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Date/Time: Sun, 28 Apr 2024 10:47:22 +0000



Post From: Backtesting and real time trading is having different trading entries

[2023-01-24 22:26:35]
KingAB - Posts: 20
Hello, I'm having issues when running "AutoTrade System reply BackTest" with Replay Mode set to "Calculate at every tick/Trade" and Speed settings set to the lowest setting "0.01". I would expect that it should trade very close to what it would on a real market with those settings? The issue I believe is I am using 8 tick renko bars and looking at "Ask Volume Bid Volume Difference" indicator on a 20,000 volume bar data from a different chart. In the live market, the "Ask Volume Bid Volume Difference" indicator updates differently than back testing and hence the signals are incorrect. Am I potentially missing something here?


I already looked at all the details regarding this in https://www.sierrachart.com/index.php?page=doc/Backtesting.php.

Settings:
1. Intraday Data Storage Time Unit: 1 tick
2. Use Controlled Order Chart Updating: Yes
3. Chart Update Interval in Milliseconds: 10