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		<title><![CDATA[Forex Software — backtesting result is different from the real trading]]></title>
		<link>https://forexsb.com/forum/topic/7407/backtesting-result-is-different-from-the-real-trading/</link>
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		<description><![CDATA[The most recent posts in backtesting result is different from the real trading.]]></description>
		<lastBuildDate>Mon, 18 Mar 2019 16:38:08 +0000</lastBuildDate>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54743/#p54743</link>
			<description><![CDATA[<div class="quotebox"><cite>geektrader wrote:</cite><blockquote><p>I´ve just compared some of my last live trades today with the EA Studio backtest (feeding it the same data of course), I´ve got a perfect match down to a few points on the entry and exit prices (spread differences and slippage - just normal). If your strategies pass the mentioned MC tests, you should be fine (also in terms of starting bar, don´t forget that).</p><p>My Acceptance Criteria in Reactor mode totally depends on what I am looking for and how many years of data I am using. In general here is what I use *most* of the time on my 32 years H1 data set (all pairs):</p><p>Minimum R-Squared: 80 (want at least to have a *somewhat* acceptable curve in the initial strategy before handing it over to the Optimizer, as I don´t want to waste CPU power on the Optimizer for strategies that anyway will fail even after the Optimizer as their initial stage is too bad right from the start)</p><p>Minimum Trades: 1500 (now that could be much too much if using &lt; 32 years of data, but for my huge set it´s the minimum I want to see because anything lower is not really statistically relevant)</p><p>Minimum Backtest Quality: 99 (obvious, right?)</p><p>That´s it already, nothing special.</p></blockquote></div><br /><p>geektrader, which Broker do you use? I&#039;m looking for a good quality data broker and it seems to me that you have a very good one...</p>]]></description>
			<author><![CDATA[null@example.com (mentosan)]]></author>
			<pubDate>Mon, 18 Mar 2019 16:38:08 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54743/#p54743</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54341/#p54341</link>
			<description><![CDATA[<p>Thank you,footon</p><p>I checked the trade session of second broker I show.The trading time begins at 00:05 as you said.</p><p>My some orders, I mean to lated opening order of first broker in&nbsp; strategy tester. I&#039;m sorry for unclear question.<br />for the first broker,It begins at 00:00. The only one reason I know is requote. think like me?</p><p><a href="https://postimg.cc/D4vx4rwN"><span class="postimg"><img src="https://i.postimg.cc/D4vx4rwN/3.png" alt="https://i.postimg.cc/D4vx4rwN/3.png" /></span></a></p>]]></description>
			<author><![CDATA[null@example.com (moonsky)]]></author>
			<pubDate>Fri, 08 Feb 2019 15:41:46 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54341/#p54341</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54335/#p54335</link>
			<description><![CDATA[<p>Moonsky, you have 6 trades in the first demo and you are talking about &quot;some&quot; orders, which have late entry, when in fact it is only one trade, which is late couple of minutes? And when you check the calendar, you&#039;d see it is Monday, which offers already an explanation.</p><p>Your second demo offers perfect - I repeat - perfect execution times and that leads me to believe your first demo broker is even below an ordinary bucket shop standard.</p><p>Therefore, pick your brokers carefully, teach yourself about trade sessions as well - real Asian session kicks off with Tokyo, before that it is a low liquidity/high spread borefest if you get my drift.</p><p>P.S. And always familiarize yourself with the terms and conditions your brokers offer you, an illustrating screenshot below.</p><p><a href="https://postimg.cc/XXmcLKHd"><span class="postimg"><img src="https://i.postimg.cc/XXmcLKHd/bal.jpg" alt="https://i.postimg.cc/XXmcLKHd/bal.jpg" /></span></a></p>]]></description>
			<author><![CDATA[null@example.com (footon)]]></author>
			<pubDate>Fri, 08 Feb 2019 11:07:18 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54335/#p54335</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54334/#p54334</link>
			<description><![CDATA[<p>Hi, Popov<br />It seems backtest-result dont match perfectly with FSB.<br />You may see some order still taking late trigger. Is there some bug in the code?</p>]]></description>
