Backtesting difference between Live and Demo

• 08/10/2018 at 10:28 AM #77944
  schizz

  I have developed a strategy. Back testing it on Demo produces the results on the screenshot on the left, in live I get completely different results (second screenshot). The time period, tick by tick data setting, instrument (FTSE £2) and strategy code are all exactly the same.  I’m mystified as to why they are different? 

   

   

  

  schizz

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  08/10/2018 at 10:52 AM #77949
  GraHal

  schizz wrote:

  in live I get completely different results

  Are they the same System (cos they sure ain’t called the same on your screen shots!? 🙂

  Also, which do you mean …

  Live running (Forward Test) on your Demo Platform with virtual money?

  OR

  Live running on your Live Platform with real money?

  

  GraHal

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  08/10/2018 at 10:57 AM #77950
  schizz

  They are 100% the same system, just the name that is different.  Both are backtests – the first on a demo cfd account over 50,000 units, the second was a backtest in my live cfd account over 50,000 units. 

   

  The live backtest has only taken about half as many trades!

  

  schizz

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  08/10/2018 at 11:29 AM #77956
  Vonasi

  It is most likely due to the 11 minute time frame that you are using. We had this issue discussed on here in the past when someone was using a 26 second time frame. How the strategy behaves will be completely dependent on the start time due to the weird candle sizing. 

  

  Vonasi

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  08/10/2018 at 12:38 PM #77959
  schizz

  I think you are correct.I am using Heiken-Ashi candles. When I compare 11 minute candles  between live and demo they are different, for the same candle start date/time. They are the same for 15 minute H.A candles. Shouldn’t matter to the extent its affecting the results though. And if I run the same system on 15 minute H.A candles in both live and demo its still taking only about half as many trades on live

  

  schizz

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  08/10/2018 at 12:41 PM #77960
  Nicolas

  and since Heikin Ashi candlesticks don’t reflect the real price, due to their construction, it also scramble a bit more the data.. 

  

  Nicolas

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