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Direct MessagesDate/Time: Fri, 03 May 2024 21:10:03 +0000
Post From: Completely different results between back-/ forward testing with same multi TF algorithm
| [2013-06-25 17:29:00] |
| BataviaTrader - Posts: 63 |
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I have been hesitating a lot to post a request for support as I know you are very busy these days with all the new plans. But I'll give it a try at last. I have developed a strategy for automated trading, using the spreadsheet. When backtesting it gives great results. However, forward testing gives completely different results. I am not talking slippage and spread here. But it triggers much more trades in forward testing (live data) and not profitable, using the same algo. To give you an idea: Forward testing yesterday on the ES resulted in a profit factor 0.52 (8 trades, of which 3 profitable) Doing a backtest of yesterday resulted in just 1 profitable trade. Same product (ES), same algo, everything the same. I am using 2 times frames for the algorithm. Please advice if you have a chance. Thank you in advance. additional explanation: There are 3 tabs in my chartbook: 1st tab: Main Chart (TF M25), with referenced chart (TF M5) below the main chart (using Study/Price overlay) 2nd tab: the referenced chart 3th tab: spreadsheet with the Buy and Sell algo etc. I have also noticed this: If For All Charts in Chartbook (in replay window) is enabled, results of backtesting is miserable If For All Charts in Chartbook (in replay window) is disabled, results of backtesting are very good So my question also is how do I get forward / live testing with good results? Where is it refering to, if it is not to the second chart? Where are those good results coming from? Date Time Of Last Edit: 2013-06-25 20:47:08
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