			<author><![CDATA[null@example.com (moonsky)]]></author>
			<pubDate>Fri, 08 Feb 2019 08:36:39 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54334/#p54334</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54331/#p54331</link>
			<description><![CDATA[<p>If the entry times are correct in the MT backtest, it must be correct also on the real trading. A possible reason is to have execution restrictions, for example the trading may be suspended because of the swap calculations. Some ECN brokers do that. Please check if the broker quotes or trades between 00:00 and 00:05.</p>]]></description>
			<author><![CDATA[null@example.com (Popov)]]></author>
			<pubDate>Fri, 08 Feb 2019 07:43:08 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54331/#p54331</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54329/#p54329</link>
			<description><![CDATA[<p>It&#039;s me.<br />My problem still exists. But it&#039;s from FSB not ea studio.<br />The strategy I show should open always position at time 0:00. <br />Even I have low latency, there are time delay about 0-5 mins before opening. </p><p>The result-testing in FSB<br /><a href="https://postimg.cc/G9sf9W61"><span class="postimg"><img src="https://i.postimg.cc/G9sf9W61/1.png" alt="https://i.postimg.cc/G9sf9W61/1.png" /></span></a><br /><a href="https://postimg.cc/94M82KyK"><span class="postimg"><img src="https://i.postimg.cc/94M82KyK/2.png" alt="https://i.postimg.cc/94M82KyK/2.png" /></span></a></p><p>Backtesting result in mt4</p><p><a href="https://postimg.cc/jCN8RzJx"><span class="postimg"><img src="https://i.postimg.cc/jCN8RzJx/3.png" alt="https://i.postimg.cc/jCN8RzJx/3.png" /></span></a></p><p>Demo trade result </p><p><a href="https://postimg.cc/XBccdkw9"><span class="postimg"><img src="https://i.postimg.cc/XBccdkw9/4.png" alt="https://i.postimg.cc/XBccdkw9/4.png" /></span></a></p><p>Demo trade result (The another broker)</p><p><a href="https://postimg.cc/XB8dp7b8"><span class="postimg"><img src="https://i.postimg.cc/XB8dp7b8/5.png" alt="https://i.postimg.cc/XB8dp7b8/5.png" /></span></a></p><p>I attach the strategy in this post. I&#039;d like to know anyone will have the same problem like me?</p>]]></description>
			<author><![CDATA[null@example.com (moonsky)]]></author>
			<pubDate>Fri, 08 Feb 2019 07:10:19 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54329/#p54329</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54238/#p54238</link>
			<description><![CDATA[<p>Somebody else having this issue..?</p>]]></description>
			<author><![CDATA[null@example.com (timpa)]]></author>
			<pubDate>Fri, 01 Feb 2019 09:19:28 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54238/#p54238</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54182/#p54182</link>
			<description><![CDATA[<p>Just a short update: I now also had one case where the backtests between EA Studio and MT4 do not match, even though the exact same data was used and all other strategies backtest with the exact same results as shown above. I´ve already reported it to Popov, but haven´t heard back yet. It seems to be a special constellation of indicator combinations when this happens, but it still must be extremely seldom as I never had that before.</p>]]></description>
			<author><![CDATA[null@example.com (geektrader)]]></author>
			<pubDate>Mon, 28 Jan 2019 22:27:41 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54182/#p54182</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54151/#p54151</link>
			<description><![CDATA[<p>@Roughey: <a href="https://forexsb.com/forum/post/54133/#p54133">https://forexsb.com/forum/post/54133/#p54133</a></p><p>And yes I do, even on 32 years of H1 data - having ~4000+ trades there, so /3, you should be able to get 1000 as a minimum for 10 years too. All my strategies (you can see them in that post) have a stop loss of max 60 pips. Most are in the 3X pips range. I don´t like strategies with a big stop loss. Shows that the entry (or exit) is too inaccurate and the exploited edge too weak. Wouldn´t trade those personally.</p>]]></description>
			<author><![CDATA[null@example.com (geektrader)]]></author>
			<pubDate>Fri, 25 Jan 2019 19:38:32 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54151/#p54151</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54145/#p54145</link>
