• Registered: 2011-02-01
  • Posts: 3

Topic: Back Testing shows fantastics results but live trading fails miserably

Can someone tell me why this performs so fantastically in back testing but fails with real time trading

Market: EURUSD 1 Hour
Spread in pips: 4.00
Swap Long in pips: 1.00
Swap Short in pips: -1.00
Commission per lot at opening and closing in pips: 0.00
Slippage in pips: 0

Use account % for margin round to whole lots
Maximum open lots: 20.00
Entry lots: 3.00% of the account for margin

Intrabar scanning: Accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 8110
Balance: 5076842 pips (5079841.72 USD)
Minimum account: 0 pips (3000.00 USD)
Maximum drawdown: 29460 pips (29460.00 USD)
Time in position: 100 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Reverses the position
     Permanent Stop Loss - None
     Permanent Take Profit - None
     Break Even - None

[Opening Point of the Position]
     Bar Opening
     Enter the market at the beginning of the bar
     Base price  -  Open

[Opening Logic Condition]
     Aroon Crossover
     [ A ]   Long condition if Aroon Up > Aroon Down, Short condition if Aroon Down < Aroon Up
     Base price  -  Close
     Period  -  2
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Close and Reverse
     Close all positions and open a new one in the opposite direction

  • footon
  • footon
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  • Registered: 2009-08-17
  • Posts: 2,971

Re: Back Testing shows fantastics results but live trading fails miserably

What is Aroon Crossover? Where did you get it? Is it reliable?

My first assumption would be that is your problem, you could post it here for a check-up.

  • From: Australia
  • Registered: 2011-07-01
  • Posts: 431

Re: Back Testing shows fantastics results but live trading fails miserably

You have a maximum drawdown of $29460.00 on a $3000.00 account. I suggest you turn on the option to "Trade until a margin call" this is under testing in the tool bar at the top.

  • Registered: 2011-02-01
  • Posts: 3

Re: Back Testing shows fantastics results but live trading fails miserably

Popov - can you comment on this strategy.
The max drawdown was after the account was well over 100,000.00
Aroon crossover is when the bars cross each other not when they reach 99.

  • footon
  • footon
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  • Registered: 2009-08-17
  • Posts: 2,971

Re: Back Testing shows fantastics results but live trading fails miserably

Where did you get the indi?

Why do you need that indi in the first place? You can already do aroon crossover with the FSB's Aroon Histogram indi... In a reliable way, I must add. And testing your strat with the standard FSB indi doesn't produce fantastic results, it confirms your miserable fail.

Anyhow, if you really want help, posting a strategy screen and asking everyone to "comment" won't do anything good. You do have to post all relevant related to your strat. Bottom line is: everything points to the custom indicator in use, you seem strongly reluctant to post your indi, I can understand it. But I can see that my source has been used, I'd like to know who mistreated my source producing a POS. So, if you reallywant to find the answer to your problems, post the indi, otherwise we can consider this topic as a closed one.