difference between backtest and real trading

Postby TJ » 01 Dec 2016

please post your codes for debugging

User avatar
svopex
Posts: 74
Joined: 16 Oct 2013
Has thanked: 7 times
Been thanked: 5 times
Contact:

Re: Difference between backtest and real trading

Postby svopex » 01 Dec 2016

USRuss2000...
Attachments
strategy.txt
Strategy...
(791 Bytes) Downloaded 408 times

User avatar
TJ
Posts: 7740
Joined: 29 Aug 2006
Location: Global Citizen
Has thanked: 1033 times
Been thanked: 2221 times

Re: Difference between backtest and real trading

Postby TJ » 01 Dec 2016

If it is a BUY STOP that is triggered by your broker,
then you have to speak to your broker about his.
MultiCharts sends the order, it is your broker who fulfills it.

Have you reloaded your chart?
If not, please reload it and see if the chart is the same.

User avatar
svopex
Posts: 74
Joined: 16 Oct 2013
Has thanked: 7 times
Been thanked: 5 times
Contact:

Re: Difference between backtest and real trading

Postby svopex » 01 Dec 2016

I do reload without changes...

tony
Posts: 420
Joined: 14 Jun 2013
Has thanked: 30 times
Been thanked: 81 times
Contact:

Re: Difference between backtest and real trading

Postby tony » 03 Dec 2016

I'm not quite following along the behavior you are noticing / questioning. The way your signal is written, once an order is generated (i.e. conditions are met) then the order will be generated on the next tick. Which in the case of IOG=False, as you have, would be the next bar. Now if the conditions in which the order were generated become false, then the order would be cancelled.


Return to “MultiCharts”