			<description><![CDATA[<p>did you ever get good strategies with such amount of trades?</p><p>I played with eastudio and i find out that.</p><p>You use e.g 10 years backtest data and want 1000 trades than i never find good strategies when use Stop loss.<br />So i find out higher minimum count of trades need high stop loss to get good strategies.</p><p>I only get good strategies when i use minimum 200 trades. Maybe i do something wrong. But i never found strategie for example stop loss 50-100 pips. Only with small number of trades.</p>]]></description>
			<author><![CDATA[null@example.com (Roughey)]]></author>
			<pubDate>Fri, 25 Jan 2019 13:00:02 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54145/#p54145</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54141/#p54141</link>
			<description><![CDATA[<p>I´ve just compared some of my last live trades today with the EA Studio backtest (feeding it the same data of course), I´ve got a perfect match down to a few points on the entry and exit prices (spread differences and slippage - just normal). If your strategies pass the mentioned MC tests, you should be fine (also in terms of starting bar, don´t forget that).</p><p>My Acceptance Criteria in Reactor mode totally depends on what I am looking for and how many years of data I am using. In general here is what I use *most* of the time on my 32 years H1 data set (all pairs):</p><p>Minimum R-Squared: 80 (want at least to have a *somewhat* acceptable curve in the initial strategy before handing it over to the Optimizer, as I don´t want to waste CPU power on the Optimizer for strategies that anyway will fail even after the Optimizer as their initial stage is too bad right from the start)</p><p>Minimum Trades: 1500 (now that could be much too much if using &lt; 32 years of data, but for my huge set it´s the minimum I want to see because anything lower is not really statistically relevant)</p><p>Minimum Backtest Quality: 99 (obvious, right?)</p><p>That´s it already, nothing special.</p>]]></description>
			<author><![CDATA[null@example.com (geektrader)]]></author>
			<pubDate>Fri, 25 Jan 2019 10:44:03 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54141/#p54141</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54140/#p54140</link>
			<description><![CDATA[<p>Hi</p><p>@Michael1<br />I think my problem is as geektrader mention, either spread or maybe out of &quot;sync&quot; because of the starting bar sensitivity and possibly the following chain of events thereafter</p><p>@geektrader<br />I would be happy if u could share your view<br />what settings for the &quot;Acceptance criteria&quot; is recommended when starting in reactor mode?</p>]]></description>
			<author><![CDATA[null@example.com (timpa)]]></author>
			<pubDate>Fri, 25 Jan 2019 10:15:07 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54140/#p54140</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54082/#p54082</link>
			<description><![CDATA[<p>Sorry I do mean timpa, I’m not in front of the computer at the moment but if he has not had more than 50 open trades at one time then that would throw that theory out the window. Just something to keep in mind however</p>]]></description>
			<author><![CDATA[null@example.com (Michael1)]]></author>
			<pubDate>Wed, 23 Jan 2019 02:14:41 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54082/#p54082</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54075/#p54075</link>
			<description><![CDATA[<p>Hi Michael, do you mean timpa? If so, his statements don´t look like he ever had 50 trades at once in parallel so that he´d even hit that limit, it rathers comes down to the reasons I´ve explained (spread).</p>]]></description>
			<author><![CDATA[null@example.com (geektrader)]]></author>
			<pubDate>Tue, 22 Jan 2019 23:26:18 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54075/#p54075</guid>
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			<title><![CDATA[Re: backtesting result is different from the real trading]]></title>
			<link>https://forexsb.com/forum/post/54070/#p54070</link>
			<description><![CDATA[<p>I have found the solution for you! Pepperstone only allows up to 50 orders to be open at one time on a demo account. I have asked them to lift it on my account however they say they can’t. </p><p>I’ll be opening an account with another broker unfortunately</p>]]></description>
			<author><![CDATA[null@example.com (Michael1)]]></author>
			<pubDate>Tue, 22 Jan 2019 20:38:11 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/54070/#p54070</guid>
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