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Date/Time: Fri, 07 Oct 2022 16:52:14 +0000



Back Testing vs Live Trading Discrepancies

View Count: 48

[2022-09-23 10:48:55]
jack cheadle - Posts: 10
I am using the autotrader along with a 3 target/ shared stop trade management strategy. I did various back testing to come up with the set up I wanted to use then switched to my live account. The results were significantly different. So, then I back tested the very days that I just traded live and again, the results were substantially different. Different times, P&L of trades, some trades were took live and not in back testing and vice versa. The only two settings that are changed between the 2 are in the Default Spreadsheet System for Trading Study, I change line 21 to NO and the other setting is obviously Sim mode on.

I am using Alerts Bar Based Conditions as my signals to trade from for the autotrade set up.

Would not be surprised if it is something I am doing wrong. But, can you guys help me figure out why there are such wide and varying discrepancies between live trading and backtesting?
[2022-09-23 15:12:59]
John - SC Support - Posts: 18864
Refer to the information here:
Auto Trade System Back Testing: Differences Between Back Testing and Real-Time Auto Trade System Evaluation
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-09-23 17:27:31]
jack cheadle - Posts: 10
I believe that got it, thank you. I was using data from another chart and not using all charts for my back testing.

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