Live trades do not match those of the backtest

Tropic · Wed, 12 Jun 2024 08:12:32 +0000

Hi, I’ll tell you about a problem I had with my account. I hope you can help me. I coded a trading system for the Nasdaq 1min timeframe and backtested it on 1 Million bars. Then I put it live for about 1 month and did the backtest again, the result is that the trades it made live are totally different from the backtest! Can anyone explain to me how this is possible? I also contacted IG support and the technical report on PRT and for 3 weeks now they have been saying that they are still analyzing the problem and can’t give me an answer (which is shameful I would say). Another thing I can tell you is that by lowering the bars with which I backtest the code (around 50k bars) the backtest trades begin to be similar to live trades. But I obviously want the 1 million bar backtest to contain the trades that it also makes live because obviously I would like to rely on this backtest to put the system live. I hope you can help me, I don’t know who to turn to anymore. Thank you!

This topic has 30 replies, 5 voices, and was last updated 6 months ago by Tropic.

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06/22/2024 at 8:12 AM #234212

Tropic

Yes I had checked and they were both on 1 minute, however soon if I can I will publish the code here if anyone wants to test it live for a while and then compare the backtests again.

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GraHal

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Live trades do not match those of the backtest

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