backtest results vs. realtime results

Just looking for ideas on how to close the gap between the above.
When I used Renko bars, the differences were incredible.
However, when I replaced the Renko bars with FlexRenko using the same brick size and resolution, the differences were diminished, but not eliminated.
viewtopic.php?f=1&t=52225&p=137593&hili ... 94#p137593
The above is a great discussion on the matter.
To me, these are the significant factors:
1) use Sell/Buy this bar at close vs. next bar at open
2) replace SETDOLLARTRAILING, SETPROFITTARGET and all SET statements with a home-grown function
The above work INTRABAR regardless of the [InterbarOrderGeneration] statement.
I really, really wish there was a way to modify the behavior of the SET statements from intrabar to end-of-bar execution: [InterbarSetExecution=False].
3) change the resolution to 1 tick
Anything else I should try ?

Hello syswizard,

To make the results of backtesting closer to live trading you can use the Precise Backtesting option. To learn how please read this page. We’d also recommend using the Regular Chart type as a main data series, and other chart types as informational ones.
For more info about Backtesting please refer to these articles:

• Backtesting vs Live Trading
• Understanding Backtesting
• Why is Data Playback strategy performance different from Backtesting results?
• Intra-bar Price Movement Assumptions

We’d also recommend using the Regular Chart type as a main data series, and other chart types as informational ones.

So have a Data1 series - regular OHLC chart and Data2 series as Renko, etc. Trade on Data1, get your signals from Data2.
Correct ?

syswizard,

Correct.
By default, in MultiCharts you can trade one symbol per chart only. Your trading series is always the main data series (data1).
Renko is a not standard chart type. One needs to take into account the peculiarities of bar formation if it is required to trade on a non-standard chart. Generally, we recommend to use the regular chart type as a trading data series (data 1) and use non-standard chat types for reference (as data 2, 3, etc).
Moreover, Bar Magnifier will become available in this setup.

Dear Polly,

How do you make sure the 2 streams are in sync. Do they need to have the same interval?

Hello Yohyon,

There is the ‘Realtime-history matching’ option that allows MultiCharts to synchronize the calculation of studies based on several data series.
For more info please refer to this page.