Accuracy of backtesting.

• 12/18/2024 at 4:48 PM #241570
  steynpj

  1. I do backtesting and get very favourable results. I then insert exact same values in trading system and when I backtest before activating automatic trading I get completely different results. Why?
  2. I do backtesting and one of the variables is “FLAT AFTER HHMMSS” which is supposed to exit all trades at time specified in HHMMSS.  The results for a certain set of variables are exactly the same even when the exit time is for example  140000, 150000 or 160000 on a 10 min chart, which is obviously incorrect.

  Any ideas will be appreciated.

  

  steynpj

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  12/18/2024 at 5:46 PM #241575
  GraHal

  steynpj wrote:

  I get completely different results. Why?

  Have you enabled tick by tick mode … see attached at yellow arrowhead?

  

  GraHal

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  12/18/2024 at 8:34 PM #241583
  steynpj

  Yes, thank you.

  Problem not resolved.

  

  steynpj

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  12/18/2024 at 9:26 PM #241584
  JS

  It’s hard to say anything about it like this. Do you have more information?
  Code (part?), backtest reports from before and after?

  

  JS

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